Research Institute
-
2021-2022
データ科学センター 兼任センター員
Details of a Researcher
Updated on 2022/05/25
データ科学センター 兼任センター員
University of California, San Diego Ph.D. (Economics)
Japan Statistical Society
Japanese Economic Association
American Economic Association
Econometric Society
Economic statistics
Econometrics, Applied Econometrics
Testing identifying assumptions in fuzzy regression discontinuity designs
Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifié, Yuanyuan Wan
Quantitative Economics 13 ( 1 ) 1 - 28 2022.01 [Refereed]
Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Yoichi Arai, Hidehiko Ichimura
Quantitative Economics 9 ( 1 ) 441 - 482 2018.03 [Refereed]
TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES
Yoichi Arai
HITOTSUBASHI JOURNAL OF ECONOMICS 57 ( 1 ) 111 - 138 2016.06 [Refereed]
Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Yoichi Arai, Hidehiko Ichimura
ECONOMICS LETTERS 141 103 - 106 2016.04 [Refereed]
The educational upgrading of Japanese youth, 1982-2007: Are all Japanese youth ready for structural reforms?
Yoichi Arai, Hidehiko Ichimura, Daiji Kawaguchi
JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES 37 100 - 126 2015.09 [Refereed]
Test for the null hypothesis of cointegration with reduced size distortion
Eiji Kurozumi, Yoichi Arai
JOURNAL OF TIME SERIES ANALYSIS 29 ( 3 ) 476 - 500 2008.05 [Refereed]
Efficient estimation and inference in cointegrating regressions with structural change
Eiji Kurozumi, Yoichi Arai
JOURNAL OF TIME SERIES ANALYSIS 28 ( 4 ) 545 - 575 2007.07 [Refereed]
Testing for the null hypothesis of cointegration with a structural break
Yoichi Arai, Eiji Kurozumi
ECONOMETRIC REVIEWS 26 ( 6 ) 705 - 739 2007 [Refereed]
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Y Arai, T Yamamoto
ECONOMICS LETTERS 67 ( 3 ) 261 - 271 2000.06 [Refereed]
Multiple Regression and Matching Estimator
Yoichi Arai
Japanese Journal of Labor Studies 2015.04
経済時系列分析ハンドブック 共和分分析
刈屋武昭, 前川功一, 矢島美寛, 福地純一郎, 川﨑能典( Part: Contributor)
朝倉書店 2012.10
Monetary Policy in the Great Stagnation
Yoichi Arai, Takeo Hoshi( Part: Contributor)
MIT Press 2006.06 ISBN: 9780262083478
形状制約を用いたノンパラメトリック、セミパラメトリック推定の理論と応用
Project Year :
Econometrics for Policy Evaluation and its Application
Project Year :
ミクロ計量経済分析手法の開発とその実践
Project Year :
Econometric Analysis of Program Evaluation and Its Application to Unemployment Insurance Policy
Project Year :
The impact of labor market policy interventions on labor market outcomes
Project Year :
New methods for Program Evaluation: Application to issues related to aging
Project Year :
共和分の存在するシステムにおける構造変化の検定理論
Econometrics Theory of Program or Policy Evaluation using Time Series Data with Continuous Policy Variables and its Applications
2019 市村英彦, 川口大司
2019
Fuzzy Regression Discontinuity Designにおける識別条件の検定
2018 Yu-Chin Hsu, Toru Kitagwa, Ismael Mourifie, Yuanyuan Wan
SeminarIII (Studies in Applied Econometrics/fall semester)
School of Social Sciences
2022 fall semester
SeminarIII (Studies in Applied Econometrics/spring semester)
School of Social Sciences
2022 spring semester
SeminarII (Studies in Applied Econometrics/fall semester)
School of Social Sciences
2022 fall semester
SeminarII (Studies in Applied Econometrics/spring semester)
School of Social Sciences
2022 spring semester
SeminarI (Studies in Applied Econometrics/fall semester)
School of Social Sciences
2022 fall semester
Regression Analysis for Social Sciences 2: Analysis of Time Series and Panel Data
School of Social Sciences
2022 fall semester
School of Social Sciences
2022 spring semester
Research on Econometrics for Policy Evaluation II (fall semester)
Graduate School of Social Sciences
2022 fall semester
Research on Econometrics for Policy Evaluation II (spring semester)
Graduate School of Social Sciences
2022 spring semester
Research on Econometrics for Policy Evaluation I (fall semester)
Graduate School of Social Sciences
2022 fall semester
Research on Econometrics for Policy Evaluation I (spring semester)
Graduate School of Social Sciences
2022 spring semester
日本経済学会 秋季大会 プログラム委員
日本経済学会 秋季大会 プログラム委員
International Symposium on Econometric Theory and Applications (SETA) プログラム委員
International Symposium on Econometric Theory and Applications (SETA) プログラム委員
Japan Statistical Society Associate Editor
日本統計学会 和文誌編集委員