Hayakawa Kazuhiko

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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : Some additional results

Creator	Hayakawa Kazuhiko
Journal	Journal of Econometrics Volume 159 Issue 1 pp. 202 - 208
Date of Issued	published_at 2010-11

On the effect of mean-nonstationarity in dynamic panel data models

Creator	Hayakawa Kazuhiko
Journal	Journal of Econometrics Volume 153 Issue 2 pp. 133 - 135
Date of Issued	published_at 2009-12

Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors

Creator	Kurozumi Eiji \| Hayakawa Kazuhiko
Journal	Journal of Econometrics Volume 149 Issue 2 pp. 118 - 135
Date of Issued	published_at 2009-04

The role of “leads" in the dynamic OLS estimation of cointegrating regression models

Creator	Hayakawa Kazuhiko \| Kurozumi Eiji
Journal	Mathematics and Computers in Simulation Volume 79 Issue 3 pp. 555 - 560
Date of Issued	published_at 2008-12

Consistent OLS estimation of AR(1) dynamic panel data models with short time series

Creator	Hayakawa Kazuhiko
Journal	Applied Economic Letters Volume 14 Issue 15 pp. 1141 - 1145
Date of Issued	published_at 2007-12

Small sample bias properties of the system GMM estimator in dynamic panel data models

Creator	Hayakawa Kazuhiko
Journal	Economics Letters Volume 95 Issue 1 pp. 32 - 38
Date of Issued	published_at 2007