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Details about Yoichi Arai

Homepage:https://yarai.w.waseda.jp/index.htm
Workplace:School of Social Sciences, Waseda University, (more information at EDIRC)

Access statistics for papers by Yoichi Arai.

Last updated 2023-10-05. Update your information in the RePEc Author Service.

Short-id: par262


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Working Papers

2024

  1. GLS under Monotone Heteroskedasticity
    Papers, arXiv.org Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022) Downloads
  2. Regression Discontinuity Design with Potentially Many Covariates
    Papers, arXiv.org Downloads View citations (4)
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022) Downloads View citations (1)
    Working Paper Series, Institute of Economic Research, Seoul National University (2021) Downloads View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) Downloads

2021

  1. Testing identifying assumptions in fuzzy regression discontinuity designs
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in Working Papers, University of Toronto, Department of Economics (2018) Downloads View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (5)

    See also Journal Article Testing identifying assumptions in fuzzy regression discontinuity designs, Quantitative Economics, Econometric Society (2022) Downloads View citations (3) (2022)

2019

  1. 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 Downloads View citations (1)

2015

  1. Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2015) Downloads View citations (1)

    See also Journal Article Optimal bandwidth selection for the fuzzy regression discontinuity estimator, Economics Letters, Elsevier (2016) Downloads View citations (12) (2016)
  2. Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (7)
    Also in GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2014) Downloads View citations (6)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2014) Downloads View citations (1)
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (7)

    See also Journal Article Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator, Quantitative Economics, Econometric Society (2018) Downloads View citations (12) (2018)
  3. Testing for Linearity in Regressions with I(1) Processes
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies Downloads
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2004) Downloads View citations (3)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2004) Downloads View citations (9)

    See also Journal Article TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES, Hitotsubashi Journal of Economics, Hitotsubashi University (2016) Downloads (2016)
  4. The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    See also Journal Article The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?, Journal of the Japanese and International Economies, Elsevier (2015) Downloads View citations (2) (2015)

2014

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

2013

  1. 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 Downloads View citations (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (3)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2013) Downloads View citations (4)

2006

  1. Test for the null hypothesis of cointegration with reduced size distortion
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads
    See also Journal Article Test for the null hypothesis of cointegration with reduced size distortion, Journal of Time Series Analysis, Wiley Blackwell (2008) Downloads View citations (3) (2008)

2005

  1. Efficient Estimation and Inference in Cointegrating Regressions with Structural Change
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads View citations (3)
    See also Journal Article Efficient estimation and inference in cointegrating regressions with structural change, Journal of Time Series Analysis, Wiley Blackwell (2007) Downloads View citations (2) (2007)
  2. Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads View citations (1)
  3. Testing for the Null Hypothesis of Cointegration with Structural Breaks
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (7)
    See also Journal Article Testing for the Null Hypothesis of Cointegration with a Structural Break, Econometric Reviews, Taylor & Francis Journals (2007) Downloads View citations (63) (2007)
  4. 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 Downloads

2004

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

Journal Articles

2022

  1. Testing identifying assumptions in fuzzy regression discontinuity designs
    Quantitative Economics, 2022, 13, (1), 1-28 Downloads View citations (3)
    See also Working Paper Testing identifying assumptions in fuzzy regression discontinuity designs, CeMMAP working papers (2021) Downloads View citations (2) (2021)

2018

  1. Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
    Quantitative Economics, 2018, 9, (1), 441-482 Downloads View citations (12)
    See also Working Paper Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator, CIRJE F-Series (2015) Downloads View citations (7) (2015)

2016

  1. Optimal bandwidth selection for the fuzzy regression discontinuity estimator
    Economics Letters, 2016, 141, (C), 103-106 Downloads View citations (12)
    See also Working Paper Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator, CIRJE F-Series (2015) Downloads View citations (6) (2015)
  2. TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES
    Hitotsubashi Journal of Economics, 2016, 57, (1), 111-138 Downloads
    See also Working Paper Testing for Linearity in Regressions with I(1) Processes, GRIPS Discussion Papers (2015) Downloads (2015)

2015

  1. 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 Downloads View citations (2)
    See also Working Paper The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?, IZA Discussion Papers (2015) Downloads View citations (2) (2015)

2008

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

2007

  1. Efficient estimation and inference in cointegrating regressions with structural change
    Journal of Time Series Analysis, 2007, 28, (4), 545-575 Downloads View citations (2)
    See also Working Paper Efficient Estimation and Inference in Cointegrating Regressions with Structural Change, Discussion Papers (2005) Downloads View citations (3) (2005)
  2. Testing for the Null Hypothesis of Cointegration with a Structural Break
    Econometric Reviews, 2007, 26, (6), 705-739 Downloads View citations (63)
    See also Working Paper Testing for the Null Hypothesis of Cointegration with Structural Breaks, CIRJE F-Series (2005) Downloads View citations (7) (2005)

2000

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