Hayakawa Kazuhiko 早川和彦

… Alternative Names

HAYAKAWA Kazuhiko 早川和彦

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Researcher Number	00508161
Other IDs
Affiliation (Current)	2025: 広島大学, 人間社会科学研究科(社), 教授
Affiliation (based on the past Project Information) *help	2020 – 2024: 広島大学, 人間社会科学研究科(社), 教授 2017 – 2019: 広島大学, 社会科学研究科, 教授 2017: 広島大学, 社会(科)学研究科, 教授 2016: 広島大学, 社会科学研究科, 准教授 2015: 広島大学, 大学院社会科学研究科, 准教授 … More 2012 – 2015: 広島大学, 社会(科)学研究科, 准教授 2014: 広島大学, 社会科学研究科, 准教授 2010 – 2012: 広島大学, 大学院・社会科学研究科, 准教授 2008 – 2009: Hiroshima University, 大学院・社会科学研究科, 講師 Less
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related / Medium-sized Section 7:Economics, business administration, and related fields Except Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related
Keywords	Principal Investigator パネルデータ / 共分散構造分析 / 動学的パネルデータモデル / 計量経済学 / 尤度比検定 / ファクターモデル / GMM / 一般化モーメント法 / パネルデータモデル / 所得過程 … More / 欠損値 / Multiple testing / Weak factors / 罰則項付縮小ランク回帰 / 共トレンド推定 / Asset pricing / 景気循環成分 / ホドリック・プレスコット・フィルター / トレンド / 罰則化法 / 時系列データ / 高次元データ / バイアス修正 / EMアルゴリズム / 階層モデル / 不均一性 / VARモデル / ベイズ法 / 自己回帰モデル / ARMAモデル / 自己相関関数 / 内生性 / 自己共分散関数 / パネルVARモデル / 最小距離推定量 / 最尤推定量 / 定式化検定 / 過剰識別検定 / 相互固定効果 / LASSO / GMM推定量 / 最尤法 … More Except Principal Investigator パネルデータ / モンテカルロ実験 / 疑似最尤推定法 / 多国間経済波及効果 / 動学的パネルでエータ / 周期混合時系列データ / プログラムのパッケージ化 / 日本の経済時系列分析 / MIDAS法によるデータ処理 / 観察頻度の異なる複数時系列の処理法 / 情報量基準 / 次元削減操作変数法 / 次元削減 / 非負値行列分解 / トレンド推定 / 平滑化 / 経時データ / 罰則付分位点回帰 / 操作変数法 / 高次元漸近展開 / パネル回帰分析 / スムージング / グラフ正則化 / BNP検定統計量 / ファクターモデル / フィルタリング / 正則化 / 非負値行列因子分解 / 変数選択 / 高次元漸近理論 / 高次元多変量線形回帰モデル / 高次元データ / 国際情報交流 / 家計調査の改善と応用 / 標本調査票 / 人口予測 / 統計の秘匿 / 地域統計 / SNA / 匿名化 / パネル・データ / 小地域統計 / 季節調整 / 人口統計 / データの匿名化 / 標本調査 / 政府統計 / 経済統計 / 計量経済学 / GMM / 動学パネル / ジャンプ / 構造変化 / 共和分 / 経済統計学 Less

欠測値を含むパネルデータを用いた所得過程モデルの新しい推定方法の提案Principal Investigator
- Principal Investigator
  
  早川和彦
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University
Theory and applications of Econometric models with mixed Data sampling
- Principal Investigator
  
  前川功一
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University of Economics
Collaboration between econometrics and psychostatistics: a panel VAR analysis perspectivePrincipal Investigator
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hiroshima University
Econometric analysis of time series and panel data using factor models and penalization methods: theory and applicationsPrincipal Investigator
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University
Covariance structure analysis of dynamic panel data models with a factor structurePrincipal Investigator
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Fund for the Promotion of Joint International Research (Fostering Joint International Research)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Dynamic panel analysis based on covariance structure analysisPrincipal Investigator
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Statistical Analysis of High-Dimensional Data
- Principal Investigator
  
  YAMADA HIROSHI
- Project Period (FY)
  2016 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Proposals for economic and official statistics in the perspective of theoretical statistics and applications
- Principal Investigator
  
  Yamamoto Taku
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
  The Institute of Statistical Research
Development of Statistical Methods for Large Panel Data Models and Their Applications
- Principal Investigator
  
