2021年10月18日月曜日

平野敬祐 - Keisuke Hirano

平野敬祐 - Wikipedia
Keisuke Hirano: Haiku
https://keihirano.github.io/haiku.html

T-stat looks too good.
Use robust standard errors--
significance gone.



T-statが良すぎる。
ロバストな標準誤差を使うと
有意性がなくなります。

アングリストが引用。邦訳8頁




Keisuke Hirano: Research
アングリストが言及。邦訳86頁


https://scholar.google.com/citations?user=qims2EEAAAAJ&hl=en

https://www.nber.org/system/files/working_papers/t0251/t0251.pdf



  • "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score," (with G. Imbens and G. Ridder), 2003, Econometrica 71, 1161-1189. Earlier version appeared as NBER Technical Working Paper 251.
    • Addendum to "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score" (contains expanded proofs).

https://keihirano.github.io/research.html

Keisuke Hirano: Research

Publications

  • "Asymptotic Analysis of Statistical Decision Rules in Econometrics," (with Jack R. Porter), 2020, in Handbook of Econometrics vol 7A , eds. S. N. Durlauf, L. P. Hansen, J. J. Heckman, and R. Matzkin, Elsevier.

  • "Identification of Time and Risk Preferences in Buy Price Auctions," (with Daniel Ackerberg and Quazi Shahriar), 2017, Quantitative Economics 8: 809-849. https://doi.org/10.3982/QE469

  • "Forecasting with Model Uncertainty: Representations and Risk Reduction" (with Jonathan H. Wright), 2017, Econometrica 85(2): 617-643. Correction: PDF

  • "Panel Asymptotics and Statistical Decision Theory" (with J. Porter), 2016, Japanese Economic Review 67(1), 33-49.

  • "Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," (with J. Porter), 2015, Econometric Reviews 34(6-10), 720-733. 
    Note on Example 1 in this paper

  • "Impossibility Results for Nondifferentiable Functionals," (with J. Porter), 2012, Econometrica 80(4): 1769-1790.

  • "Robustness to Parametric Assumptions in Missing Data models," (with Bryan Graham), American Economic Review: Papers & Proceedings 101(3): 538-543 

  • "Adaptive Experimental Design Using the Propensity Score," (with J. Hahn and D. Karlan), 2011, (PDF file), Journal of Business and Economic Statistics 29(1): 96-108.
    • R Scripts for adaptive experimental design: hhk_scripts.R
    • Stata code for adaptive experimental design: hhk.zip

  • "Design of Randomized Experiments to Measure Social Interaction Effects," (with J. Hahn), 2010, Economics Letters 106(1): 51-53.

  • "Asymptotics for Statistical Treatment Rules," (with J. Porter), 2009,Econometrica 77(5): 1683-1701.

  • "Decision Theory in Econometrics," 2008, in The New Palgrave Dictionary of Economics, Second Edition, Eds. Steven N. Durlauf and Lawrence E. Blume, Palgrave Macmillan.

  • "The Propensity Score with Continuous Treatments," (with G. Imbens), 2004, in Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives, ed. A. Gelman and X.-L. Meng, New York: Wiley.

  • "Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support," (with J. Porter), 2003, Econometrica71, 1307-1338.

  • "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score," (with G. Imbens and G. Ridder), 2003,Econometrica 71, 1161-1189. Earlier version appeared as NBER Technical Working Paper 251.
    • Addendum to "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score" (contains expanded proofs).

  • "Semiparametric Bayesian Inference in Autoregressive Panel Data Models," 2002, Econometrica 70, 781-799. (Previous version circulated under the title "Semiparametric Bayesian Models for Dynamic Earnings Data.")

  • "Combining Panel Data Sets with Attrition and Refreshment Samples," (with G. Imbens, G. Ridder, and D. Rubin), 2001, Econometrica 69, 1645-1659. Earlier version appeared as NBER Technical Working Paper 230.

  • "Estimation of Causal Effects using Propensity Score Weighting: An Application to Data on Right Heart Catheterization," (with G. Imbens), 2001, Health Services and Outcomes Research Methodology 2: 259-278.
    • Correction: on p.276, "delta" should be "alpha"

  • "Assessing the Effect of an Influenza Vaccine in an Encouragement Design with Covariates," (with G. Imbens, D. Rubin, and X. Zhou), 2000, Biostatistics 1, 69-88. This paper received the Mitchell Prize in 2001.

