Kazuhiko Hayakawa

Economics and Econometrics · 2007–2021

A researcher in the Science corpus: 7 papers; trusts 33 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 72 citations into it; #3,241 of 23,481 by trust here, #9,863 by citations
• Statistics and Probability — 8 citations into it
• Finance — 7 citations into it; #7,495 of 10,518 by trust here, #10,047 by citations

Whom Kazuhiko Hayakawa trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Arellano
2. Ryo Okui
3. Jinyong Hahn
4. F. Windmeijer
5. Peter C. B. Phillips
6. Whitney K. Newey
7. Stephen G. Donald
8. P. Bekker
9. M. Bun
10. James H. Stock

Who trusts Kazuhiko Hayakawa overall

1. S. Kripfganz
2. Samuel Bazzi
3. Anna Alberini
4. Andreas Kappeler
5. Massimo Filippini
6. Michael A. Clemens
7. E. Asiedu
8. alberT solé-ollé
9. C. Schwarz
10. V. Erokhin

Papers from Kazuhiko Hayakawa's perspective

Ordered by how strongly the researchers Kazuhiko Hayakawa trusts endorse each paper. Same corpus, a different order for every researcher.

1. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Instrumental Variables Regression with Weak Instruments
4. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large
5. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
6. Choosing the Number of Instruments
7. Testing Parameters in GMM without Assuming that they are identified
8. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
9. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
10. Asymptotic efficiency in estimation with conditional moment restrictions

Their papers

• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015) — 56 citations
• Small sample bias properties of the system GMM estimator in dynamic panel data models (2007) — 250 citations
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE (2009) — 64 citations
• Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models (2015) — 62 citations
• Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (2009) — 52 citations
• Bias-corrected method of moments estimators for dynamic panel data models (2021) — 94 citations
• First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study (2009) — 149 citations