  KUROZUMI Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Improved Over-identifying restriction test in GMM with many moment conditionsPrincipal Investigator
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Extension and lag order selection of autoregressive panel data modelsPrincipal Investigator
- Principal Investigator
  
  HAYAKAWA Kazuhiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Improving an instrumental variables estimator in dynamic panel data modelsPrincipal Investigator
- Principal Investigator
  
  HAYAKAWA Kazuhiko
- Project Period (FY)
  2008 – 2009
- Research Category
  
  Grant-in-Aid for Young Scientists (Start-up)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University

[Book] 「動学的パネルデータ分析」、刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編『経済時系列ハンドブック』2012
- Author(s)
  早川和彦
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-22730178
[Book] 動学的パネルデータ分析2011
- Author(s)
  千木良弘朗・早川和彦・山本拓
- Total Pages
  339
- Publisher
  動学的パネルデータ分析
- Data Source
  KAKENHI-PROJECT-22730178
[Book] 「大規模マクロデータを用いた景気動向分析」(『ファイナンス・景気循環の計量分析』)(浅子和美・渡部敏明編著)2011
- Author(s)
  早川和彦・小林庸平
- Total Pages
  337
- Publisher
  ミネルヴァ書房(収録)
- Data Source
  KAKENHI-PROJECT-22730178
[Book] 動学的パネルデータ分析2011
- Author(s)
  千木良弘朗・早川和彦・山本拓
- Total Pages
  354
- Publisher
  知泉書館
- Data Source
  KAKENHI-PROJECT-22730178
[Book] 「大規模マクロデータを用いた景気動向分析」浅子和美・渡部敏明編著『ファイナンス・景気循環の計量分析』、第4 章2011
- Author(s)
  早川和彦・小林庸平
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] Recent development of covariance structure analysis in economics2024
- Author(s)
  Hayakawa Kazuhiko
- Journal Title
  
  Econometrics and Statistics
  
  Volume: 29 Pages: 31-48
- DOI
  10.1016/j.ecosta.2021.10.002
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K20760
[Journal Article] Short T Dynamic Panel Data Models with Individual,Time and Interactive Effects2023
- Author(s)
  Hayakawa Kazuhiko、Pesaran M. Hashem、Smith L. Vanessa
- Journal Title
  
  Journal of Applied Econometrics
  
  Volume: 38 Issue: 6 Pages: 940-967
- DOI
  10.1002/jae.2981
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01342, KAKENHI-PROJECT-20H01484
[Journal Article] Selection of Loss Function in Covariance Structure Analysis: Case of the Spherical Model2022
- Author(s)
  Hayakawa Kazuhiko, Sun Qi
- Journal Title
  
  Structural Equation Modeling: A Multidisciplinary Journal
  
  Volume: - Issue: 4 Pages: 507-520
- DOI
  10.1080/10705511.2021.2003199
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-20H01484
[Journal Article] L1 common trend filtering: an extension2022
- Author(s)
  Bao Ruoyi、Yamada Hiroshi、Hayakawa Kazuhiko
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: 93 Issue: 4 Pages: 493-512
- DOI
  10.1080/00949655.2022.2144314
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K20760
[Journal Article] A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data2022
- Author(s)
  Cui Guowei、Hayakawa Kazuhiko、Nagata Shuichi、Yamagata Takashi
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: - Issue: 3 Pages: 1-14
- DOI
  10.1080/07350015.2022.2077349
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-21H00700
[Journal Article] Bias-corrected method of moments estimators for dynamic panel data models2021
- Author(s)
  Breitung Jorrg, Kripfganz Sebastian, Hayakawa Kazuhiko
- Journal Title
  
  Econometrics and Statistics
  
  Volume: - Pages: 116-132
- DOI
  10.1016/j.ecosta.2021.07.001
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-20H01484
[Journal Article] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2020
- Author(s)
  Kazuhiko. Hayakawa, Meng. Qi and Jeorg. Breitung
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Journal Article] Further Results on the Weak Instruments Problem of the System GMM Estimator in Dynamic Panel Data Models2020
- Author(s)
  Hayakawa Kazuhiko、Qi Meng
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: 82 Issue: 2 Pages: 453-481
- DOI
  10.1111/obes.12336
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-16H03606, KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-17KK0070
[Journal Article] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2020
- Author(s)
  Kazuhiko. Hayakawa, Meng. Qi and Jeorg. Breitung
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Journal Article] The weak-instruments problem in factor models2020
- Author(s)
  Hayakawa Kazuhiko
- Journal Title
  
