4 citations · 4 across the 4 of their papers we have counts for
4 papers
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…
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…
Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
Yoichi Arai, Hidehiko Ichimura
A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off po…
Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
Yoichi Arai, Hidehiko Ichimura
A new bandwidth selection rule that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp re…