Robust Covariance Matrix Estimation in Time Series: A Review von Hirukawa, Masayuki

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Nonnegative bias reduction methods for density estimation using asymmetric kernels von Hirukawa, Masayuki, Sakudo, Mari

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Consistent estimation of linear regression models using matched data von Hirukawa, Masayuki, Prokhorov, Artem

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Uniform convergence rates for nonparametric estimators smoothed by the beta kernel von Hirukawa, Masayuki, Murtazashvili, Irina, Prokhorov, Artem

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DS-HECK: double-lasso estimation of Heckman selection model von Hirukawa, Masayuki, Liu, Di, Murtazashvili, Irina, Prokhorov, Artem

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Yet another look at the omitted variable bias von Hirukawa, Masayuki, Murtazashvili, Irina, Prokhorov, Artem

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VENTURE CAPITAL AND INNOVATION: WHICH IS FIRST? von HIRUKAWA, MASAYUKI, UEDA, MASAKO

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msreg: A command for consistent estimation of linear regression models using matched data von Hirukawa, Masayuki, Liu, Di, Prokhorov, Artem

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Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval von Hirukawa, Masayuki

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Functional-coefficient cointegration models in the presence of deterministic trends von Hirukawa, Masayuki, Sakudo, Mari

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A New Observation in Spiral and Curl Antenna Configurations above the Ground Plane von Hirose, Kazuhide, Hirukawa, Masayuki, Nakano, Hisamatsu

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

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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION von Hirukawa, Masayuki

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Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach von Funke, Benedikt, Hirukawa, Masayuki

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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels von Gospodinov, Nikolay, Hirukawa, Masayuki

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Testing symmetry of unknown densities via smoothing with the generalized gamma kernels von Hirukawa, Masayuki, Sakudo, Mari

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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] von Hirukawa, Masayuki

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Bias correction for local linear regression estimation using asymmetric kernels via the skewing method von Funke, Benedikt, Hirukawa, Masayuki

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Another bias correction for asymmetric kernel density estimation with a parametric start von Hirukawa, Masayuki, Sakudo, Mari

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Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance von Hirukawa, Masayuki

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