  Behaviormetrika
  
  Volume: 47 Issue: 1 Pages: 123-157
- DOI
  10.1007/s41237-019-00097-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-16H03606, KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-17KK0070
[Journal Article] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2019
- Author(s)
  Kazuhiko. Hayakawa, Meng. Qi, Jeorg. Breitung
- Journal Title
  
  Econometric Reviews
  
  Volume: 印刷中
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] Corrected standard errors for optimal minimum distance estimator2018
- Author(s)
  K. Hayakawa
- Journal Title
  
  Economics Letters
  
  Volume: 167 Pages: 5-9
- DOI
  10.1016/j.econlet.2018.02.029
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H03606
[Journal Article] Instrumental variable estimation of factor models with possibly many variables2018
- Author(s)
  Hayakawa Kazuhiko、Sun Qi
- Journal Title
  
  Communications in Statistics - Simulation and Computation
  
  Volume: 印刷確定 Issue: 6 Pages: 1729-1745
- DOI
  10.1080/03610918.2018.1423690
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Journal Article] Examining the Feldstein?Horioka puzzle using common factor panels and interval estimation2018
- Author(s)
  Ginama Isamu、Hayakawa Kazuhiko、Kanmei Takahiro
- Journal Title
  
  Japan and the World Economy
  
  Volume: 48 Pages: 11-21
- DOI
  10.1016/j.japwor.2018.06.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-17KK0070, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H03606
[Journal Article] Alternative over-identifying restriction test in the GMM estimation of panel data models2018
- Author(s)
  Hayakawa Kazuhiko
- Journal Title
  
  Econometrics and Statistics
  
  Volume: - Pages: 71-95
- DOI
  10.1016/j.ecosta.2018.06.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-17KK0070, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H03606
[Journal Article] Estimation of time-varying coefficient dynamic panel data models2018
- Author(s)
  Hayakawa Kazuhiko、Hou Jie
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: - Issue: 13 Pages: 1-14
- DOI
  10.1080/03610926.2018.1476704
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660, KAKENHI-PROJECT-17KK0070, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H03606
[Journal Article] A Unit Root Test for Micro Panels with Serially Correlated Errors2017
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 46 Issue: 8 Pages: 3891-3900
- DOI
  10.1080/03610926.2015.1076471
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-25780153
[Journal Article] Improved GMM Estimation of Panel VAR Models2016
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Computational Statistics and Data Analysis
  
  Volume: 印刷中 Pages: 240-264
- DOI
  10.1016/j.csda.2015.05.004
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25285067, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-25780153
[Journal Article] Identification Problem of GMM Estimators for Panel Data Models with Interactive Fixed Effects2016
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Economics Letters
  
  Volume: 139 Pages: 22-26
- DOI
  10.1016/j.econlet.2015.12.012
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25780153, KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-25285067
[Journal Article] On the Effect of Weighting Matrix in GMM Specification Test2016
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 178 Pages: 84-98
- DOI
  10.1016/j.jspi.2016.06.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16H03606, KAKENHI-PROJECT-25780153
[Journal Article] The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large2015
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Econometric Theory
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large2015
- Author(s)
  K. Hayakawa
- Journal Title
  
  Econometric Theory
  
  Volume: 31 Issue: 3 Pages: 647-667
- DOI
  10.1017/s0266466614000449
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780153, KAKENHI-PROJECT-15H01943
[Journal Article] A Unit Root Test for Micro Panels with Serially Correlated Errors2015
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] On the Behavior of the GMM estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2015
- Author(s)
  Kazuhiko Hayakawa　and　Shuichi Nagata
- Journal Title
  
  Computational Statistics and Data Analysis
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] A Unit Root Test for Short Panels with Serially Correlated Errors2015
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: in press
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780153
[Journal Article] Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity2015
- Author(s)
  Hayakawa, K. and M. H. Pesaran
- Journal Title
  
  Journal of Econometrics
  
  Volume: 188 Issue: 1 Pages: 111-134
- DOI
  10.1016/j.jeconom.2015.03.042
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25780153, KAKENHI-PROJECT-15H01943
[Journal Article] On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2015
- Author(s)
  Hayakawa, K. and S. Nagata
- Journal Title
  
