Kazuhiko Hayakawa

Publication Activity (10 Years)

Years Active: 2008-2019
Publications (10 Years): 3

Top Topics

Expectation Maximization

Gaussian Mixture Modeling

Initial Conditions

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Kazuhiko Hayakawa, Qi Sun
Instrumental variable estimation of factor models with possibly many variables. Commun. Stat. Simul. Comput. 48 (6) (2019)
Kazuhiko Hayakawa, Shuichi Nagata
On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions. Comput. Stat. Data Anal. 100 (2016)
Kazuhiko Hayakawa
Improved GMM estimation of panel VAR models. Comput. Stat. Data Anal. 100 (2016)
Kazuhiko Hayakawa, Eiji Kurozumi
The role of "leads" in the dynamic OLS estimation of cointegrating regression models. Math. Comput. Simul. 79 (3) (2008)