Details about Shinichi Sakata

Access statistics for papers by Shinichi Sakata.

Last updated 2011-09-30. Update your information in the RePEc Author Service.

Short-id: psa970

Working Papers

2011

1. Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
   Microeconomics.ca working papers, Vancouver School of Economics View citations (2)

2005

2. A model selection method for S-estimation
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
   See also Journal Article A model selection method for S-estimation, Econometrics Journal, Royal Economic Society (2007) (2007)

1998

3. Instrumental Variable Estimation Based on Mean Absolute Deviation
   Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (6)

Journal Articles

2008

1. Care‐giver advice as a preventive measure for drinking during pregnancy: zeros, categorical outcome responses, and endogeneity
   Health Economics, 2008, 17, (1), 41-54 View citations (15)

2007

2. A model selection method for S-estimation
   Econometrics Journal, 2007, 10, (2), 294-319
   See also Working Paper A model selection method for S-estimation, LIDAM Discussion Papers CORE (2005) View citations (1) (2005)
3. Estimation of impulse response functions using long autoregression
   Econometrics Journal, 2007, 10, (2), 453-469 View citations (15)
4. Instrumental variable estimation based on conditional median restriction
   Journal of Econometrics, 2007, 141, (2), 350-382 View citations (28)

2001

5. S-estimation of nonlinear regression models with dependent and heterogeneous observations
   Journal of Econometrics, 2001, 103, (1-2), 5-72 View citations (18)

1998

6. High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
   Econometrica, 1998, 66, (3), 529-568 View citations (106)

1993

7. Modified three-stage least squares estimator which is third-order efficient
   Journal of Econometrics, 1993, 57, (1-3), 257-276 View citations (1)

1990

8. Mallows' Cp criterion and unbiasedness of model selection
   Journal of Econometrics, 1990, 45, (3), 385-395