  Computational Statistics and Data Analysis
  
  Volume: in press Pages: 265-303
- DOI
  10.1016/j.csda.2015.03.007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780153, KAKENHI-PROJECT-15H01943
[Journal Article] Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity2015
- Author(s)
  Kazuhiko Hayakawa　and Hashem M. Pesaran
- Journal Title
  
  Journal of Econometrics
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] 高次元時系列データ分析の最近の展開2014
- Author(s)
  早川和彦
- Journal Title
  
  日本統計学会誌シリーズ J
  
  Volume: 43 Pages: 275-292
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] 高次元時系列データ分析の最近の展開2013
- Author(s)
  早川和彦
- Journal Title
  
  日本統計学会誌
  
  Volume: 43 Pages: 275-292
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780153
[Journal Article] GMM Estimation of a Short Dynamic Panel Data Model with Interactive Fixed Effects2012
- Author(s)
  Hayakawa, K
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: Vol. 42, No. 2 Pages: 109-123
- NAID
  10031138072
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] GMM Estimation of a Short Dynamic Panel Data Model with Interactive Fixed Effects2012
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: 42 Pages: 109-123
- NAID
  10031138072
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] 動学的パネルデータ分析2012
- Author(s)
  早川和彦
- Journal Title
  
  経済時系列ハンドブック
  
  Volume: 2.3 Pages: 244-263
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : Some additional results2010
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Journal of Econometrics
  
  Volume: 159 Pages: 202-208
- NAID
  120002737841
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models: Some Additional Results2010
- Author(s)
  Hayakawa, K
- Journal Title
  
  Journal of Econometrics
  
  Volume: Vol. 159, Issue 1 Pages: 202-208
- NAID
  120002737841
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730178
[Journal Article] A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models When Both N and T are Large2009
- Author(s)
  Hayakawa, K
- Journal Title
  
  Econometric Theory Vol.25,Issue3
  
  Pages: 873-890
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] A Simple Efficient Instrumental Variable Estimator in Panel AR(p)Models When Both N and T are Large2009
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Econometric Theory 25
  
  Pages: 873-890
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] First-Difference or Forward Orthogonal Deviation: Which Transformation to Use in Dynamic Panel Data Models?: A Simulation Study2009
- Author(s)
  Hayakawa, K.
- Journal Title
  
  Economics Bulletin Vol.29,no.3
  
  Pages: 2014-2023
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] The Asymptotic Properties of Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2009
- Author(s)
  Kurozumi, E., K. Hayakawa
- Journal Title
  
  Journal of Econometrics Vol.149,Issue2
  
  Pages: 118-135
- NAID
  120001267765
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] The Asymptotic Properties of Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2009
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Journal of Econometrics 149
  
  Pages: 118-135
- NAID
  120001267765
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] On the Effect of Mean-Nonstationarity in Dynamic Panel Data Models2009
- Author(s)
  Hayakawa, K.
- Journal Title
  
  ournal of Econometrics Vol.153,Issue2
  
  Pages: 133-135
- NAID
  120001898381
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] On the Effect of Mean-Nonstationarity in Dynamic Panel Data Models2009
- Author(s)
  Kazuhiko Hayakawa
- Journal Title
  
  Journal of Econometrics 153
  
  Pages: 133-135
- NAID
  120001898381
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Journal Article] The Role of “Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008
- Author(s)
  kazuhiko Hayakawa Eiji Kurozumi
- Journal Title
  
