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Yoichi Arai

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This is information that was supplied by Yoichi Arai in registering through RePEc. If you are Yoichi Arai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Yoichi
Middle Name:
Last Name: Arai
Suffix:

RePEc Short-ID: par262

Email: [This author has chosen not to make the email address public]
Homepage: http://www3.grips.ac.jp/~yarai/
Postal Address:
Phone:

Affiliation

National Graduate Institute for Policy Studies (GRIPS)
Location: Tokyo, Japan
Homepage: http://www.grips.ac.jp/
Email:
Phone: +81-(0)3-6439-6000
Fax: +81-(0)3-6439-6010
Postal: 7-22-1 Roppongi, Minato-ku, Tokyo, Japan 106-8677
Handle: RePEc:edi:gripsjp (more details at EDIRC)

Works

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Working papers

  1. Yoichi Arai & Hidehiko Ichimura, 2014. "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-927, CIRJE, Faculty of Economics, University of Tokyo.
  2. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.
  3. Eiji Kurozumi & Yoichi Arai, 2006. "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series d06-190, Institute of Economic Research, Hitotsubashi University.
  4. Kurozumi, Eiji & Arai, Yoichi, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.
  5. Kurozumi, Eiji & Arai, Yoichi, 2005. "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers 2005-08, Graduate School of Economics, Hitotsubashi University.
  6. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series CARF-F-022, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  7. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
  8. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).
  9. Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Eiji Kurozumi & Yoichi Arai, 2008. "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 476-500, 05.
  2. Eiji Kurozumi & Yoichi Arai, 2007. "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 545-575, 07.
  3. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
  4. Arai, Yoichi & Yamamoto, Taku, 2000. "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems," Economics Letters, Elsevier, vol. 67(3), pages 261-271, June.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2004-08-02
  2. NEP-ECM: Econometrics (4) 2004-10-21 2005-02-20 2006-11-25 2013-06-24. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2004-10-21 2005-02-20 2006-11-25. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2004-08-02
  5. NEP-MON: Monetary Economics (1) 2004-08-02

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