1 citations · 2 across the 5 of their papers we have counts for
5 papers
Quantifying Health Shocks Over the Life Cycle
Taiyo Fukai, Hidehiko Ichimura, Kyogo Kanazawa
We first show (1) the importance of investigating health expenditure process using the order two Markov chain model, rather than the standard order one model, which is widely used…
Locally Robust Semiparametric Estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura +2
Many economic and causal parameters depend on nonparametric or high dimensional first steps. We give a general construction of locally robust/orthogonal moment functions for GMM, w…
Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
Yoichi Arai, Hidehiko Ichimura
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off po…
The Influence Function of Semiparametric Estimators
Hidehiko Ichimura, Whitney K. Newey
Many useful parameters depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators…
Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
Yoichi Arai, Hidehiko Ichimura
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp re…