Keisuke Hirano: Research

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Published and Forthcoming Papers

• "Design of Randomized Experiments to Measure Social Interaction Effects," (with Jinyong Hahn), January 2009, (PDF file), forthcoming in Economics Letters
• "Adaptive Experimental Design Using the Propensity Score," (with Jinyong Hahn and Dean Karlan), July 2009, (PDF file), forthcoming in Journal of Business and Economic Statistics
  • R Scripts for adaptive experimental design: hhk_scripts.R
  • Stata code for adaptive experimental design: hhk.zip
• "Asymptotics for Statistical Treatment Rules," (with J. R. 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. R. Porter), 2003, Econometrica 71, 1307-1338.
  • Standard Version of Paper (PDF file)
  • Long Version with Full Appendix (PDF file)
• "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.
• "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.
• "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

• "Impossibility Results for Nondifferentiable Functionals," (with Jack R. Porter), June 2009, (PDF file).
• "The Buy-it-now Option, Risk Aversion, and Impatience in an Empirical Model of EBay Bidding," (with Dan Ackerberg and Quazi Shahriar), November 2006 (new version available soon).
• "Efficiency in Asymptotic Shift Experiments," (with J. R. Porter), August 2003, (PDF file).
• Presentation on "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score"
  • Projector Version (PDF file)
  • Slide Version (PDF file)

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 2: Semiparametric Bayesian Models for Dynamic 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.