4 citations · 4 across the 2 of their papers we have counts for
2 papers
econ.EM2022
GLS under Monotone Heteroskedasticity
Yoichi Arai, Taisuke Otsu, Mengshan Xu
The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function o…
econ.EM2021★ 4 cited
Regression Discontinuity Design with Potentially Many Covariates
Yoichi Arai, Taisuke Otsu, Myung Hwan Seo
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference method…