| Testing for the null hypothesis of cointegration with a structural break Y Arai, E Kurozumi Econometric Reviews 26 (6), 705-739, 2007 | 143 | 2007 |
| Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator Y Arai, H Ichimura Quantitative Economics 9 (1), 441-482, 2018 | 35 | 2018 |
| Testing identifying assumptions in fuzzy regression discontinuity designs Y Arai, YC Hsu, T Kitagawa, I Mourifié, Y Wan Quantitative Economics 13 (1), 1-28, 2022 | 20 | 2022 |
| Optimal bandwidth selection for the fuzzy regression discontinuity estimator Y Arai, H Ichimura Economics Letters 141, 103-106, 2016 | 17 | 2016 |
| Monetary Policy in the Great Recession Y Arai, T Hoshi Workingpaper, University of California, San Diego. AraiMonetary Policy in …, 2003 | 15 | 2003 |
| Efficient estimation and inference in cointegrating regressions with structural change E Kurozumi, Y Arai Journal of Time Series Analysis 28 (4), 545-575, 2007 | 13 | 2007 |
| Testing for linearity in regressions with I (1) processes Y Arai National Graduate Institute for Policy Studies, 2015 | 11 | 2015 |
| 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 | 9 | 2015 |
| 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 | 7 | 2006 |
| 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 | 6 | 2013 |
| Regression discontinuity design with potentially many covariates Y Arai, T Otsu, MH Seo arXiv preprint arXiv:2109.08351, 2021 | 5 | 2021 |
| 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 | 5 | 2008 |
| Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems Y Arai, T Yamamoto Economics Letters 67 (3), 261-271, 2000 | 5 | 2000 |
| Causal inference on regression discontinuity designs by high-dimensional methods Y Arai, T Otsu, MH Seo LSE, STICERD, 2019 | 4 | 2019 |
| Testing for linearity in regressions with I (1) processes Y Arai Hitotsubashi Journal of Economics, 111-138, 2016 | 4 | 2016 |
| 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 | 2 | 2013 |
| Supplement to ‘Testing identifying assumptions in fuzzy regression discontinuity designs’ Y Arai, YC Hsu, T Kitagawa, I Mourifié, Y Wan Quantitative Economics Supplemental Material 13, 2022 | 1 | 2022 |
| Point optimal test for cointegration with unknown variance-covariance matrix E Kurozumi, Y Arai Graduate School of Economics, Hitotsubashi University, 2005 | 1 | 2005 |
| GLS under monotone heteroskedasticity Y Arai, T Otsu, M Xu arXiv preprint arXiv:2210.13843, 2022 | | 2022 |
| Regression Discontinuity Design with Potentially Many Covariates MH Seo, Y Arai, T Otsu Institute of Economic Research, Seoul National University Working Paper Series, 2021 | | 2021 |
Hidehiko IchimuraDepartment of Economics, University of Arizona and Graduate School of Economics, University of TokyoVerified email at arizona.edu
