- Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator (joint with Hidehiko Ichimura), Quantitative Economics (2018), 9, 441-482
[Matlab code] [Stata code]
- Testing for Linearity in Regressions with I(1) Processes, Hitotsubashi Journal of Economics (2016), 57, 111-138.
- Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator (joint with Hidehiko Ichimura), Economics Letters (2016), 141, 103-106.
[Matlab code] [Stata code] (Coming soon!)
The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms? (joint with Hidehiko Ichimura and Daiji Kawaguchi), Journal of the Japanese and International Economies (2015), 37, 100-126.
[Working Paper Version with more figures]
- Testing for the Null Hypothesis of Cointegration with Reduced Size Distortion (joint with Eiji Kurozumi), Journal of Time Seires Analysis (2008), 29, 476-500.
- Efficient estimation and inference in cointegrating regressions with structural change (joint with Eiji Kurozumi), Journal of Time Series Analysis (2007), 28, 545-575.
- Testing for the Null Hypothesis of Cointegration with a Structural Break (joint with Eiji Kurozumi), Econometric Reviews (2007), 26, 705-739.
- Monetary Policy in the Great Stagnation (joint with Takeo Hoshi), Japan's Great Stagnation: Financial and Monetary Policy Lessons for Advanced Economies (2006), MIT Press, 157-181.
- Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (joint with Taku Yamamoto), Economics Letters (2000), 67, 261-271.
Last updated August 21, 2018
- Multiple Regression and Matching Estimator, Japanese Journal of Labor Studies (2015), 657, 14-15 (in Japanese).
- Cointegration, ed. T. Kariya, K. Maekawa, Y. Yajima, J. Fukuchi and Y. Kawasaki, Handbook of Time Series Analysis in Economics (2012), Asakura, 130-143 (in Japanese).