HIRUKAWA MASAYUKI 蛭川雅之

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HIRUKAWA Masayuki 蛭川雅之

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Researcher Number	10597628
Other IDs
Affiliation (Current)	2025: 龍谷大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2018 – 2023: 龍谷大学, 経済学部, 教授 2011 – 2017: 摂南大学, 経済学部, 教授
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics
Keywords	Principal Investigator 非対称カーネル関数 / 接合データの計量経済学 / ２標本回帰推定 / 時系列計量経済学 / ノンパラメトリック計量経済学 / 次元縮小 / カーネル法 / 計量時系列分析 / ノンパラメトリック法 / 時変パラメータ回帰モデル … More / 一様収束速度 / 不連続点推定 / 十分次元削減 / 傾向スコア / サンプルセレクションモデル / サンプルセレクションモデル / スパースモデリング / 生成された説明変数 / 最近傍法 / セミパラメトリック推定 / 2標本回帰推定 / 回帰不連続デザイン / 拡散課程推定 / 結合データの計量経済学 / 共和分 / 拡散過程推定 / カーネル平滑化 Less

New Development of Nonparametric and Semiparametric Estimation Methods in Economics, Finance and InsurancePrincipal Investigator
- Principal Investigator
  
  蛭川雅之
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Ryukoku University
Estimation and Inference of Regression Models in Which Two Data Sets Are CombinedPrincipal Investigator
- Principal Investigator
  
  Hirukawa Masayuki
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Ryukoku University
Improvement and Development of Nonparametric and Semiparametric Methods in Applied EconometricsPrincipal Investigator
- Principal Investigator
  
  Hirukawa Masayuki
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Ryukoku University
  Setsunan University
Smoothing Techniques and Their Implementations in Time Series EconometricsPrincipal Investigator
- Principal Investigator
  
  HIRUKAWA Masayuki
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Setsunan University

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2012 Other

All Journal Article Presentation Book

[Book] Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance (JSS Research Series in Statistics)2018
- Author(s)
  Masayuki Hirukawa
- Publisher
  Springer
- ISBN
  9789811054655
- Data Source
  KAKENHI-PROJECT-15K03405
[Journal Article] Density Derivative Estimation Using Asymmetric Kernels2024
- Author(s)
  Benedikt Funke, Masayuki Hirukawa
- Journal Title
  
  Journal of Nonparametric Statistics
  
  Volume: （未定） Issue: 4 Pages: 994-1017
- DOI
  10.1080/10485252.2023.2291430
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01340
[Journal Article] DS-HECK: Double-Lasso Estimation of Heckman Selection Model2023
- Author(s)
  Masayuki Hirukawa, Di Liu, Irina Murtazashvili, Artem Prokhorov
- Journal Title
  
  Empirical Economics
  
  Volume: - Issue: 6 Pages: 3167-3195
- DOI
  10.1007/s00181-023-02406-w
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595, KAKENHI-PROJECT-23K01340
[Journal Article] Yet Another Look at the Omitted Variable Bias2023
- Author(s)
  Masayuki Hirukawa, Irina Murtazashvili, Artem Prokhorov
- Journal Title
  
  Econometric Reviews
  
  Volume: 42 Issue: 1 Pages: 1-27
- DOI
  10.1080/07474938.2022.2157965
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Journal Article] Robust Covariance Matrix Estimation in Time Series: A Review2022
- Author(s)
  Masayuki Hirukawa
- Journal Title
  
  Econometrics and Statistics
  
  Volume: - Pages: 36-61
- DOI
  10.1016/j.ecosta.2021.12.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01595, KAKENHI-PROJECT-23K01340
[Journal Article] Uniform Convergence Rates for Nonparametric Estimators Smoothed by the Beta Kernel2022
- Author(s)
  Masayuki Hirukawa, Irina Murtazashvili, Artem Prokhorov
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 49 Issue: 3 Pages: 1353-1382
- DOI
  10.1111/sjos.12573
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Journal Article] msreg: A Stata Command for Consistent Estimation of Linear Regression Models Using Matched Data2021
- Author(s)
  Masayuki Hirukawa, Di Liu, Artem Prokhorov
- Journal Title
  
  Stata Journal
  
  Volume: 21 Issue: 1 Pages: 123-140
- DOI
  10.1177/1536867x211000008
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Journal Article] Another Bias Correction for Asymmetric Kernel Density Estimation with a Parametric Start2019
- Author(s)
  Masayuki Hirukawa and Mari Sakudo
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: 145 Pages: 158-165
- DOI
  10.1016/j.spl.2018.09.002
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H03352, KAKENHI-PROJECT-15K03405
[Journal Article] Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach2019
- Author(s)
  Benedikt Funke & Masayuki Hirukawa
- Journal Title
  
