論 文
33 
Hayakawa, K. (202?) "Recent Development of Covariance Structure Analysis in Economics" (open access) Econometrics and Statistics, Vol. ??, pp. ??-??.
32 
Hayakawa, K., M. H. Pesaran, and V. L. Smith (2023) "Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects" (open access) Journal of Applied Econometrics, Vol. 38, No. 6, pp. 940-967. (working paper version)
31 
Cui, G., Hayakawa, K., S. Nagata and T. Yamagata (2023) "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data" (open access) Journal of Business & Economic Statistics, Vol. 41, Issue 3, pp. 862-875. (working paper version)
30 
Bao, R., H. Yamada and K. Hayakawa (2023) ℓ1 Common Trend Filtering: An Extension Journal of Statistical Computation and Simulation, Vol. 93, No. 4, pp. 493--512
29 Breitung, J., S. Kripfganz and K. Hayakawa, (2022) "Bias-Corrected Method of Moments Estimators for Dynamic Panel Data Models" Econometrics and Statistics, Vol. 24, pp. 116-132.
28 
Hayakawa, K. and Q. Sun (2022) "Selection of Loss Function in Covariance Structure Analysis" Structural Equation Modeling, Vol. 29, Issue 4, pp. 507-520. (working paper version)
27 
Hayakawa, K. and M. Qi (2020) "Further Results on the Weak Instruments Problem of the System GMM Estimator in Dynamic Panel Data Models" Oxford Bulletin of Economics and Statistics, Vol. 82, Issue. 2, pp. 453-481. (working paper version)
26 
Hayakawa, K. (2020) "The Weak Instruments Problem in Factor Models Behaviormetrika, Vol. 47, pp. 123-157. (working paper version)
25 
Hayakawa, K., M. Qi and J. Breitung (2019) "Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables" Econometric Reviews, Vol. 38, Issue. 9, pp. 1055-1088. (working paper version)
24 
Hayakawa, K. and J. Hou (2019) "Estimation of Time-Varying Coefficient Dynamic Panel Data Models" Communications in Statistics - Theory and Methods, Vol. 48, Issue 13, pp. 3311-3324. (working paper version)
23 
Hayakawa, K. and Q. Sun (2019) "Instrumental Variable Estimation of Factor Models with Possibly Many Variables" Communications in Statistics - Simulation and Computation, Vol. 48, Issue 6, pp.1729-1745. (working paper version)
22 
Hayakawa, K. (2019) "Corrected Goodness of Fit Test in Covariance Structure Analysis" (open access) Psychological Methods, Vol. 24, Issue 3, pp. 371-389. (working paper version)
★ Sample R code can be found here
21 Hayakawa, K. (2019) "Alternative Over-Identifying Restriction Test in the GMM Estimation of Panel Data Models" Econometrics and Statistics, Vol. 10, pp. 71-95. (working paper version)
20 
Ginama, I., K. Hayakawa and T. Kanmei (2018) "Examining the Feldstein-Horioka Puzzle Using Common Factor Panels and Interval Estimation" Japan and the World Economy, Vol. 48, pp. 11-21.
19 
Hayakawa, K. (2018) "Corrected Standard Errors for Optimal Minimum Distance Estimator" Economics Letters, Vol. 167, pp. 5-9. (working paper version)
18 Hayakawa, K. (2017) "A Unit Root Test for Short Panels with Serially Correlated Errors" Communications in Statistics - Theory and Methods, Vol. 46, Issue 8, pp. 3891-3900.
