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A theory of statistical inference for semiparametric econometric models(Fostering Joint International Research)

Research Project

Project/Area Number 16KK0074
Research Category

Fund for the Promotion of Joint International Research (Fostering Joint International Research)

Allocation TypeMulti-year Fund
Research Field Economic statistics
Research InstitutionHitotsubashi University (2017, 2019)
Tokyo Institute of Technology (2016)

Principal Investigator

Matsushita Yukitoshi  一橋大学, 大学院経済学研究科, 准教授 (50593589)

Project Period (FY) 2017 – 2019
Project Status Completed (Fiscal Year 2019)
Budget Amount *help
¥13,260,000 (Direct Cost: ¥10,200,000、Indirect Cost: ¥3,060,000)
Keywords経験尤度法 / セミパラメトリックモデル / 統計的推測
Outline of Final Research Achievements

First, we proposed new statistical inference methods for general semiparametric models by empirical likelihood and developed a nonstandard asymptotic theory to improve their statistical properties. Second, we proposed new statistical inference methods for volatility measures in high frequency data environments by nonparametric likelihood and discussed their statistical properties. Third, we performed empirical studies on the impact of safe water on infectious disease using semi/nonparametric models.

Academic Significance and Societal Importance of the Research Achievements

近年の計量経済分析において、関数形についての仮定をできるだけ置かないセミ・ノンパラメトリックモデルは不可欠なものとなってきている。しかし、セミ・ノンパラメトリックモデルは「モデルの特定化バイアス」を軽減することができる一方、置かれている仮定が少ないために様々な統計的推測における問題が生じることがあり、信頼性の高い統計的推測法の開発は重要な課題である。本研究では、いくつかの具体的なセミパラメトリックモデルにおいて新たな統計的推測法を開発するとともに、一般のセミパラメトリックモデルにおける統計的推測理論の構築のために有益ないくつかの理論的結果を導出した。

Report

(2 results)
  • 2019 Annual Research Report   Final Research Report ( PDF )
  • Research Products

    (3 results)

All 2019

All Int'l Joint Research (1 results) Journal Article (1 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 1 results) Presentation (1 results)

  • [Int'l Joint Research] London School of Economics(英国)2019

    • Year and Date
      2019-03-26
    • Related Report
      2019 Annual Research Report
  • [Journal Article] Likelihood inference on semiparametric models with generated regressors2019

    • Author(s)
      Matsushita, Y. and T. Otsu
    • Journal Title

      Econometric Theory

      Volume: 印刷中 Issue: 4 Pages: 626-657

    • DOI

      10.1017/s026646661900029x

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Presentation] Empirical Likelihood for Network Data2019

    • Author(s)
      Yukitoshi Matsushita
    • Organizer
      LSE Joint econometrics and Statistics Workshop
    • Related Report
      2019 Annual Research Report

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Published: 2017-03-15   Modified: 2021-02-19  

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