  • "Predictive Distributions based on Longitudinal Earnings Data," (with G. Chamberlain), 1999, Annales d'Economie et de Statistique 55-56, 211-242.

  • "A Semiparametric Model for Labor Earnings Dynamics," in Practical Nonparametric and Semiparametric Bayesian Statistics, ed. D. Dey, P. Mueller, D. Sinha, New York: Springer--Verlag, 1998.

Working Papers and Seminar Slides

  • "Analyzing Cross-Validation for Forecasting with Structural Instability," (with Jonathan H. Wright), 2019, forthcoming in Journal of Econometrics. [pdf]


  • "The Buy-it-now Option, Risk Aversion, and Impatience in an Empirical Model of EBay Bidding," (with D. Ackerberg and Q. Shahriar), November 2006. 

  • "Efficiency in Asymptotic Shift Experiments," (with J. Porter), August 2003.

Dissertation

Please note: most of the chapters of my dissertation have been superseded by papers listed above. The postscript files are recommended over the PDF (these were produced using ps2pdf and might not display nicely).

  • Introduction (PS) (PDF)
  • Chapter 1: Predictive Distributions based on Longitudinal Earnings Data (PS) (PDF)
  • Chapter 3: Optimal Consumption with Estimated Earnings Processes (PS)(PDF)
  • Chapter 4: Combining Panel Data Sets with Attrition and Refreshment Samples (PS) (PDF)
  • Bibliography (PS) (PDF)

This dissertation received the Zellner Thesis Award in 1999.



Keisuke Hirano: Haiku

Supply and demand:
without a good instrument,
not identified.

Panel data hint--
for OVB use FE,
or use CRE.

T-stat looks too good.
Use robust standard errors--
significance gone.

Emptiness of mind,
Like a blank sheet of paper.
General exams.

Method of moments:
replace population mean
with sample version.

Complete class theorem:
admissible rules are Bayes;
the converse also.

Testing restrictions:
Wald, Lagrange Multiplier,
Likelihood Ratio.

From negation comes
growth, progress; not unlike a
referee report.

Consumption Smoothing (after L. Peter Deutsch)
Use value functions:
to iterate is human;
to recurse, divine.

Note: these were written as a sort of thank-you to my dissertation committee in 1998, as evidence that I had learned some things in graduate school. . .

A revised version of the t-stat haiku appears in Angrist and Pischke's Mostly Harmless Econometrics. 

Here is one written at the request of Guido Imbens:

Red bus or blue bus?
Multinomial logit
may lead you astray.

Another one written at the request of Victor Chernozhukov:

Without Philip Wright
would there have been causal DAGs?
Who can really say?

Here is a physics haiku I wrote for Peter Steinberg:

Antimatter
we are puzzled by
baryon asymmetry:
where did it all go?

And here is my friend Cyd Harrell's UX Poetry

https://ja.wikipedia.org/wiki/%E5%B9%B3%E9%87%8E%E6%95%AC%E7%A5%90

平野敬祐

出典: フリー百科事典『ウィキペディア（Wikipedia）』

平野 敬祐（ひらの けいすけ）は日本の経済学者、ペンシルベニア州立大学教授。専門は計量経済学[1]。

目次

  • 1 略歴[1]
  • 2 近年の論文[2]
  • 3 脚注
  • 4 外部リンク

略歴[1]

近年の論文[2]

  • "Statistical Decision Rules in Econometrics," (with Jack R. Porter), 2018.
  • "Analyzing Cross-Validation for Forecasting with Structural Instability," (with Jonathan H. Wright), 2018.
  • "Identification of Time and Risk Preferences in Buy Price Auctions," (with Daniel Ackerberg and Quazi Shahriar), 2017, Quantitative Economics 8: 809-849. https://doi.org/10.3982/QE469
  • "Forecasting with Model Uncertainty: Representations and Risk Reduction" (with Jonathan H. Wright), 2017, Econometrica 85(2): 617-643.

脚注

[脚注の使い方]
  1. ^ a b "Keisuke Hirano — Department of Economics". econ.la.psu.edu. 2019年9月23日閲覧。
  2. "Keisuke Hirano" (英語). keihirano.github.io. 2019年9月23日閲覧。

外部リンク

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