International Fellows

Hidehiko Ichimura

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

Locally robust semiparametric estimation

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

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

Previous version

Locally robust semiparametric estimation
Victor Chernozhukov, Hidehiko Ichimura, Juan Carlos Escanciano, 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 […]

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

Previous version

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

Latest version

Locally robust semiparametric estimation
James M. Robins, Whitney K. Newey, Hidehiko Ichimura, Juan Carlos Escanciano, Victor Chernozhukov
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 […]

Hidehiko Ichimura, Yoichi Arai
1 April 2016 | Journal Article

Previous version

Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Hidehiko Ichimura, Yoichi Arai
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 […]

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

Latest version

Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Hidehiko Ichimura, Yoichi Arai
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 […]

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

Latest version

The influence function of semiparametric estimators
Whitney K. Newey, Hidehiko Ichimura
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 […]

Hidehiko Ichimura, Yoichi Arai
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 […]

Hidehiko Ichimura, Yoichi Arai
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 […]

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

Previous version

Estimating derivatives in nonseparable models with limited dependent variables
Taisuke Otsu, Hidehiko Ichimura, Joseph Altonji
9 July 2008 | CWP20/08
Characterization of the asymptotic distribution of semiparametric M-estimators

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators […]

Sokbae (Simon) Lee, Hidehiko Ichimura
31 December 2010 | Journal Article

Previous version

Characterization of the asymptotic distribution of semiparametric M-estimators
Hidehiko Ichimura, Sokbae (Simon) Lee
6 August 2006 | CWP15/06