Yoichi Arai
Yoichi Arai
Verified email at waseda.jp - Homepage
Title
Cited by
Cited by
Year
Testing for the null hypothesis of cointegration with a structural break
Y Arai, E Kurozumi
Econometric Reviews 26 (6), 705-739, 2007
1182007
Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Y Arai, H Ichimura
Quantitative Economics 9 (1), 441-482, 2018
262018
Monetary Policy in the Great Recession
Y Arai, T Hoshi
Workingpaper, University of California, San Diego. AraiMonetary Policy in†…, 2003
152003
Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Y Arai, H Ichimura
Economics Letters 141, 103-106, 2016
122016
Testing for linearity in regressions with I (1) processes
Y Arai
National Graduate Institute for Policy Studies, 2015
112015
Testing identifying assumptions in fuzzy regression discontinuity designs
Y Arai, Y Hsu, T Kitagawa, I Mourifiť, Y Wan
cemmap working paper, 2019
102019
Efficient estimation and inference in cointegrating regressions with structural change
E Kurozumi, Y Arai
Journal of Time Series Analysis 28 (4), 545-575, 2007
102007
Monetary policy in the great stagnation
Y Arai, T Hoshi, MM Hutchison, F Westermann
Japan’s Great Stagnation: Financial and Monetary Policy Lessons for Advanced†…, 2006
72006
Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design
Y Arai, H Ichimura
cemmap working paper, 2013
52013
Test for the null hypothesis of cointegration with reduced size distortion
E Kurozumi, Y Arai
Journal of Time Series Analysis 29 (3), 476-500, 2008
52008
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Y Arai, T Yamamoto
Economics Letters 67 (3), 261-271, 2000
52000
The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?
Y Arai, H Ichimura, D Kawaguchi
Journal of the Japanese and International Economies 37, 100-126, 2015
42015
Supplement to Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design
Y Arai, H Ichimura
mimeo, 2013
32013
Causal inference on regression discontinuity designs by high-dimensional methods
Y Arai, T Otsu, MH Seo
LSE, STICERD, 2019
22019
Testing for linearity in regressions with I (1) processes
Y Arai
Hitotsubashi Journal of Economics, 111-138, 2016
22016
Point optimal test for cointegration with unknown variance-covariance matrix
E Kurozumi, Y Arai
Graduate School of Economics, Hitotsubashi University Discussion Papers, 2005
12005
Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Regression Discontinuity Design
Y Arai, H Ichimura
2013
What keeps Japanese youth’s employment rate high? The role of educational upgrading
Y Arai, H Ichimura, D Kawaguchi
2013
Test for the null hypothesis of cointegration with
E Kurozumi, Y Arai
Econometric Theory 11, 952-983, 2006
2006
Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in" Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705-739.)
Y Arai, E Kurozumi
CARF F-Series, 2005
2005
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