2014 Fiscal Year Final Research Report
Statistical Inference for Nonparametric and Semiparametric Econometric Models
| Project/Area Number |
24730191
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Economic statistics
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| Research Institution | Tokyo Institute of Technology (2013-2014)
University of Tsukuba (2012) |
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Principal Investigator |
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| Project Period (FY) |
2012-04-01 – 2015-03-31
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| Keywords | ノンパラメトリックモデル / セミパラメトリックモデル / 統計的推測 / 経験尤度法 |
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| Outline of Final Research Achievements |
We proposed new statistical inference methods for several nonparametric and semiparametric models and discussed their performance by asymptotic theory and numerical experiments. To be specific, we considered (1) semiparametric functional coefficient models, (2) regression discontinuity design, (3) discontinuity in density, (4) volatility under high frequency data, (5) average treatment effects. We discussed the empirical likelihood method for (1), (2), (3) and (5), and the nonparametric likelihood method for (4).
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| Free Research Field |
理論計量経済学
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