Details about Yoichi Arai

Access statistics for papers by Yoichi Arai.

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

Short-id: par262

Working Papers

2025

1. Regression discontinuity design with potentially many covariates
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022) View citations (1)
   Papers, arXiv.org (2024) View citations (4)
   Working Paper Series, Institute of Economic Research, Seoul National University (2021) View citations (6)

2024

2. GLS under Monotone Heteroskedasticity
   Papers, arXiv.org
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   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 (2)
   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 (5)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (4)
   See also Journal Article Testing identifying assumptions in fuzzy regression discontinuity designs, Quantitative Economics, Econometric Society (2022) View citations (5) (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 CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
   CeMMAP working papers, Institute for Fiscal Studies (2015)
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2015) View citations (1)
   See also Journal Article Optimal bandwidth selection for the fuzzy regression discontinuity estimator, Economics Letters, Elsevier (2016) View citations (13) (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 CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)
   CeMMAP working papers, Institute for Fiscal Studies (2015)
   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)
   See also Journal Article Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator, Quantitative Economics, Econometric Society (2018) View citations (13) (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 TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES, Hitotsubashi Journal of Economics, Hitotsubashi University (2016) (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 (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) View citations (2) (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, Institute for Fiscal Studies (2013)
    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 Test for the null hypothesis of cointegration with reduced size distortion, Journal of Time Series Analysis, Wiley Blackwell (2008) View citations (3) (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 Efficient estimation and inference in cointegrating regressions with structural change, Journal of Time Series Analysis, Wiley Blackwell (2007) View citations (2) (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 Testing for the Null Hypothesis of Cointegration with a Structural Break, Econometric Reviews, Taylor & Francis Journals (2007) View citations (64) (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 (5)
   See also Working Paper Testing identifying assumptions in fuzzy regression discontinuity designs, CeMMAP working papers (2021) View citations (2) (2021)

2018

2. Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
   Quantitative Economics, 2018, 9, (1), 441-482 View citations (13)
   See also Working Paper Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator, CIRJE F-Series (2015) View citations (7) (2015)

2016

3. Optimal bandwidth selection for the fuzzy regression discontinuity estimator
   Economics Letters, 2016, 141, (C), 103-106 View citations (13)
   See also Working Paper Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator, CIRJE F-Series (2015) View citations (6) (2015)
4. TESTING FOR LINEARITY IN REGRESSIONS WITH I(1) PROCESSES
   Hitotsubashi Journal of Economics, 2016, 57, (1), 111-138
   See also Working Paper Testing for Linearity in Regressions with I(1) Processes, GRIPS Discussion Papers (2015) (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 (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) View citations (2) (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 Test for the null hypothesis of cointegration with reduced size distortion, Hi-Stat Discussion Paper Series (2006) (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 Efficient Estimation and Inference in Cointegrating Regressions with Structural Change, Discussion Papers (2005) View citations (3) (2005)
8. Testing for the Null Hypothesis of Cointegration with a Structural Break
   Econometric Reviews, 2007, 26, (6), 705-739 View citations (64)
   See also Working Paper Testing for the Null Hypothesis of Cointegration with Structural Breaks, CIRJE F-Series (2005) View citations (7) (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)