Masayuki Hirukawa's Home Page [ English | Japanese ]
Masayuki Hirukawa

Faculty of Economics
Setsunan University
17-8 Ikeda Nakamachi
Neyagawa, Osaka 572-8508, Japan
Phone: (+81)(0)72-839-8095
Fax: (+81)(0)72-839-8138
E-mail: hirukawa [at]

Curriculum Vitae


Fields of Specialization


  1. Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance, JSS Research Series in Statistics, 2018, Heidelberg: Springer, ISBN: 978-981-10-5465-5.

Refereed Journal Articles

  1. "Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach," with Benedikt Funke, Econometrics and Statistics, forthcoming.
  2. "Consistent Estimation of Linear Regression Models Using Matched Data," with Artem Prokhorov, Journal of Econometrics, forthcoming.
  3. "Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends," with Mari Sakudo, Econometric Reviews, forthcoming.
  4. "Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels," with Mari Sakudo, Econometrics, Volume 4, Issue 2, June 2016, Article No. 28.
  5. "Reexamination of the Robustness of the Fama-French Three-Factor Model," with Jiro Hodoshima, Far East Journal of Theoretical Statistics, Volume 52, Issue 3, May 2016, pp. 215-234.
  6. "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, Volume 95, March 2016, pp. 240-242.
  7. "Family of the Generalised Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data," with Mari Sakudo, Journal of Nonparametric Statistics, Volume 27, Issue 1, January 2015, pp. 41-63.
  8. "Nonnegative Bias Reduction Methods for Density Estimation Using Asymmetric Kernels," with Mari Sakudo, Computational Statistics & Data Analysis, Volume 75, July 2014, pp. 112-123.
  9. "Nonparametric Estimation of Scalar Diffusion Models of Interest Rates Using Asymmetric Kernels," with Nikolay Gospodinov, Journal of Empirical Finance, Volume 19, Issue 4, September 2012, pp. 595-609.
  10. "Venture Capital and Innovation: Which Is First?," with Masako Ueda, Pacific Economic Review, Volume 16, Issue 4, October 2011, pp. 421-465.
  11. "How Useful Is Yet Another Data-Driven Bandwidth in Long-Run Variance Estimation?: A Simulation Study on Cointegrating Regressions," Economics Letters, Volume 111, Issue 2, May 2011, pp. 170-172.
  12. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," Econometric Theory, Volume 26, Issue 3, June 2010, pp. 710-743.
  13. "Nonparametric Multiplicative Bias Correction for Kernel-Type Density Estimation on the Unit Interval," Computational Statistics & Data Analysis, Volume 54, Issue 2, February 2010, pp. 473-495.
  14. "A Modified Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Volume 27, Issue 3, May 2006, pp. 441-476.

Non-Refereed Journal Articles

  1. "Independence of the Sample Mean and Variance for Normal Distributions: A Proof by Induction," Setsunan Economic Review, Volume 5, Issues 1-2, March 2015, pp. 1-5.
  2. "Stabilizing a GMM bootstrap for Time Series: A Simulation Study," Setsunan Economic Review, Volume 1, Issues 1-2, March 2011, pp. 19-37.
  3. "The Tenuous Relationship of Venture Capital and Innovation," with Masako Ueda,, 30 January 2009.

Working Papers

Work In Progress


Other Interest - Kendo (The Art of Japanese Fencing)