  Econometrics and Statistics
  
  Volume: 9 Pages: 156-170
- DOI
  10.1016/j.ecosta.2017.07.006
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Journal Article] Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends2018
- Author(s)
  Masayuki Hirukawa and Mari Sakudo
- Journal Title
  
  Econometric Reviews
  
  Volume: 37(5) Issue: 5 Pages: 507-533
- DOI
  10.1080/07474938.2015.1092845
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15H03352, KAKENHI-PROJECT-15K03405
[Journal Article] Consistent Estimation of Linear Regression Models Using Matched Data2018
- Author(s)
  Masayuki Hirukawa & Artem Prokhorov
- Journal Title
  
  Journal of Econometrics
  
  Volume: 203 Issue: 2 Pages: 344-358
- DOI
  10.1016/j.jeconom.2017.07.006
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Journal Article] Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels2016
- Author(s)
  Masayuki Hirukawa and Mari Sakudo
- Journal Title
  
  Econometrics
  
  Volume: Volume 4 Issue: 2 Pages: 28-28
- DOI
  10.3390/econometrics4020028
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03405
[Journal Article] Reexamination of the Robustness of the Fama-French Three-Factor Model2016
- Author(s)
  Masayuki Hirukawa and Jiro Hodoshima
- Journal Title
  
  Far East Journal of Theoretical Statistics
  
  Volume: Volume 52 Issue: 3 Pages: 215-234
- DOI
  10.17654/ts052030215
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03405
[Journal Article] Family of the Generalised Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data2015
- Author(s)
  Masayuki Hirukawa and Mari Sakudo
- Journal Title
  
  Journal of Nonparametric Statistics
  
  Volume: 27 Issue: 1 Pages: 41-63
- DOI
  10.1080/10485252.2014.998669
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-23530259
[Journal Article] Nonnegative Bias Reduction Methods for Density Estimation Using Asymmetric Kernels2014
- Author(s)
  Masayuki Hirukawa and Mari Sakudo
- Journal Title
  
  Computational Statistics & Data Analysis
  
  Volume: 75 Pages: 112-123
- DOI
  10.1016/j.csda.2014.01.012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530259
[Journal Article] Nonparametric Estimation of Scalar Diffusion Models of Interest Rates Using Asymmetric Kernels2012
- Author(s)
  Nikolay Gospodinov and Masayuki Hirukawa
- Journal Title
  
