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 Modified Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Vol. 27, No. 3, May 2006, pp. 441-476.

    • Papers under Review:

  • "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," May 2007, CIRJE Discussion Paper F-431, University of Tokyo (revised and resubmitted to 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".

    Working Papers:

  • "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," with Nikolay Gospodinov, October 2008 (submitted).

  • "Nonparametric Multiplicative Bias Correction for Kernel Density Estimation on the Unit Interval," September 2008.

  • "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).

  • "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 Density Estimation Using Positive Data."

    • Teaching

    This Semester (Fall 2008):

  • Econ 260 - Principles of Microeconomics (T,TH 9:30-10:45)

  • Econ 360 - Intermediate Microeconomics (T,TH 11:00-12:15)

    • Next Semester (Spring 2009):

  • Econ 690 - Econometrics I (T,TH 11:00-12:15)

  • Econ 790 - Econometrics II (T,TH 14:00-15:15)

    • 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)