Kazuhiko Hayakawa : Citation Profile

Are you Kazuhiko Hayakawa?

Hiroshima University

10

H index

10

i10 index

416

Citations

RESEARCH PRODUCTION:

20

Articles

15

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 29
   Journals where Kazuhiko Hayakawa has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 19 (4.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha299
   Updated: 2024-12-03    RAS profile: 2020-01-31    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kazuhiko Hayakawa.

Is cited by:

Kripfganz, Sebastian (11)

Sarafidis, Vasilis (11)

Juodis, Artūras (11)

Bun, Maurice (7)

Kiviet, Jan (6)

Schwarz, Claudia (6)

Pesaran, Mohammad (6)

Imai, Katsushi (6)

Abonazel, Mohamed (6)

Okui, Ryo (5)

Phillips, Robert (5)

Cites to:

Arellano, Manuel (47)

Pesaran, Mohammad (34)

Blundell, Richard (27)

Windmeijer, Frank (25)

Bun, Maurice (22)

Newey, Whitney (21)

Phillips, Peter (19)

hsiao, cheng (15)

Bover, Olympia (15)

Kiviet, Jan (13)

Bai, Jushan (12)

Main data

Where Kazuhiko Hayakawa has published?

Journals with more than one article published# docs
Journal of Econometrics4
Economics Letters3
Computational Statistics & Data Analysis2
Economics Bulletin2
Economic Review2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo2

Recent works citing Kazuhiko Hayakawa (2024 and 2023)

YearTitle of citing document
2024HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY. (2024). SANTOLINI, RAFFAELLA ; Palomba, Giulio ; Merkaj, Elvina ; Yebetchou, Rostand Arland. In: Working Papers. RePEc:anc:wpaper:485.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications. (2023). Bontempi, Maria ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2312.00399.

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2023A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585.

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2023.

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2024.

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2023Does good governance and trade openness contribute to poverty reduction in BRICS? An empirical analysis. (2023). Kumar, Arya ; Giri, Arun Kumar ; Chhabra, Megha. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:650-667.

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2024Green is the new black: How research and development and green innovation provide businesses a competitive edge. (2024). Ayad, Fayssal ; Sanchezsellero, Pedro ; Bataineh, Mohammad Jamal. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1004-1023.

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2023What Shapes Economic Growth in BRICS? Exploring the Role of Institutional Quality and Trade Openness. (2023). Kumar, Arya ; Giri, Arun Kumar ; Chhabra, Megha. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:4:p:347-365.

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2024.

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2023Cities in a pandemic: Evidence from China. (2023). Yang, Zhenlin ; Li, Jing ; Deng, Ying ; Baltagi, Badi H. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:379-408.

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2023On the Use of the Helmert Transformation, and its Applications in Panel Data Econometrics. (2023). Helmuts, Zacis ; Gueorgui, Kolev. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:12:y:2023:i:1:p:131-138:n:9.

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2023Interactions between financial constraints and economic growth. (2023). Thompson, Maria ; Neves, P C ; Azevedo, Assis ; Jeronimo, J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000669.

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2024Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48.

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2023Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Chaudhuri, Kausik ; Kumbhakar, Subal C ; Cave, Joshua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:447-467.

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2023Automation and unemployment: Does collective bargaining moderate their association?. (2023). Zhoufu, Yan ; Scharler, Johann ; Leibrecht, Markus. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:264-276.

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2023Consistent Estimation of Panel Data Sample Selection Models. (2023). Jimenez-Martin, Sergi ; Baltagi, Badi H ; al Sadoon, Majid ; Labeaga, Jose M. In: IZA Discussion Papers. RePEc:iza:izadps:dp16594.

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2023The necessity of social infrastructure for enhancing educational attainment: evidence from high remittance recipient LMICs. (2023). Lee, Chin ; Chin, Lee ; Saydaliev, Hayot Berk. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09491-y.

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2023Beyond the Balassa-Samuelson Effect: Do Remittances Trigger the Dutch Disease?. (2023). Tiruneh, Menbere Workie ; Fisera, Boris. In: Eastern European Economics. RePEc:mes:eaeuec:v:61:y:2023:i:1:p:23-65.

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2023What is it good for? On the Inflationary Effects of Military Conflicts. (2023). Eydam, Ulrich ; Leupold, Florian. In: CEPA Discussion Papers. RePEc:pot:cepadp:65.

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2023Assessing the consistency of the fixed-effects estimator: a regression-based Wald test. (2023). Spierdijk, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02298-2.

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2023Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1.

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2023Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0.

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2023Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects. (2023). Kapetanios, George ; Shin, Yongcheol ; Serlenga, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02390-1.

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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2023The Feminisation U, cultural norms, and the plough. (2023). Douarin, Elodie ; Uberti, Luca J. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:1:d:10.1007_s00148-022-00890-5.

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2023Short T dynamic panel data models with individual, time and interactive effects. (2023). Pesaran, Mohammad ; Hayakawa, Kazuhiko ; Smith, Vanessa L. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:940-967.

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2023Natural resources, renewable energy, and governance: A path towards sustainable development. (2023). Nchofoung, Tii ; Ojong, Nathanael. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1553-1569.

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2023The relationship between political instability and economic growth in advanced economies: Empirical evidence from a panel VAR and a dynamic panel FE-IV analysis. (2023). Schmidt, Torsten ; Dirks, Maximilian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1000.

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Works by Kazuhiko Hayakawa:

YearTitleTypeCited
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper6
2014Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2014Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2012Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2009A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE In: Econometric Theory.
[Full Text][Citation analysis]		article30
2019A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects In: ISER Discussion Paper.
[Full Text][Citation analysis]		paper4
2006A Note on Bias in First-Differenced AR(1) Models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study In: Economics Bulletin.
[Full Text][Citation analysis]		article83
2016Improved GMM estimation of panel VAR models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2016On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2016Identification problem of GMM estimators for short panel data models with interactive fixed effects In: Economics Letters.
[Full Text][Citation analysis]		article3
2018Corrected standard errors for optimal minimum distance estimator In: Economics Letters.
[Full Text][Citation analysis]		article0
2007Small sample bias properties of the system GMM estimator in dynamic panel data models In: Economics Letters.
[Full Text][Citation analysis]		article118
2005Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models.(2005) In: Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 118		paper
2009Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2006Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors.(2006) In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009On the effect of mean-nonstationarity in dynamic panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2010The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2015Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2019Alternative over-identifying restriction test in the GMM estimation of panel data models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article3
2018Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation In: Japan and the World Economy.
[Full Text][Citation analysis]		article2
2008The role of “leads” in the dynamic OLS estimation of cointegrating regression models In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article21
2006The Role of Leads in the Dynamic OLS Estimation of Cointegrating Regression Models.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 21		paper
2008Dynamic Panel Data Models―A Survey― In: Economic Review.
[Full Text][Citation analysis]		article3
2008Nonstationary Panel Data Models―A Survey― In: Economic Review.
[Full Text][Citation analysis]		article0
2006The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper10
2006Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper8
2007Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2007A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper6
2008On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models In: Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper3
2007Consistent OLS estimation of AR(1) dynamic panel data models with short time series In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2010New transformation methods in dynamic panel data models with heterogeneous time trends In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2019Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews.
[Full Text][Citation analysis]		article10

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