  Mathematics and Computers in Simulation 79
  
  Pages: 555-560
- NAID
  120001267764
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] Mean Group Estimators for Multilevel Autoregressive Models with Intensive Longitudinal Data2023
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 17th International Conference on Computational and Financial Econometrics (CFE 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Error: An Application to Investment Equations2023
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  28th International Panel Data Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Linear panel regression models with non-classical measurement error: An application to investment equations2023
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  28th International Panel Data Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01342
[Presentation] Mean Group Estimators for Multilevel Autoregressive Models with Intensive Longitudinal Data2023
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 25th International Conference on Computational Statistics (COMPSTAT 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760
[Presentation] Mean Group Estimators for Multilevel Autoregressive Models with Intensive Longitudinal Data2023
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 25th International Conference on Computational Statistics (COMPSTAT 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01342
[Presentation] Linear panel regression models with non-classical measurement error: An application to investment equations2022
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 16th International Conference on Computational and Financial Econometrics (CFE 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760
[Presentation] l_{1} common trend filtering: an extension2022
- Author(s)
  Ruoyi Bao, Hiroshi Yamada, Kazuhiko Hayakawa
- Organizer
  IASC-ARS2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Covariance Structure Analysis of Panel Regression Models2019
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Covariance Structure Analysis of Panel Regression Models2019
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] A robust approach to heteroskedasticity, serial correlation and slope heterogeneity for large linear panel data models2019
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 13th International Conference on Computational and Financial Econometrics (CFE 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Covariance Structure Analysis of Panel Regression Models2019
- Author(s)
  Hayakawa Kazuhiko、Yamagata Takashi
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Covariance Structure Analysis of Panel Regression Models2019
- Author(s)
  Kazuhiko Hayakawa, Takashi Yamagata
- Organizer
  科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] A robust approach to heteroskedasticity, serial correlation and slope heterogeneity for large linear panel data models2019
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 13th International Conference on Computational and Financial Econometrics (CFE 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] A robust approach to heteroskedasticity, serial correlation and slope heterogeneity for large linear panel data models2019
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 13th International Conference on Computational and Financial Econometrics (CFE 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis(York - Hiroshima Joint Symposium 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  Kazuhiko. Hayakawa
- Organizer
  The 24th International Panel Data Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa, Takashi Yamagata
- Organizer
  Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis(York - Hiroshima Joint Symposium 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 4th International Conference of Economics Forum of Asia Pacific Economy
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  Hayakawa Kazuhiko
- Organizer
  28th Australia New Zealand Econometric Study Group Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data2018
- Author(s)
  Hayakawa, K.
- Organizer
  28th Australia New Zealand Econometric Study Group Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Hayakawa Kazuhiko、Yamagata Takashi
- Organizer
  Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis (York - Hiroshima Joint Symposium)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa, Takashi Yamagata
- Organizer
  BK21PLUS Korean Economic Group International Conference on Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  BK21PLUS Korean Economic Group International Conference on Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  K. Hayakawa
- Organizer
  28th Australia New Zealand Econometric Study Group Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  Kazuhiko. Hayakawa, Meng. Qi, Jeorg. Breitung
- Organizer
  The 24th International Panel Data Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  Hayakawa Kazuhiko、Qi Meng、Breitung Jeorg
- Organizer
  24th International Panel Data Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis(York - Hiroshima Joint Symposium 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Hayakawa Kazuhiko、Yamagata Takashi
- Organizer
  BK21PLUS Korean Economic Group International Conference on Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa, Takashi Yamagata
- Organizer
  The 4th International Conference of Economics Forum of Asia Pacific Economy
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018
- Author(s)
  Kazuhiko. Hayakawa
- Organizer
  The 24th International Panel Data Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Hayakawa Kazuhiko、Yamagata Takashi
- Organizer
  4th International Conference of Economics Forum of Asia Pacific Economy
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  BK21PLUS Korean Economic Group International Conference on Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Covariance Structure Analysis of Panel Regression Models2018
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 4th International Conference of Economics Forum of Asia Pacific Economy
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17KK0070
[Presentation] Corrected Goodness-of-Fit Test in Covariance Structure Analysis2017
- Author(s)
  Hayakawa Kazuhiko
- Organizer
  International Meeting of Psychometric Society 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Corrected Goodness-of-Fit Test in Covariance Structure Analysis2017
- Author(s)
  K. Hayakawa
- Organizer
  International Meeting of Psychometric Society 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03660
[Presentation] Corrected Goodness-of-Fit Test in Covariance Structure Analysis2017
- Author(s)
  Hayakawa, K.
- Organizer
  International Meeting of Psychometric Society 2017
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2016
- Author(s)
  K. Hayakawa
- Organizer
  69th Econometric Society European Meeting
- Place of Presentation
  Geneva, Switzerland
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2016
- Author(s)
  K. Hayakawa
- Organizer
  69th Econometric Society European Meeting
- Place of Presentation
  Geneva（スイス）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] An Alternative Over-Identifying Restriction Test in the GMM with Grouped Moment Conditions2015
- Author(s)
  Hayakawa, K.
- Organizer
  The 21th International Conference on Panel Data
- Place of Presentation
  Budapest(Hungary)
- Year and Date
  2015-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Alternative Over-Identifying Restriction Test in GMM with Grouped Moment Conditions2015
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 21th International Conference on Panel Data
- Place of Presentation
  Budapest (Hungary)
- Year and Date
  2015-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2015
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 9th International Conference on Computational and Financial Econometrics
- Place of Presentation
