氏名

ホシノ タダオ

星野 匡郎

職名

准教授

所属

(政治経済学部)

連絡先

メールアドレス

メールアドレス
thoshino@waseda.jp

URL等

WebページURL

https://tadaohoshino.wordpress.com/

研究者番号
80726430

論文

The effect of seismic hazard risk information on property prices: Evidence from a spatial regression discontinuity design

Hidano, Noboru; Hoshino, Tadao; Sugiura, Ayako

Regional Science and Urban Economics53p.113 - 1222015年07月-2015年07月 

DOIScopus

詳細

ISSN:01660462

概要:© 2015 Elsevier B.V. In this paper, we utilize a spatial two-dimensional regression discontinuity (RD) design to study how Tokyo's property market evaluates information on seismic hazard risk. This approach is superior to the conventional one-dimensional RD design as it is able to account for spatially heterogeneous treatment effects and reduce small-sample biases. Our data consists of residential property transactions from the 23-ward area of Tokyo. Our results show that the unit prices of residential properties in low-risk zones were between 13,970-17,380 JPY higher than those in high-risk zones depending on the type of seismic hazard risk. In addition, we find that information on seismic hazard risk does not significantly affect the prices of newly constructed apartments, which are more resistant to earthquake damage than older residences.

Sieve instrumental variable quantile regression estimation of functional coefficient models

Su, Liangjun; Hoshino, Tadao

Journal of Econometrics191(1)p.231 - 2542016年03月-2016年03月 

DOIScopus

詳細

ISSN:03044076

概要:© 2015 Elsevier B.V. All rights reserved.In this paper we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We estimate the functional coefficients by the sieve-IVQR technique and establish the uniform consistency and asymptotic normality of the estimators. Based on the sieve estimates, we propose a nonparametric specification test for the constancy of the functional coefficients and study its asymptotic. We conduct simulations to evaluate the finite sample behavior of our estimator and test statistic, and apply our method to study the estimation of quantile Engel curves.

Sieve instrumental variable quantile regression estimation of functional coefficient models

Su, Liangjun; Hoshino, Tadao

Journal of Econometrics191(1)p.231 - 2542016年03月-2016年03月 

DOIScopus

詳細

ISSN:03044076

概要:© 2015 Elsevier B.V. All rights reserved.In this paper we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We estimate the functional coefficients by the sieve-IVQR technique and establish the uniform consistency and asymptotic normality of the estimators. Based on the sieve estimates, we propose a nonparametric specification test for the constancy of the functional coefficients and study its asymptotic. We conduct simulations to evaluate the finite sample behavior of our estimator and test statistic, and apply our method to study the estimation of quantile Engel curves.

Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

Hoshino, Tadao

Journal of Business and Economic Statistics36(1)p.160 - 1722018年01月-2018年01月 

DOIScopus

詳細

ISSN:07350015

概要:© 2018 American Statistical Association. This study considers semiparametric spatial autoregressive models that allow for endogenous regressors, as well as the heterogenous effects of these regressors across spatial units. For the model estimation, we propose a semiparametric series generalized method of moments estimator. We establish that the proposed estimator is both consistent and asymptotically normal. As an empirical illustration, we apply the proposed model and method to Tokyo crime data to estimate how the existence of a neighborhood police substation (NPS) affects the household burglary rate. The results indicate that the presence of an NPS helps reduce household burglaries, and that the effects of some variables are heterogenous with respect to residential distribution patterns. Furthermore, we show that using a model that does not adjust for the endogeneity of NPS does not allow us to observe the significant relationship between NPS and the household burglary rate. Supplementary materials for this article are available online.

Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data

Hoshino, Tadao

Journal of Business and Economic Statistics36(1)p.160 - 1722018年01月-2018年01月 

DOIScopus

詳細

ISSN:07350015

概要:© 2018 American Statistical Association. This study considers semiparametric spatial autoregressive models that allow for endogenous regressors, as well as the heterogenous effects of these regressors across spatial units. For the model estimation, we propose a semiparametric series generalized method of moments estimator. We establish that the proposed estimator is both consistent and asymptotically normal. As an empirical illustration, we apply the proposed model and method to Tokyo crime data to estimate how the existence of a neighborhood police substation (NPS) affects the household burglary rate. The results indicate that the presence of an NPS helps reduce household burglaries, and that the effects of some variables are heterogenous with respect to residential distribution patterns. Furthermore, we show that using a model that does not adjust for the endogeneity of NPS does not allow us to observe the significant relationship between NPS and the household burglary rate. Supplementary materials for this article are available online.

外部研究資金

科学研究費採択状況

研究種別:

フィールドからラボへ政策設計実験ラボの構築に向けて:環境保全の制度設計を事例に

2018年-0月-2021年-0月

配分額:¥16510000

研究種別:

相互作用を考慮したトリートメント効果の推定

2015年-0月-2019年-0月

配分額:¥3900000

研究種別:

統計的因果推論と構造推定の融合

2020年-0月-2025年-0月

配分額:¥4030000

学内研究制度

特定課題研究

構造推定アプローチによる経済政策評価

2014年度共同研究者:中西勇人

研究成果概要:(1) 不動産オークションデータを活用し,環境質に対する需要関数をデータから直接推定する方法を提案した。実証分析では,東京地方裁判所において実施された住居用マンションの競売データを用い,住居近隣の防火水準の改善がもたらす経済的価値...(1) 不動産オークションデータを活用し,環境質に対する需要関数をデータから直接推定する方法を提案した。実証分析では,東京地方裁判所において実施された住居用マンションの競売データを用い,住居近隣の防火水準の改善がもたらす経済的価値を測定した。以上の結果を論文としてまとめ,学術誌Land Economicsへ投稿した。(2) 内生変数を含むセミパラメトリック空間計量経済モデルに対して,Series 2SLS法を用いた推定方法を提案した。Series 2SLS推定量の漸近的性質を証明した後,実証分析として,東京都における地域犯罪と交番立地の関係性を調べた。以上の結果を論文としてまとめ,学術誌Journal of Business & Economic Statisticsへ投稿した。

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