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. Click here 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.