17 
Hayakawa, K. (2016) "On the Effect of Weighting Matrix in GMM Specification Test" Journal of Statistical Planning and Inference, Vol. 178, pp. 84-98. (working paper version)
16 
Hayakawa, K. (2016) "An Improved GMM Estimation of Panel VAR Models" Computational Statistics and Data Analysis, Vol. 100, pp. 240-264. (working paper version)
15 Hayakawa, K. and S. Nagata (2016) "On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions" Computational Statistics and Data Analysis, Vol. 100, pp. 265-303. (working paper version)
14 Hayakawa, K. (2016) "Identification Problem of GMM Estimators for Panel Data Models with Interactive Fixed Effects" Economics Letters, Vol. 139, pp. 22-26. (working paper version)
13 
Hayakawa, K. and M. H. Pesaran (2015) "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity" Journal of Econometrics, Vol. 188, Issue 8, pp. 111-134. (working paper version)
★ Stata code is developed by Dr. Kripfganz ★ Matlab code can be found here
12 
Hayakawa, K. (2015) "The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large" Econometric Theory, Vol. 31, Issue 3, pp. 647-667.
11 
Hayakawa, K. (2012) "GMM Estimation of Short Dynamic Panel Data Model with Interactive Fixed Effects" Journal of the Japan Statistical Society, Vol. 42, Issue 2, pp. 109-123.
(第２７回小川研究奨励賞受賞(日本統計学会) 2013年9月)
10 
Hayakawa, K. and M. Nogimori (2010) "New Transformation Methods in Dynamic Panel Data Models with Heterogeneous Time Trends" Applied Economics Letters, Vol. 17, Issue 4, pp. 375-379.
9 Hayakawa, K. (2010) "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models: Some Additional Results" Journal of Econometrics, Vol. 159, Issue 1, pp. 202-208. (working paper version)
8 Hayakawa, K. (2009) "On the Effect of Mean-Nonstationarity in Dynamic Panel Data Models" Journal of Econometrics, Vol. 153, Issue 2, pp. 133-135. (working paper version)
7 Hayakawa, K. (2009) "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models When Both N and T are Large" Econometric Theory, Vol. 25, Issue 3, pp. 873-890.
(RBNZ-NZESG Award受賞 2008年3月)
6 Kurozumi, E. and K. Hayakawa (2009) "The Asymptotic Properties of Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors" Journal of Econometrics, Vol. 149, Issue 2, pp. 118-135.
5 
Hayakawa, K. (2009) "First-Difference or Forward Orthogonal Deviation: Which transformation to Use in Dynamic Panel Data Models?: A Simulation Study" Economics Bulletin, Vol.29, No. 3, 2014-2023.
4 
Hayakawa, K. and E. Kurozumi (2008) "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models" Mathematics and Computers in Simulation, Vol. 79, Issue 3, pp 555-560.
3 Hayakawa, K. (2007) "Consistent OLS Estimation of AR(1) Dynamic Panel Data Models with Short Time Series" Applied Economics Letters, Vol. 14, Issue 15, pp. 1141-1145.
2 Hayakawa, K. (2007) "Small Sample Bias Properties of the System GMM Estimator in Dynamic Panel Data Models" Economics Letters, Vol. 95, Issue 1, pp. 32-38.
1 Hayakawa, K. (2006) "A Note on the Bias in First Differenced AR(1) Model" Economics Bulletin, Vol. 3, No.27 pp. 1-10.
5 
早川和彦 (2014) 「高次元時系列データ分析の最近の展開」 日本統計学会誌, 43巻, 第2号, 275-292ページ
4 
早川和彦 (2012) 「動学的パネルデータ分析」 刈屋武昭 ・前川功一 ・矢島美寛 ・川﨑能典 ・福地純一郎 編『経済時系列ハンドブック』、朝倉書店
3 
早川和彦・小林庸平 「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』、ミネルヴァ書房
2 
早川和彦 (2008) 「定常な動学的パネル分析」 経済研究, 59巻,第2号, 112-125ページ
1 千木良弘朗・早川和彦・山本拓 (2008) 「非定常な動学的パネル分析」 経済研究, 59巻,第2号, 126-138ページ.
ワーキングペーパー
1 Working paper Hayakawa, K. and T. Yamagata (2022/08) "Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations"
