Publications
by
Yoshitsugu Kitazawa
- "
Transformations and moment conditions for dynamic fixed effects logit models,"
Journal of Econometrics, Vol 229 No 2 (August 2022), 350-362.
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to download the supplement pdf file (377 KB).
- "
Some Additional Moment Conditions for a Dynamic Count Panel Data Model
with Predetermined Explanatory Variables,"
Open Journal of Statistics, Vol 3 No 5 (October 2013), 319-333.
- "
Hyperbolic Transformation and Average Elasticity
in the Framework of the Fixed Effects Logit Model,"
Theoretical Economics Letters, Vol 2 No 2 (May 2012), 192-199.
- "Estimation of Persistence in Log-Volatility Using Panel Data,"
Applied Financial Economics, Vol 13 No 6 (June 2003), 463-472.
- "Testing the Shirking Version of the Efficiency Wage Model
in Japanese Electric-Machinery Firms:
A Panel Data Approach,"
with Makoto Ohta,
Applied Economics Letters, Vol 9 No 5 (April 2002), 335-338.
- "Exponential Regression of Dynamic Panel Data Models,"
Economics Letters, Vol 73 No 1 (October 2001), 7-13.
- "Estimating the Leverage Effect Using Panel Data
with a Large Number of Stock Issues over a Short-Run Daily Period:
Focus on the Tokyo Stock Exchange,"
Journal of Financial Management and Analysis,
Vol 13 No 2 (July-December 2000), 21-27.
Designed at 2022.05.30.