Masamune Iwasawa - Research

Masamune Iwasawa: "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, 2015, 3(3), 667–697.
Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama:"Optimal Minimax Rates against Non-smooth Alternatives," The Econometrics Journal, 2022, 25(2), 322–339, https://doi.org/10.1093/ectj/utab030. (previous version: KIER Discussion Paper Series, No.1051)
Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama:"Optimal minimax rates of specification testing with data-driven bandwidth," Econometric Reviews, 2023, 42(6), 487-512, https://doi.org/10.1080/07474938.2023.2198929. (previous version: KIER Discussion Paper Series, No.1053)

Masamune Iwasawa: "Finite-Sample Properties of Generalized Ridge Estimators for Nonlinear Models." arXiv preprint arXiv:2504.19018, 2025.
Masamune Iwasawa, Qingfeng Liu, and Ziyan Zhao: "Tying Maximum Likelihood Estimation for Dependent Data," Available at SSRN, Oktober 2022.
Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama: “Rate Optimal Specification Test When the Number of Instruments is Large,” KIER Discussion Paper Series, No.986, March 2018.
Masamune Iwasawa, Hayato Nakanishi: “Preference Parameter Changes in Life-cycle Consumption Models: the Measurement-error-robust Approach,” Panel Data Research Center at Keio University DISCUSSION PAPER SERIES, DP2017-007, January 2018.
Masamune Iwasawa: “Joint Specification Tests for Response Probabilities in Unordered Multinomial Choice Models“. KIER Discussion Paper Series No.919, March 2015.
Seiichi Fukui, Mitsuo Inada, Masamune Iwasawa: “How Migrant Heterogeneity Influences the Effect of Remittances on Educational Expenditure: Empirical Evidence from the Cambodian Socio-Economic Survey,” KIER Discussion Paper Series, No.898, August 2014.