The role of "leads" in the dynamic OLS estimation of cointegrating regression models. - Kazuhiko Hayakawa; Eiji Kurozumi (Math. Comput. Simul., 2008)

Improved GMM estimation of panel VAR models. - Kazuhiko Hayakawa (Comput. Stat. Data Anal., 2016)

On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions. - Kazuhiko Hayakawa; Shuichi Nagata (Comput. Stat. Data Anal., 2016)

Instrumental variable estimation of factor models with possibly many variables. - Kazuhiko Hayakawa; Qi Sun (Commun. Stat. Simul. Comput., 2019)