  London (UK)
- Year and Date
  2015-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2015
- Author(s)
  Hayakawa, K.
- Organizer
  The 9th International Conference on Computational and Financial Econometrics (CFE 2015)
- Place of Presentation
  London (UK)
- Year and Date
  2015-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] An Alternative Over-Identifying Restriction Test in the GMM with Grouped Moment Conditions2015
- Author(s)
  Hayakawa, K.
- Organizer
  The 21th International Conference on Panel Data
- Place of Presentation
  Budapest (Hungary)
- Year and Date
  2015-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H01943
[Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2015
- Author(s)
  Hayakawa, K.
- Organizer
  The 9th International Conference on Computational and Financial Econometrics (CFE 2015)
- Place of Presentation
  London(UK)
- Year and Date
  2015-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] An Alternative Over-Identifying Restriction Test in the GMM Estimation of Panel Data Models2014
- Author(s)
  早川和彦
- Organizer
  Summer Workshop on Economic Theory (SWET2014)
- Place of Presentation
  小樽商科大学(北海道・小樽市)
- Year and Date
  2014-08-08
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Alternative Over-identifying Restriction Test in GMM Estimation of Panel Data Models2014
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Hitotsubashi-Sogang conference on Econometrics
- Place of Presentation
  Sogang University(韓国・ソウル)
- Year and Date
  2014-12-13
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects2014
- Author(s)
  K. Hayakawa
- Organizer
  The 20th International Conference on Panel Data
- Place of Presentation
  Hitotsubashi Univeristy
- Year and Date
  2014-07-09
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Identification Problem of GMM estimators for Short Panel Data Models with Interactive Fixed Effects2014
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Toulouse School of Economics and University Toulouse 1 Capitole(フランス・トゥールーズ)
- Year and Date
  2014-08-26
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Instrumental Variable Estimation of Autoregressive Models2014
- Author(s)
  K. Hayakawa
- Organizer
  SMU-NTU-HUE-HU International Conference on Economics and Econometrics
- Place of Presentation
  広島大学
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Identification Problem of GMM estimators for Short Panel Data Models with Interactive Fixed Effects2014
- Author(s)
  K. Hayakawa
- Organizer
  SETA2014
- Place of Presentation
  Academica Sinica，Taiwan
- Year and Date
  2014-05-30
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects2014
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 20th International Conference on Panel Data
- Place of Presentation
  一橋講堂(東京都・千代田区)
- Year and Date
  2014-07-09
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Identification Problem of GMM estimators for Short Panel Data Models with Interactive Fixed Effects2014
- Author(s)
  K. Hayakawa
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Toulouse，France
- Year and Date
  2014-08-26
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Identification Problem of GMM estimators for Short Panel Data Models with Interactive Fixed Effects2014
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  SETA2014
- Place of Presentation
  Academia Sinica(台湾・台北)
- Year and Date
  2014-05-30
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 相互作用的固定効果を含むパネルデータモデルの考察2013
- Author(s)
  早川和彦
- Organizer
  日本統計学会
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models2013
- Author(s)
  Hayakawa, K
- Organizer
  Joint NTU-Hiroshima Workshop
- Place of Presentation
  Nanyang Technological University, Singapore
- Year and Date
  2013-03-27
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] 高次元パネルデータの計量経済分析2013
- Author(s)
  早川和彦
- Organizer
  日本統計学会春季集会
- Place of Presentation
  学習院大学
- Year and Date
  2013-03-03
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] Improved GMM Estimation of Panel VAR Models2013
- Author(s)
  K. Hayakawa
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  Singapore National University
- Data Source
  KAKENHI-PROJECT-25780153
[Presentation] Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models2012
- Author(s)
  Hayakawa, K
- Organizer
  The 18th International Conference on Panel Data
- Place of Presentation
  Banque de France, France
- Year and Date
  2012-07-05
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models2012
- Author(s)
  Hayakawa, K
- Organizer
  2012 Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  Sogang University, Korea
- Year and Date
  2012-11-17
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 17th International Conference on Panel Data
- Place of Presentation
  McGill University、カナダ
- Year and Date
  2011-07-08
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Hayakawa, K
- Organizer
  Conference in Honour of Hashem Pesaran
- Place of Presentation
  University of Cambridge, UK
- Year and Date
  2011-07-01
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Hayakawa, K
- Organizer
  The 17th International Conference on Panel Data
- Place of Presentation
  McGill University, Canada
- Year and Date
  2011-07-08
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Conference in Honour of Hashem Pesaran
- Place of Presentation
  University of Cambridge、イギリス
- Year and Date
  2011-07-01
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Hayakawa, K
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Oslo, Norway
- Year and Date
  2011-08-27
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] An Improved GMM Estimation of Panel VAR Models with Applications to Granger Causality Test and Impulse Response Analysis2011
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Oslo University、ノルウェー
- Year and Date
  2011-08-27
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] On the Behavior of the GMM estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2010
- Author(s)
  Hayakawa, K.
- Organizer
  Mini-Conference on Econometric Theory and Its Applications
- Place of Presentation
  Singapore Management University, Singapore
- Year and Date
  2010-03-25
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] On the Behavior of the GMM estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2010
- Author(s)
  Hayakawa, K
- Organizer
  The 16th International Conference on Panel Data
- Place of Presentation
  University of Amsterdam, Netherland
- Year and Date
  2010-07-04
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] On the Behavior of the GMM estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2010
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  The 16th International Conference on Panel Data
- Place of Presentation
  University of Amsterdam (Nederland)
- Year and Date
  2010-07-04
- Data Source
  KAKENHI-PROJECT-22730178
[Presentation] On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models2009
- Author(s)
  早川和彦
- Organizer
  ファイナンスと計量経済学の最近の発展
- Place of Presentation
  琉球大学
- Year and Date
  2009-02-15
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models2008
- Author(s)
  早川和彦
- Organizer
  統計関連学会連合大会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large2008
- Author(s)
  Hayakawa, K.
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Milan, Italy
- Year and Date
  2008-08-30
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large2008
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  Bocconi大学(イタリア)
- Year and Date
  2008-08-27
- Data Source
  KAKENHI-PROJECT-20830056
[Presentation] Improved GMM Estimation of Panel VAR Models
- Author(s)
  Kazuhiko Hayakawa
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  Grand Copthorne Waterfront Hotel(392 Havelock Road，シンガポール)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 相互作用的固定効果を含むパネルデータモデルの考察
- Author(s)
  早川和彦
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学(大阪府豊中市)
- Data Source
  KAKENHI-PROJECT-25285067

