HAYAKAWA KAZUHIKO

ハヤカワカズヒコ | HAYAKAWA KAZUHIKO

Affiliation and department：

Research field (1)： Economic statistics

Research theme for competitive and other funds (11)：

2023 - 2026 Theory and applications of Econometric models with mixed Data sampling
2020 - 2023 計量経済学と心理統計学のコラボレーション:パネルVAR分析の視点から
2020 - 2023 ファクターモデルと罰則化法を用いた時系列・パネルデータの計量分析:理論と応用
2017 - 2021 Dynamic panel analysis based on covariance structure analysis
2016 - 2021 Statistical Analysis of High-Dimensional Data

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Papers (36)：

Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata, Takashi Yamagata. A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data. Journal of Business & Economic Statistics. 2022. 1-14
Kazuhiko Hayakawa. Recent development of covariance structure analysis in economics. Econometrics and Statistics. 2021
Jörg Breitung, Sebastian Kripfganz, Kazuhiko Hayakawa. Bias-corrected method of moments estimators for dynamic panel data models. Econometrics and Statistics. 2021
Hayakawa, Kazuhiko, Qi, Meng. Further Results on the Weak Instruments Problem of the System GMM Estimator in Dynamic Panel Data Models. Oxford Bulletin of Economics and Statistics. 2020. 82. 2. 453-481
Kazuhiko Hayakawa. The weak-instruments problem in factor models. Behaviormetrika. 2020. 47. 1. 123-157

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