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2008 Fiscal Year Final Research Report

New Developments in Microeconometrics : Theories and Applications

Research Project

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Project/Area Number 18203013
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionThe University of Tokyo

Principal Investigator

KUNITOMO Naoto  The University of Tokyo, 大学院・経済学研究科, 教授 (10153313)

Co-Investigator(Kenkyū-buntansha) OHYA Kousuke  大阪大学, 大学院・経済学研究科, 教授 (20233281)
ICHIMURA Hidehiko  東京大学, 大学院・経済学研究科, 教授 (50401196)
TAKAHASHI Hajime  一橋大学, 大学院・経済学研究科, 教授 (70154838)
OMORI Yasuhiro  東京大学, 大学院・経済学研究科, 准教授 (60251188)
SAWADA Yasuyuki  東京大学, 大学院・経済学研究科, 准教授 (40322078)
OHASHI Hiroshi  東京大学, 大学院・経済学研究科, 准教授 (00361577)
Project Period (FY) 2006 – 2008
Keywords(1) ミクロ計量経済学 / (2) ミクロ・データ解析 / (3) 政策プログラム評価問題 / (4) セミ・パラメトリック法 / (5) パネル・データ分析
Research Abstract

本プロジェクトでは近年において目覚ましく発展しているミクロ計量経済学(Micro-econometrics)の理論および実証分析の展開を踏まえて、統計的理論と経済学的実証分析の両面において研究活動を行った。特に政策プログラム評価問題、パネル計量経済分析、多操作変数(many instruments)問題、弱操作変数(weak instruments)問題などに関連する統計的理論と経済的実証分析について多くの研究成果があった。

  • Research Products

    (15 results)

All 2009 2008 2007 2006

All Journal Article (10 results) (of which Peer Reviewed: 10 results) Presentation (3 results) Book (2 results)

  • [Journal Article] Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations2009

    • Author(s)
      Kunitomo, Naoto and Yukitoshi Matsushita
    • Journal Title

      Journal of Multivariate Analysis (印刷中)

    • Peer Reviewed
  • [Journal Article] On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments2009

    • Author(s)
      Anderson, T. W.; Naoto Kunitomo and Yukitoshi Matsushita
    • Journal Title

      Journal of Econometrics (印刷中,)

    • Peer Reviewed
  • [Journal Article] Estimation and Testing for Dependence in Market Microstructure Noise2009

    • Author(s)
      M. Ubukata and K. Oya
    • Journal Title

      Journal of Financial Econometrics (印刷中)

    • Peer Reviewed
  • [Journal Article] Tobit model with covariate dependent thresholds2009

    • Author(s)
      Y. Omori and K. Miyawaki
    • Journal Title

      Computational Statistics and Data Analysis (掲載決定)

    • Peer Reviewed
  • [Journal Article] Those Who Are Left Behind : An Estimate of the Number of Family Members of Suicide Victims in Japan2009

    • Author(s)
      Chen, Joe, Yun Jeong Choi, Kohta Mori, Yasayuki Sawada and Saki Sugano
    • Journal Title

      Social Indicators Research (掲載決定,)

    • Peer Reviewed
  • [Journal Article] Smoothed versions of statistical functionals from a finite population2008

    • Author(s)
      Hitoshi Motoyama and Hajime Takahashi
    • Journal Title

      J. Japan Statist. Soc Vol.38 No.3

      Pages: 475-504

    • Peer Reviewed
  • [Journal Article] Effects of Technology Adoption on Productivity and Industry Growth : Steel Refining Furnaces2008

    • Author(s)
      Hiroshi Ohashi, Tsuyoshi Nakamura
    • Journal Title

      Journal of Industrial Economics LVI(3)

      Pages: 744-757

    • Peer Reviewed
  • [Journal Article] Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds2007

    • Author(s)
      R.Blundell, A.Gosling, H.Ichimura and C.Meghir
    • Journal Title

      Econometrica Vol.75No.2

      Pages: 323-363

    • Peer Reviewed
  • [Journal Article] Efficient Gibbs sampler for Bayesian analysis of a sample selection model2007

    • Author(s)
      Omori, Y
    • Journal Title

      Statistics and Probability Letters Vol.77No.12,1

      Pages: 1300-1311

    • Peer Reviewed
  • [Journal Article] The influences of random effects on univariate and bivariate discrete proportional hazards models2006

    • Author(s)
      Omori, Y. and Johnson,R.A
    • Journal Title

      Communications in Statistics-Theory and Methods Vol.35

      Pages: 1757-1764

    • Peer Reviewed
  • [Presentation] Bias corrected realized volatility with dependent microstructure noise2008

    • Author(s)
      大屋幸輔
    • Organizer
      2nd International Workshop on Computational and Financial Econometrics (CFE'08)
    • Place of Presentation
      University of Neuchatel, Neuchatel, Switzerland
    • Year and Date
      20080619-21
  • [Presentation] The conditional limited information maximum likelihood appro ach to dynamic panel structural equations2007

    • Author(s)
      N.Kuniotmo, K.Akashi
    • Organizer
      第22回ヨーロッパ経済連合会議及び第62回経済学会ヨーロッパ会議
    • Place of Presentation
      於Central European Univ. ( Budapest, Hungary)
    • Year and Date
      20070827-31
  • [Presentation] Leverage, heavy-tails and correlated jumps in stochastic volatility models2007

    • Author(s)
      中島( 上智大学)・大森裕浩
    • Organizer
      International Workshop on Computational and Financial Econometrics
    • Place of Presentation
      University of Geneva, Switzerland
    • Year and Date
      20070420-22
  • [Book] 計算統計学の方法ーブートストラップ、EM アルゴリズム、MCMC2008

    • Author(s)
      小西貞則・越智義道・大森裕浩
    • Total Pages
      223
    • Publisher
      朝倉書店
  • [Book] ミクロ計量経済の方法 : パネル分析の方法(C. Hsiao著)2007

    • Author(s)
      国友直人
    • Total Pages
      380
    • Publisher
      東洋経済新報社

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Published: 2010-06-10   Modified: 2016-04-21  

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