Name

ARAI, Yoichi

Official Title

Associate Professor

Affiliation

(School of Social Sciences)

Contact Information

URL

Web Page URL

http://www.f.waseda.jp/yarai/

Grant-in-aids for Scientific Researcher Number
50376571

Educational background・Degree

Degree

Ph.D. (Economics) University of California, San Diego

Academic Society Joined

Econometric Society

American Economic Association

Japanese Economic Association

Japan Statistical Society

OfficerCareer(Outside the campus)

2006/04-2008/03Japan Statistical SocietyAssociate Editor

Research Field

Keywords

Econometrics, Applied Econometrics

Paper

Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator

Yoichi Arai, Hidehiko Ichimura

Quantitative Economics Peer Review Yes 9(1) p.441 - 4822018/04-

DOI

Testing for Linearity in Regressions with I(1) Processes

Yoichi Arai

Hitotsubashi Journal of Economics Peer Review Yes 57(1) p.111 - 1382016/06-

DOI

Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator

Yoichi Arai, Hidehiko Ichimura

Economics Letters Peer Review Yes 141p.103 - 1062016/04-

DOI

The educational upgrading of Japanese youth, 1982-2007: Are Japanese youth ready for structural reforms?

Yoichi Arai, Hidehiko Ichimura, Daiji Kawaguchi

Journal of the Japanese and International Economies Peer Review Yes 37p.100 - 1262015/09-

DOI

Test for the null hypothesis of cointegration with reduced size distortion

Eiji Kurozumi, Yoichi Arai

Journal of Time Series Analysis Peer Review Yes 29(3) p.476 - 5002008/05-

DOI

Efficient estimation and inference in cointegrating regressions with structural change

Eiji Kurozumi, Yoichi Arai

Journal of Time Series Analysis Peer Review Yes 28(4) p.545 - 5752007/07-

DOI

Testing for the Null Hypothesis of Cointegration with a Structural Break

Yoichi Arai, Eiji Kurozumi

Econometric Reviews Peer Review Yes 26(6) p.705 - 7392007/12-

DOI

Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems

Yoichi Arai, Taku Yamamoto

Economics Letters Peer Review Yes 67(3) p.261 - 2712000/06-

DOI

Books And Publication

Monetary Policy in the Great Stagnation

Yoichi Arai, Takeo Hoshi(Sharing writing)

MIT Press2006/06-

Detali

Total Number of Pages:290Responsible Number of Pages:157-181ISBN:9780262083478

Multiple Regression and Matching Estimator

Yoichi Arai

Japanese Journal of Labor Studies2015/04-

Detali

Responsible Number of Pages:14-15

Research Grants & Projects

Grant-in-aids for Scientific Research Adoption Situation

Research Classification:

The impact of labor market policy interventions on labor market outcomes

2011/-0-2015/-0

Allocation Class:¥18070000

Research Classification:

Econometric Analysis of Program Evaluation and Its Application to Unemployment Insurance Policy

2011/-0-2015/-0

Allocation Class:¥15730000

Research Classification:

New methods for Program Evaluation: Application to issues related to aging

2010/-0-2014/-0

Allocation Class:¥46280000

Research Classification:

Econometrics Theory of Program or Policy Evaluation using Time Series Data with Continuous Policy Variables and its Applications

Allocation Class:¥4290000

On-campus Research System

Special Research Project

Fuzzy Regression Discontinuity Designにおける識別条件の検定

2018Collaborator:Yu-Chin Hsu, Toru Kitagwa, Ismael Mourifie, Yuanyuan Wan

Research Results Outline:本研究課題においてはファジー回帰不連続分析における仮定の妥当性を検証するための新しい検定方法を提案した。まず回帰不連続分析において平均政策効果を識別す本研究課題においてはファジー回帰不連続分析における仮定の妥当性を検証するための新しい検定方法を提案した。まず回帰不連続分析において平均政策効果を識別するための仮定より導かれる結果変数と政策変数の同時分布に関する不等号制約を導出した。その不等号制約は...本研究課題においてはファジー回帰不連続分析における仮定の妥当性を検証するための新しい検定方法を提案した。まず回帰不連続分析において平均政策効果を識別するための仮定より導かれる結果変数と政策変数の同時分布に関する不等号制約を導出した。その不等号制約は仮定の妥当性を検証するためにデータが持っている情報を最大限用いていることも示した。本アプローチは、操作変数の情報のみを用いる既存の検定とは異なり、結果変数と政策変数の情報も用いることに大きな違いがある。そして、提案された検定方法は帰無仮説の下でも対立仮説の下でも優れた統計的な性質を持っていることも示した。そして、本課題の検定方法を用いて、実際にファジー回帰不連続分析のフレームワークを用いて分析が行われた二つの事例を検証した。

Lecture Course

Course TitleSchoolYearTerm
Basics of Statistical Analysis BSchool of Social Sciences2019fall semester
Econometrics ISchool of Social Sciences2019spring semester
Econometrics IISchool of Social Sciences2019fall semester
SeminarI (Studies in Applied Econometrics/fall semester)School of Social Sciences2019fall semester
SeminarII (Studies in Applied Econometrics/spring semester)School of Social Sciences2019spring semester
SeminarII (Studies in Applied Econometrics/fall semester)School of Social Sciences2019fall semester
SeminarIII (Studies in Applied Econometrics/spring semester)School of Social Sciences2019spring semester
SeminarIII (Studies in Applied Econometrics/fall semester)School of Social Sciences2019fall semester
Applied Econometrics ISchool of Social Sciences2019spring semester
Applied Econometrics IISchool of Social Sciences2019fall semester
Learning Community LSchool of Social Sciences2019summer quarter
Empirical Study on Policy EvaluationSchool of Social Sciences2019spring semester
Freshman Seminar (Fall) CSchool of Social Sciences2019fall semester
Econometrics for Policy Evaluation IGraduate School of Social Sciences2019spring semester
Econometrics for Policy Evaluation IIGraduate School of Social Sciences2019fall semester
Research on Econometrics for Policy Evaluation I (spring semester)Graduate School of Social Sciences2019spring semester
Research on Econometrics for Policy Evaluation I (fall semester)Graduate School of Social Sciences2019fall semester
Research on Econometrics for Policy Evaluation II (spring semester)Graduate School of Social Sciences2019spring semester
Research on Econometrics for Policy Evaluation II (fall semester)Graduate School of Social Sciences2019fall semester