1. YAMADA HIROSHI (90292078)

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# of Collaborated Products: 1 results
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Hayakawa Kazuhiko 早川 和彦

HAYAKAWA Kazuhiko 早川 和彦

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欠測値を含むパネルデータを用いた所得過程モデルの新しい推定方法の提案Principal Investigator

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Theory and applications of Econometric models with mixed Data sampling

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Collaboration between econometrics and psychostatistics: a panel VAR analysis perspectivePrincipal Investigator

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Econometric analysis of time series and panel data using factor models and penalization methods: theory and applicationsPrincipal Investigator

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Covariance structure analysis of dynamic panel data models with a factor structurePrincipal Investigator

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Dynamic panel analysis based on covariance structure analysisPrincipal Investigator

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Statistical Analysis of High-Dimensional Data

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Proposals for economic and official statistics in the perspective of theoretical statistics and applications

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Development of Statistical Methods for Large Panel Data Models and Their Applications

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Improved Over-identifying restriction test in GMM with many moment conditionsPrincipal Investigator

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Extension and lag order selection of autoregressive panel data modelsPrincipal Investigator

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Improving an instrumental variables estimator in dynamic panel data modelsPrincipal Investigator

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[Book] 「動学的パネルデータ分析」、刈屋武昭 ・前川功一 ・矢島美寛 ・川崎能典 ・福地純一郎 編『経済時系列ハンドブック』2012

Author(s)

Publisher

Hayakawa Kazuhiko 早川和彦

HAYAKAWA Kazuhiko 早川和彦

[Book] 「動学的パネルデータ分析」、刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編『経済時系列ハンドブック』2012