Kazuhiko Hayakawa

Kazuhiko Hayakawa

Hiroshima University - Higashihiroshima / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 392147
広島大学
person_outline Kazuhiko Hayakawa's MOST POPULAR ARTICLES
1-) Small sample bias properties of the system GMM estimator in dynamic panel data models Economics Letters 95 (1), 32-38, 2007
2-) First difference or forward orthogonal deviation-which transformation should be used in dynamic panel data models?: A simulation study Economics Bulletin 29 (3), 2008-2017, 2009
3-) A simple efficient instrumental variable estimator for panel AR (p) models when both N and T are large Econometric Theory 25 (3), 873-890, 2009
4-) The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are largeK HayakawaEconometric Theory, 201583*2015
5-) Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticityK Hayakawa, MH PesaranJournal of Econometrics 188 (1), 111-134, 2015812015