working papers

2026

  1. Identification and Estimation of Production Function and Consumer Demand Function under Monopolistic Competition from Revenue Data
    Chun Pang Chow, Hiroyuki Kasahara, and Yoichi Sugita
    2026
    Revision requested from Econometrica
    arXiv PDF
  2. Modeling Shipping Emissions: Machine Learning, Engineering, and Policy Counterfactuals
    Hiroyuki Kasahara, Allen Peters, and Oliver Xu
    2026
    PDF
  3. Testing for Unobserved Heterogeneity in Censored Duration Models: EM Approach
    Hiroyuki Kasahara, Hirokazu Matsuyama, Katsumi Shimotsu, and 1 more author
    2026
    arXiv
  4. When Is GMM Actually LATE? Weighting Matrices and Causal Interpretation in Overidentified IV
    Chun Pang Chow and Hiroyuki Kasahara
    2026
    arXiv
  5. Event-Study Designs for Discrete Outcomes under Transition Independence
    Young Ahn and Hiroyuki Kasahara
    2026
    arXiv
  6. Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
    Ertian Chen, Hiroyuki Kasahara, and Katsumi Shimotsu
    2026
    arXiv
  7. Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
    Yu Hao, Hiroyuki Kasahara, and Katsumi Shimotsu
    2026
    arXiv

2023

  1. Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data
    Hiroyuki Kasahara and Yu Hao
    2023
    Revision requested from Quantitative Economics
  2. Identification and Estimation of Production Function with Unobserved Heterogeneity
    Hiroyuki Kasahara, Paul Schrimpf, and Michio Suzuki
    2023

2019

  1. Testing the Order of Multivariate Normal Mixture Models
    Hiroyuki Kasahara and Katsumi Shimotsu
    2019

2018

  1. Testing the Number of Regimes in Markov Regime Switching Models
    Hiroyuki Kasahara and Katsumi Shimotsu
    2018

2012

  1. Testing the Number of Components in Finite Mixture Models
    Hiroyuki Kasahara and Katsumi Shimotsu
    2012

2011

  1. Sequential Estimation of Dynamic Programming Models
    Hiroyuki Kasahara and Katsumi Shimotsu
    2011

2005

  1. Technology Adoption Under Relative Factor Price Uncertainty: The Putty-Clay Investment Model
    Hiroyuki Kasahara
    2005