Professor of Econometrics
Member of the Econometrics Research Group
DR (Distinguished Researcher)
Hiroshima University

Curriculum Vitae


Research Interest
  • Panel data analysis
Sample Publications
  • 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.
  • 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.
  • 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, 1, pp. 202-208.
  • 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.
  • Hayakawa, K. (2009) ” On the Effect of Mean-Nonstationarity in Dynamic Panel Data Models” Journal of Econometrics, Vol. 153, Issue 2, pp. 133-135.
  • 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.

2015.11.11 Press release “New approach allows better modelling of crucial economic activities over time” was published.

2015.10.27 He was certified as Distinguished researcher in Hiroshima University.

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