Masayuki Hirukawa
Assistant Professor of Economics
Ph.D., 2004, University of Wisconsin-Madison

Department of Economics
Concordia University
1455 de Maisonneuve Blvd. West
Montreal, Quebec H3G 1M8, Canada
Office: H1155-13
Phone: (514) 848-2424 (ext. 3921)
Fax: (514) 848-4536
E-mail: mhirukaw@alcor.concordia.ca

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.

    • Working Papers:

  • "An Improved GMM Bootstrap for Time Series with a Nonparametric Prewhitened Covariance Estimator," October 2006.

  • "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," CIRJE Discussion Paper No. F-431, Faculty of Economics, University of Tokyo, June 2006 (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".

  • "Venture Capital and Industry "Innovation"," with Masako Ueda, May 2006.

  • "Venture Capital and Productivity," with Masako Ueda, September 2003.

    • Teaching

    Fall 2006:

  • Econ 222: Statistical Methods II (Tuesdays and Thursdays, 10:15-11:30)

  • Econ 681: Econometric Theory II (Thursdays, 13:00-15:00)

    • Winter 2007:

  • Econ 643: Financial Economics II (Tuesdays, 10:00-12:00)

    • Note: To obtain the class materials, visit the Moodle class page.