International Fellows

Hidehiko Ichimura

University of Tokyo

Hide Ichimura is a Professor in the Department of Economics, a Deputy Director of the Centre for Microdata Methods and Practice, and a Research Fellow at the Institute for Fiscal Studies. He is an Associate Editor of the Economic Journal and the Review of Economic Studies.

Selected Publications

The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]

Hidehiko Ichimura, Whitney K. Newey
29 July 2021 | CWP31/20

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17
Locally robust semiparametric estimation

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18

Previous version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16
The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete […]

Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17

Previous version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
7 August 2015 | CWP44/15
Locally robust semiparametric estimation

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16

Latest version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18
Optimal bandwidth selection for the fuzzy regression discontinuity estimator

A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses […]

Yoichi Arai, Hidehiko Ichimura
1 April 2016 | Journal Article

Previous version

Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Yoichi Arai, Hidehiko Ichimura
1 September 2015 | CWP49/15
Optimal bandwidth selection for the fuzzy regression discontinuity estimator

A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses […]

Yoichi Arai, Hidehiko Ichimura
1 September 2015 | CWP49/15

Latest version

Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Yoichi Arai, Hidehiko Ichimura
1 April 2016 | Journal Article
The influence function of semiparametric estimators

Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred […]

Hidehiko Ichimura, Whitney K. Newey
7 August 2015 | CWP44/15

Latest version

The influence function of semiparametric estimators
Hidehiko Ichimura, Whitney K. Newey
26 January 2017 | CWP06/17
Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on […]

Yoichi Arai, Hidehiko Ichimura
30 July 2015 | CWP42/15
Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions […]

Yoichi Arai, Hidehiko Ichimura
17 June 2013 | CWP27/13
Estimating derivatives in nonseparable models with limited dependent variables

We present a simple way to estimate the effects of changes in a vector of observable […]

Joseph Altonji, Hidehiko Ichimura, Taisuke Otsu
25 July 2012 | Journal Article

Previous version

Estimating derivatives in nonseparable models with limited dependent variables
Joseph Altonji, Hidehiko Ichimura, Taisuke Otsu
9 July 2008 | CWP20/08