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Yoichi Arai
Yoichi Arai
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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
1432007
Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Y Arai, H Ichimura
Quantitative Economics 9 (1), 441-482, 2018
352018
Testing identifying assumptions in fuzzy regression discontinuity designs
Y Arai, YC Hsu, T Kitagawa, I Mourifiť, Y Wan
Quantitative Economics 13 (1), 1-28, 2022
202022
Optimal bandwidth selection for the fuzzy regression discontinuity estimator
Y Arai, H Ichimura
Economics Letters 141, 103-106, 2016
172016
Monetary Policy in the Great Recession
Y Arai, T Hoshi
Workingpaper, University of California, San Diego. AraiMonetary Policy in†…, 2003
152003
Efficient estimation and inference in cointegrating regressions with structural change
E Kurozumi, Y Arai
Journal of Time Series Analysis 28 (4), 545-575, 2007
132007
Testing for linearity in regressions with I (1) processes
Y Arai
National Graduate Institute for Policy Studies, 2015
112015
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
92015
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
62013
Regression discontinuity design with potentially many covariates
Y Arai, T Otsu, MH Seo
arXiv preprint arXiv:2109.08351, 2021
52021
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
Causal inference on regression discontinuity designs by high-dimensional methods
Y Arai, T Otsu, MH Seo
LSE, STICERD, 2019
42019
Testing for linearity in regressions with I (1) processes
Y Arai
Hitotsubashi Journal of Economics, 111-138, 2016
42016
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
22013
Supplement to ‘Testing identifying assumptions in fuzzy regression discontinuity designs’
Y Arai, YC Hsu, T Kitagawa, I Mourifiť, Y Wan
Quantitative Economics Supplemental Material 13, 2022
12022
Point optimal test for cointegration with unknown variance-covariance matrix
E Kurozumi, Y Arai
Graduate School of Economics, Hitotsubashi University, 2005
12005
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
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