Masayuki Hirukawa
Assistant Professor of Economics
Ph.D., 2004, University of Wisconsin-Madison
Department
of Economics
Northern Illinois University
Zulauf Hall 515
DeKalb, IL 60115, USA
Phone: (815)753-6434
Fax: (815)752-1019
E-mail: mhirukawa@niu.edu
Curriculum
Vitae
Research
Fields of Specialization:
Theoretical and Applied Econometrics, Financial Economics, Macroeconomics.
Refereed Publications:
"A Two-Stage Plug-In Bandwidth Selection
and Its Implementation for Covariance Estimation," December 2008, accepted by Econometric Theory.
(i) A detailed proof of Lemma 2.
(ii) GAUSS code for SP bandwidth choice rule for HAC
estimator with Bartlett
kernel: "bt_sp.prg".
(iii) GAUSS code for SP bandwidth choice rule for HAC
estimator with Parzen
kernel: "pz_sp.prg".
"A
Modified Nonparametric Prewhitened
Covariance Estimator," Journal of Time Series Analysis, Vol. 27, No. 3, May 2006, pp. 441-476.
Unrefereed Publications:
"The Tenuous Relationship of Venture
Capital and Innovation," with Masako Ueda, VoxEU.org, 30 January 2009.
Papers under Review:
"Nonparametric Multiplicative Bias Correction for Kernel-Type Density
Estimation on the Unit Interval," March 2009 (submitted).
"Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates
Using Asymmetric Kernels," with Nikolay Gospodinov, December 2008 (submitted).
"Venture Capital and Innovation: Which is First?," with Masako Ueda,
September 2008, SSRN
(submitted).
"Venture Capital and Industrial "Innovation"," with Masako Ueda,
September 2008, SSRN (submitted).
Working Papers:
"Time Series Nonparametric Regression Using Asymmetric Kernels with
an
Application to Estimation of Scalar Diffusion Processes," with Nikolay Gospodinov, December 2007, CIRJE Discussion
Paper F-573, University of Tokyo.
"An Improved GMM Bootstrap for Time Series with a Nonparametric Prewhitened
Covariance Estimator," January 2007.
Work in Progress:
"Nonparametric Multiplicative Bias Correction for Kernel-Type Density Estimation Using Positive Data."
Teaching
This Semester (Spring 2009):
Econ 690 - Econometrics I (T,TH 11:00-12:15)
Econ 790 - Econometrics II (T,TH 14:00-15:15)
Next Semester (Fall 2009):
Econ 260 - Principles of Microeconomics (T,TH 9:30-10:45 & 11:00-12:15)
Note: Please visit the "Blackboard" on NIU's web site for class materials.
Other Interest - Kendo (The Art of Japanese Fencing)
I have practiced kendo for more than 10 years in Japan, Canada, and the US. I now hold the ranking of 4 dan.
Here are some useful links for
you to know more about kendo:
Organizations:
International Kendo Federation
All Japan Kendo Federation
Canadian Kendo Federation
All United States Kendo Federation
Midwest Kendo Federation (regional federation to which I now belong)
Dojo/Clubs:
Choyokan Kendo Dojo (Des Plaines, IL) (where I practice kendo now)
McGill University Kendo Club (Montreal, QC, Canada) (where I practiced kendo
from 2004 until 2007)
University of Wisconsion Kendo Club (Madison, WI) (where I practiced
kendo from 2001 until 2004)