Details about Yoichi Arai

Access statistics for papers by Yoichi Arai.

Last updated 2023-01-29. Update your information in the RePEc Author Service.

Short-id: par262

Working Papers

2022

1. GLS Under Monotone Heteroskedasticity
   Papers, arXiv.org
   Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022)
2. Regression Discontinuity Design with Potentially Many Covariates
   Papers, arXiv.org View citations (3)
   Also in Working Paper Series, Institute of Economic Research, Seoul National University (2021) View citations (3)
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022)

2021

3. Testing identifying assumptions in fuzzy regression discontinuity designs
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (5)
   Working Papers, University of Toronto, Department of Economics (2018) View citations (4)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
   See also Journal Article in Quantitative Economics (2022)

2019

4. Causal inference on regression discontinuity designs by high-dimensional methods
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)

2015

5. Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
   Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2015) View citations (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
   See also Journal Article in Economics Letters (2016)
6. Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (7)
   Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2014) View citations (6)
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2014) View citations (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)
   See also Journal Article in Quantitative Economics (2018)
7. Testing for Linearity in Regressions with I(1) Processes
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2004) View citations (3)
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2004) View citations (9)
   See also Journal Article in Hitotsubashi Journal of Economics (2016)
8. The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
   See also Journal Article in Journal of the Japanese and International Economies (2015)

2014

9. The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms?
   Working Papers, Tokyo Center for Economic Research

2013

10. Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies View citations (7)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2013) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (3)

2006

11. Test for the null hypothesis of cointegration with reduced size distortion
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
    See also Journal Article in Journal of Time Series Analysis (2008)

2005

12. Efficient Estimation and Inference in Cointegrating Regressions with Structural Change
    Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (3)
    See also Journal Article in Journal of Time Series Analysis (2007)
13. Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix
    Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (1)
14. Testing for the Null Hypothesis of Cointegration with Structural Breaks
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (7)
    See also Journal Article in Econometric Reviews (2007)
15. Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

2004

16. Monetary Policy in the Great Recession
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (5)

Journal Articles

2022

1. Testing identifying assumptions in fuzzy regression discontinuity designs
   Quantitative Economics, 2022, 13, (1), 1-28 View citations (1)
   See also Working Paper (2021)

2018

2. Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
   Quantitative Economics, 2018, 9, (1), 441-482 View citations (8)
   See also Working Paper (2015)

2016

3. Optimal bandwidth selection for the fuzzy regression discontinuity estimator
   Economics Letters, 2016, 141, (C), 103-106 View citations (11)
   See also Working Paper (2015)
4. TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES
   Hitotsubashi Journal of Economics, 2016, 57, (1), 111-138
   See also Working Paper (2015)

2015

5. The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?
   Journal of the Japanese and International Economies, 2015, 37, (C), 100-126 View citations (1)
   See also Working Paper (2015)

2008

6. Test for the null hypothesis of cointegration with reduced size distortion
   Journal of Time Series Analysis, 2008, 29, (3), 476-500 View citations (3)
   See also Working Paper (2006)

2007

7. Efficient estimation and inference in cointegrating regressions with structural change
   Journal of Time Series Analysis, 2007, 28, (4), 545-575 View citations (2)
   See also Working Paper (2005)
8. Testing for the Null Hypothesis of Cointegration with a Structural Break
   Econometric Reviews, 2007, 26, (6), 705-739 View citations (60)
   See also Working Paper (2005)

2000

9. Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
   Economics Letters, 2000, 67, (3), 261-271 View citations (1)