CIRJE F-Series

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CIRJE-F-597: A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility

Kyo Yamamoto and Akihiko Takahashi

CIRJE-F-596: Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment

Kyo Yamamoto, Seisho Sato and Akihiko Takahashi

CIRJE-F-595: Tax Competition, Public Good Provision, and Income Redistribution: The Case of Linear Capital Income Tax

Toshihiro Ihori and C.C. Yang

CIRJE-F-594: Tobit Model with Covariate Dependent Thresholds

Yasuhiro Omori and Koji Miyawaki

CIRJE-F-593: Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court

Takako Idee, Shinichiro Iwata and Teruyuki Taguchi

CIRJE-F-592: Hedge Fund Replication

Akihiko Takahashi and Kyo Yamamoto

CIRJE-F-591: Trade and Location with Land as a Productive Factor

Michael Pfluger and Takatoshi Tabuchi

CIRJE-F-590: Bartlett-type Correction of the Generalized Least Squares Test in the Fay-Herriot Model

Tatsuya Kubokawa

CIRJE-F-589: The Rise of China and Sustained Recovery of Japan

Shin-ichi Fukuda

CIRJE-F-588: Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity

Naoto Kunitomo and Yukitoshi Matsushita

CIRJE-F-587: Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields

Yoshihiro Yajima and Yasumasa Matsuda

CIRJE-F-586: Financial Imperfection and Outsourcing Decision

Noriyuki Yanagawa

CIRJE-F-585: Biased Motivation of Experts: Should They be Aggressive or Conservative?

Noriyuki Yanagawa

CIRJE-F-584: Modified Bayesian Information Criterion in Linear Mixed Models

Tatsuya Kubokawa and Muni S. Srivastava

CIRJE-F-583: Exclusive Dealing Contract and Inefficient Entry Threat

Noriyuki Yanagawa and Ryoko Oki

CIRJE-F-582: The Backward-bending Commute times of Married Women with Household Responsibility

Shinichiro Iwata and Keiko Tamada

CIRJE-F-581: Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise

Naoto Kunitomo and Seisho Sato

CIRJE-F-580: Company Strategies and Sport Models

Christer Ericsson

CIRJE-F-579: Industrial Paternalistic Corporate Company Strategies in Theory and Practice in Nordic Countries and Japan from 1900s to 1960s

Christer Ericsson

CIRJE-F-578: Minimaxity of the Stein Risk-Minimization Estimator for a Normal Mean Matrix

Tatsuya Kubokawa and Hisayuki Tsukuma

CIRJE-F-577: On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments

T. W. Anderson, Naoto Kunitomo and Yukitoshi Matsushita

CIRJE-F-576: An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity

Naoto Kunitomo

CIRJE-F-575: Conditional Information Criteria for Selecting Variables in Linear Mixed Models

Muni S. Srivastava and Tatsuya Kubokawa

CIRJE-F-574: Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu

CIRJE-F-573: Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes

Nikolay Gospodinov and Masayuki Hirukawa

CIRJE-F-572: Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect

Takashi Kano

CIRJE-F-571: The Middle Class Patriarch in the Bourgeois Public

Christer Ericsson and Bjorn Horgby

CIRJE-F-570: Integral Inequality for Minimaxity in the Stein Problem

Tatsuya Kubokawa

CIRJE-F-569: A reappraisal of the incidence of employer contributions to social security in Japan

Junya Hamaaki and Yasushi Iwamoto

CIRJE-F-568: Bayesian Estimation of Demand Functions under Block Rate Pricing

Koji Miyawaki, Yasuhiro Omori and Akira Hibiki

CIRJE-F-567: A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models

Akihiko Takahashi and Akira Yamazaki

CIRJE-F-566: Supplier Networks and Aircraft Production in Wartime Japan

Tetsuji Okazaki

CIRJE-F-565: Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution

Takao Kobayashi, Risa Sai and Kazuya Shibata

CIRJE-F-564: Impaired Bank Health and Default Risk

Shin-ichi Fukuda, Munehisa Kasuya and Kentaro Akashi

CIRJE-F-563: Industrial Policy Cuts Two Ways: Evidence from Cotton Spinning Firms in Japan, 1956-1964

Kozo Kiyota and Tetsuji Okazaki

CIRJE-F-562: Industrial Development, Firm Dynamics and Patterns of Productivity Growth: The Case of the Cotton Spinning Industry in Prewar Japan, 1894-1924

Tetsuji Okazaki

CIRJE-F-561: Consumption Side Agglomeration Economies in Japanese Cities

Chisato Asahi, Satoshi Hikino and Yoshitsugu Kanemoto

CIRJE-F-560: Effects of Reputation in Bubbles and Crashes

Hitoshi Matsushima

CIRJE-F-559: On Testing Linear Hypothesis in a Nested Error Regression Model

Tatsuya Kubokawa and Nyambaa Erdembat

CIRJE-F-558: Suicide and Life Insurance

Joe Chen, Yun Jeong Choi and Yasuyuki Sawada

CIRJE-F-557: How Is Suicide Different in Japan?

Joe Chen, Yun Jeong Choi and Yasuyuki Sawada

CIRJE-F-556: Bayesian Estimation of Entry Games with Application to Japanese Airline Data

Shinya Sugawara and Yasuhiro Omori

CIRJE-F-555: How to Measure the Outcome of Innovations: Application to Product Innovations

Hiroshi Ohashi

CIRJE-F-554: National Adversity: Managing Insurance and Protection

Toshihiro Ihori and Martin McGuireb

CIRJE-F-553: Interregional Tax Competition and Intraregional Political Competition: The Optimal Provision of Public Goods

Toshihiro Ihori and C. C. Yang

CIRJE-F-552: Overlapping Tax Revenue, Local Debt Control and Soft-Budget Constraint

Toshihiro Ihori

CIRJE-F-551: Voluntarily Separable Prisoner's Dilemma with Reference Letters

Takako Fujiwara-Greve, Masahiro Okuno-Fujiwara and Nobue Suzuki

CIRJE-F-550: Substituability between Mobile and Fixed Telephones: Evidence and Implications for India

Muttur Ranganathan Narayana

CIRJE-F-549: Agrarian Land Tenancy in Prewar Japan: Contract Choice and Implications on Productivity

Yutaka Arimoto, Tetsuji Okazaki and Masaki Nakabayashi

CIRJE-F-548: Effects of Transparency in Procurement Practices on Government Expenditure: A Case Study of Municipal Public Works

Hiroshi Ohashi