  Journal of Empirical Finance
  
  Volume: 19 Issue: 4 Pages: 595-609
- DOI
  10.1016/j.jempfin.2012.04.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Sufficient Dimension Reduction Meets Two-Sample Regression Estimation2024
- Author(s)
  蛭川雅之
- Organizer
  第31回関西計量経済学研究会
- Invited
- Data Source
  KAKENHI-PROJECT-23K01340
[Presentation] Trending Time-Varying Coefficient Regression Models: Estimation and Prediction by Local Linear Smoothers Using Asymmetric Kernels2024
- Author(s)
  蛭川雅之
- Organizer
  研究集会「第24回ノンパラメトリック統計解析とベイズ統計」
- Invited
- Data Source
  KAKENHI-PROJECT-23K01340
[Presentation] Sufficient Dimension Reduction Meets Two-Sample Regression Estimation2023
- Author(s)
  Masayuki Hirukawa
- Organizer
  16th International Conference of the ERCIM Working Group on Computational and Methodological Statistics (CMStatistics 2023)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01340
[Presentation] Nonparametric Threshold Detection for Cost Distributions2023
- Author(s)
  Masayuki Hirukawa
- Organizer
  17th International Symposium on Econometric Theory and Applications (SETA 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01340
[Presentation] Nonparametric Threshold Detection for Cost Distributions2023
- Author(s)
  蛭川雅之
- Organizer
  研究集会「第23回ノンパラメトリック統計解析とベイズ統計」
- Invited
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Nonparametric Threshold Detection for Cost Distributions2023
- Author(s)
  蛭川雅之
- Organizer
  第30回関西計量経済学研究会
- Invited
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Sufficient Dimension Reduction Meets Two-Sample Regression Estimation2023
- Author(s)
  Masayuki Hirukawa
- Organizer
  6th International Conference on Econometrics and Statistics (EcoSta 2023)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01340
[Presentation] Yet Another Look at the Omitted Variable Bias2021
- Author(s)
  Masayuki Hirukawa
- Organizer
  1st International Conference on Econometrics and Business Analytics (iCEBA 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Robust Covariance Matrix Estimation in Time Series: A Review2021
- Author(s)
  Masayuki Hirukawa
- Organizer
  41st International Symposium on Forecasting (ISF 2021)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Double-Selection Lasso Estimation of Heckman's Sample Selection Model2020
- Author(s)
  Masayuki Hirukawa
- Organizer
  14th International Conference on Computational and Financial Econometrics (CFE 2020)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Yet Another Look at the Omitted Variable Bias2019
- Author(s)
  Masayuki Hirukawa
- Organizer
  データサイエンス・サマーキャンプ福島
- Invited
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Bias Correction for Local Linear Regression Estimation Using Asymmetric Kernels via the Skewing Method2019
- Author(s)
  Masayuki Hirukawa
- Organizer
  3rd International Conference on Econometrics and Statistics (EcoSta 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Yet Another Look at the Omitted Variable Bias2019
- Author(s)
  Masayuki Hirukawa
- Organizer
  15th International Symposium on Econometric Theory and Applications (SETA 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] GMM Estimation Using Time-Series Data with Missing Observations2019
- Author(s)
  Masayuki Hirukawa
- Organizer
  13th International Conference on Computational and Financial Econometrics (CFE 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01595
[Presentation] Bias Correction for Local Linear Regression Estimation Using Asymmetric Kernels via the Skewing Method2019
- Author(s)
  Masayuki Hirukawa
- Organizer
  5th Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik (DAGStat 2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Bias Correction for Local Linear Regression Estimation Using Asymmetric Kernels via the Skewing Method2018
- Author(s)
  Masayuki Hirukawa
- Organizer
  11th International Conference of the ERCIM Working Group on Computational and Methodological Statistics (CMStatistics 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach2017
- Author(s)
  Masayuki Hirukawa
- Organizer
  シンポジウム「統計科学の現代的課題」
- Place of Presentation
  金沢大学（石川県金沢市）
- Year and Date
  2017-01-27
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Two-Sample Estimation as an Altervative to Instrumental Variable Estimation in the Presence of Omitted Variables2017
- Author(s)
  Masayuki Hirukawa
- Organizer
  11th International Conference on Computational and Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data2017
- Author(s)
  Masayuki Hirukawa
- Organizer
  4th Conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Two-Sample Estimation of Varying Coefficient Models via the Nearest Neighbor Matching2017
- Author(s)
  Masayuki Hirukawa
- Organizer
  1st International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach2017
- Author(s)
  Masayuki Hirukawa
- Organizer
  研究集会「第18回ノンパラメトリック統計解析とベイズ統計」
- Place of Presentation
  慶応義塾大学（東京都港区）
- Year and Date
  2017-03-28
- Invited
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels2016
- Author(s)
  Masayuki Hirukawa
- Organizer
  4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Chinese University of Hong Kong, Hong Kong
- Year and Date
  2016-06-28
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels2016
- Author(s)
  Masayuki Hirukawa
- Organizer
  Asian Meeting of the Econometric Society 2016
- Place of Presentation
  同志社大学（京都市上京区）
- Year and Date
  2016-08-12
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data2016
- Author(s)
  Masayuki Hirukawa
- Organizer
  10th International Conference on Computational and Financial Econometrics
- Place of Presentation
  University of Seville, Seville, Spain
- Year and Date
  2016-12-10
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data2016
- Author(s)
  Masayuki Hirukawa
- Organizer
  東京大学経済学研究科応用統計ワークショップ
- Place of Presentation
  東京大学（東京都文京区）
- Year and Date
  2016-10-28
- Invited
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data2016
- Author(s)
  Masayuki Hirukawa
- Organizer
  CORE@50 Conference
- Place of Presentation
  Universite Catholique de Louvain, Louvain-la-Neuve, Belgium
- Year and Date
  2016-05-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data2015
- Author(s)
  蛭川雅之（研究代表者）
- Organizer
  アカデミックセミナー
- Place of Presentation
  日本政策投資銀行設備投資研究所
- Year and Date
  2015-05-29
- Invited
- Data Source
  KAKENHI-PROJECT-15K03405
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  24th New Zealand Econometric Study Group Meeting
- Place of Presentation
  University of Waikato, New Zealand
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends
- Author(s)
  蛭川雅之（研究代表者）
- Organizer
  Recent Developments in Statistics, Empirical Finance and Econometrics
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  23rd New Zealand Econometric Study Group Meeting
- Place of Presentation
  University of Auckland, New Zealand
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  Business Analytics Seminar
- Place of Presentation
  University of Sydney, NSW, Australia
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Instrument-Free Identification and Estimation of Differenciated Products Models Using Cost Data
- Author(s)
  蛭川雅之
- Organizer
  関西計量経済研究会
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of the Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  研究集会「第15回ノンパラメトリック統計解析とベイズ統計」
- Place of Presentation
  慶應義塾大学
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels
- Author(s)
  蛭川雅之
- Organizer
  研究集会「第16回ノンパラメトリック統計解析とベイズ統計」
- Place of Presentation
  慶應義塾大学日吉キャンパス
- Year and Date
  2015-03-25 – 2015-03-26
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends
- Author(s)
  蛭川雅之
- Organizer
  経済学研究会（待兼山セミナー）
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  シンポジウム｢統計科学の新展開｣
- Place of Presentation
  金沢大学サテライト・プラザ
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends
- Author(s)
  蛭川雅之
- Organizer
  Asian Meeting of the Econometric Society
- Place of Presentation
  University of Delhi, India
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  68th European Meeting of the Econometric Society
- Place of Presentation
  Toulouse School of Economics, Toulouse, France
- Year and Date
  2014-08-25 – 2014-08-29
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  Asian Meeting of the Econometric Society 2014
- Place of Presentation
  Academia Sinica, Taipei, Taiwan
- Year and Date
  2014-06-20 – 2014-06-22
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Nonparametric Estimation of Scalar Diffusion Models of Interest Rates Using Asymmetric Kernels
- Author(s)
  蛭川雅之（研究代表者）
- Organizer
  Quant Workshop(招待講演)
- Place of Presentation
  Department of Economics, Queen's University, Canada
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Family of Generalized Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data
- Author(s)
  蛭川雅之
- Organizer
  Summer Workshop on Economic Theory 2012
- Place of Presentation
  小樽商科大学
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  Business Analytics Seminar
- Place of Presentation
  University of Sydney, NSW, Australia
- Invited
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Nonparametric Estimation of Scalar Diffusion Models of Interest Rates Using Asymmetric Kernels
- Author(s)
  蛭川雅之（研究代表者）
- Organizer
  アカデミックセミナー(招待講演)
- Place of Presentation
  日本政策投資銀行設備投資研究所
- Data Source
  KAKENHI-PROJECT-23530259
[Presentation] Consistent Estimation of Linear Regression Models Using Matched Data
- Author(s)
  蛭川雅之
- Organizer
  Econometric Society Australasian Meeting 2014
- Place of Presentation
  Hotel Grand Chancellor, Hobart, TAS, Australia
- Year and Date
  2014-07-01 – 2014-07-04
- Data Source
  KAKENHI-PROJECT-23530259

