2 citations · 5 across the 4 of their papers we have counts for
4 papers
A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
Victor Chernozhukov, Hiroyuki Kasahara, Paul Schrimpf
Recently, Phillippe Lemoine posted a critique of our paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S." [arXiv:2005.14168] at his post titled…
Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data
Hiroyuki Kasahara, Yoichi Sugita
Commonly used methods of production function and markup estimation assume that a firm's output quantity can be observed as data, but typical datasets contain only revenue, not outp…
Testing the Order of Multivariate Normal Mixture Models
Hiroyuki Kasahara, Katsumi Shimotsu
Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing…
Testing the Number of Regimes in Markov Regime Switching Models
Hiroyuki Kasahara, Katsumi Shimotsu
Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic fo…