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Robust Covariance Matrix Estimation in Time Series: A Review

Econometrics and statistics, 2023-07, Vol.27, p.36-61

Hirukawa, Masayuki

2023

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Nonnegative bias reduction methods for density estimation using asymmetric kernels

Computational statistics & data analysis, 2014-07, Vol.75, p.112-123

2014

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Consistent estimation of linear regression models using matched data

Journal of econometrics, 2018-04, Vol.203 (2), p.344-358

2018

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

Empirical economics, 2023-06, Vol.64 (6), p.3167-3195

2023

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Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Scandinavian journal of statistics, 2022-09, Vol.49 (3), p.1353-1382

2022

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Yet another look at the omitted variable bias

Econometric reviews, 2023-01, Vol.42 (1), p.1-27

2023

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VENTURE CAPITAL AND INNOVATION: WHICH IS FIRST?

Pacific economic review (Oxford, England), 2011-10, Vol.16 (4), p.421-465

2011

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msreg: A command for consistent estimation of linear regression models using matched data

The Stata Journal, 2021-03, Vol.21 (1), p.123-140

2021

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Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval

Computational statistics & data analysis, 2010-02, Vol.54 (2), p.473-495

Hirukawa, Masayuki

2010

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Functional-coefficient cointegration models in the presence of deterministic trends

Econometric reviews, 2018-05, Vol.37 (5), p.507-533

2018

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A New Observation in Spiral and Curl Antenna Configurations above the Ground Plane

Applied sciences, 2022-04, Vol.12 (9), p.4272

2022

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

Economics letters, 2011-05, Vol.111 (2), p.170-172

Hirukawa, Masayuki

2011

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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION

Econometric theory, 2010-06, Vol.26 (3), p.710-743

Hirukawa, Masayuki

2010

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Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach

Econometrics and statistics, 2019-01, Vol.9, p.156-170

2019

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Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance

Hirukawa, Masayuki

1st ed. 2018., 2018

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

Journal of empirical finance, 2012-09, Vol.19 (4), p.595-609

2012

Volltextzugriff (PDF)

Density derivative estimation using asymmetric kernels

Journal of nonparametric statistics, 2023-12, p.1-24

2023

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Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Econometrics, 2016-06, Vol.4 (2), p.1-27

2016

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Corrigendum to “Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval” [Comput. Statist. Data Anal. 54 (2010) 473–495]

Computational statistics & data analysis, 2016-03, Vol.95, p.240-242

Hirukawa, Masayuki

2016

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Bias correction for local linear regression estimation using asymmetric kernels via the skewing method

Econometrics and statistics, 2021-10, Vol.20, p.109-130

2021

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Another bias correction for asymmetric kernel density estimation with a parametric start

Statistics & probability letters, 2019-02, Vol.145, p.158-165

2019

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Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data

Journal of nonparametric statistics, 2015-01, Vol.27 (1), p.41-63

2015

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A Modified Nonparametric Prewhitened Covariance Estimator

Journal of time series analysis, 2006-05, Vol.27 (3), p.441-476

Hirukawa, Masayuki

2006

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Specification Testing

Asymmetric Kernel Smoothing, 2018, p.73-101

Hirukawa, Masayuki

2018

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Univariate Density Estimation

Asymmetric Kernel Smoothing, 2018, p.17-39

Hirukawa, Masayuki

2018

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Robust Covariance Matrix Estimation in Time Series: A Review

Nonnegative bias reduction methods for density estimation using asymmetric kernels

Consistent estimation of linear regression models using matched data

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

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Yet another look at the omitted variable bias

VENTURE CAPITAL AND INNOVATION: WHICH IS FIRST?

msreg: A command for consistent estimation of linear regression models using matched data

Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval

Functional-coefficient cointegration models in the presence of deterministic trends

A New Observation in Spiral and Curl Antenna Configurations above the Ground Plane

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

A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION

Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach

Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance

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

Density derivative estimation using asymmetric kernels

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Corrigendum to “Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval” [Comput. Statist. Data Anal. 54 (2010) 473–495]

Bias correction for local linear regression estimation using asymmetric kernels via the skewing method

Another bias correction for asymmetric kernel density estimation with a parametric start

Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data

A Modified Nonparametric Prewhitened Covariance Estimator

Specification Testing

Univariate Density Estimation

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