1. 作道真理 (70748954)

# of Collaborated Projects: 1 results

# of Collaborated Products: 3 results

HIRUKAWA MASAYUKI 蛭川 雅之

HIRUKAWA Masayuki 蛭川 雅之

Research Projects

Research Products

Co-Researchers

New Development of Nonparametric and Semiparametric Estimation Methods in Economics, Finance and InsurancePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Estimation and Inference of Regression Models in Which Two Data Sets Are CombinedPrincipal Investigator

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Improvement and Development of Nonparametric and Semiparametric Methods in Applied EconometricsPrincipal Investigator

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Smoothing Techniques and Their Implementations in Time Series EconometricsPrincipal Investigator

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[Book] Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance (JSS Research Series in Statistics)2018

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[Journal Article] Density Derivative Estimation Using Asymmetric Kernels2024

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[Journal Article] DS-HECK: Double-Lasso Estimation of Heckman Selection Model2023

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[Journal Article] Yet Another Look at the Omitted Variable Bias2023

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[Journal Article] Robust Covariance Matrix Estimation in Time Series: A Review2022

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[Journal Article] Uniform Convergence Rates for Nonparametric Estimators Smoothed by the Beta Kernel2022

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[Journal Article] msreg: A Stata Command for Consistent Estimation of Linear Regression Models Using Matched Data2021

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[Journal Article] Another Bias Correction for Asymmetric Kernel Density Estimation with a Parametric Start2019

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[Journal Article] Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach2019

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[Journal Article] Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends2018

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[Journal Article] Consistent Estimation of Linear Regression Models Using Matched Data2018

HIRUKAWA MASAYUKI 蛭川雅之

HIRUKAWA Masayuki 蛭川雅之