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Consistent estimation of linear regression models using matched data

Hirukawa, Masayuki; Prokhorov, Artem - In: Journal of econometrics 203 (2018) 2, pp. 344-358

Persistent link: https://www.econbiz.de/10011974687

DS-HECK : double-lasso estimation of Heckman selection model

Hirukawa, Masayuki; Liu, Di; Murtazashvili, Irina; … - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3167-3195

Persistent link: https://www.econbiz.de/10014329028

Yet another look at the omitted variable bias

Hirukawa, Masayuki; Murtazashvili, Irina; Prokhorov, Artem - In: Econometric reviews 42 (2023) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014305433

A two-stage plug-in bandwidth selection and its implementation for covariance estimation

Hirukawa, Masayuki - In: Econometric theory 26 (2010) 3, pp. 710-743

Persistent link: https://www.econbiz.de/10003992426

How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions

Hirukawa, Masayuki - In: Economics letters 111 (2011) 2, pp. 170-172

Persistent link: https://www.econbiz.de/10009242383

Second order bias of quasi-MLE for covariance structure models

Prokhorov, Artem - In: Economics letters 114 (2012) 2, pp. 195-197

Persistent link: https://www.econbiz.de/10009547279

On relative efficiency of quasi-MLE and GMM estimators of covariance structure models

Prokhorov, Artem - In: Economics letters 102 (2009) 1, pp. 4-6

Persistent link: https://www.econbiz.de/10003822115

Identification and Estimation of Differentiated Products Models Using Cost Data

Byrne, David P. - 2019

We propose a new methodology for estimating demand and cost functions of differentiated products models when demand and cost data are available. The method deals with the endogeneity of prices to demand shocks and the endogeneity of outputs to cost shocks by using cost data. We establish...

Persistent link: https://www.econbiz.de/10012904513

Venture capital and innovation : which is first?

Hirukawa, Masayuki; Ueda, Masako - In: Pacific economic review 16 (2011) 4, pp. 421-465

Persistent link: https://www.econbiz.de/10009376409

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609

Persistent link: https://www.econbiz.de/10009615659