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非分離的なノンパラメトリックモデルの識別について

Research Project

Project/Area Number 17J03043
Research Category

Grant-in-Aid for JSPS Fellows

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

Principal Investigator

石原 卓弥  東京大学, 経済学研究科, 特別研究員(DC1)

Project Period (FY) 2017-04-26 – 2020-03-31
Project Status Completed (Fiscal Year 2019)
Budget Amount *help
¥2,500,000 (Direct Cost: ¥2,500,000)
Fiscal Year 2019: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2018: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2017: ¥900,000 (Direct Cost: ¥900,000)
Keywords計量経済学 / ノンパラメトリックモデル / 部分識別 / 操作変数法 / パネルデータ
Outline of Annual Research Achievements

今年度は、非分離的なモデルの識別と推定方法について研究し、(1) "Partial Identification of Nonseparable Models using Binary Instruments"、(2) "Identification and Estimation of Time-Varying Nonseparable Panel Data Models without Stayers"、(3) "Panel Data Quantile Regression for Treatment Effect Models"、(4) "Partial Identification of Discrete Instrumental Variable Models using Shape Restrictions"という4つの論文を執筆した。
(1)の論文では、これまであまり研究されていなかった連続な値を取る内生変数と2値の値を取る操作変数が存在するときの非分離的なノンパラメトリックモデルについて研究した。この論文は「Econometric Theory」という国際学術誌から改定要求を受けている。
(2)の論文では、パネルデータを用いた非分離的モデルの識別とそのモデルの推定方法について研究した。この論文は「Journal of Econometrics」という国際学術誌に採択された。
(3)の論文では、パネルデータを用いたQuantile Treatment Effects (QTE)の新しい推定方法を開発した。この論文は「Journal of Econometrics」という国際学術誌に投稿中である。
(4)の論文では、操作変数が離散のときのノンパラメトリックモデルの形状制約を用いた識別・推定方法について研究した。この論文は国際学術誌への投稿に向けて執筆中である。

Research Progress Status

令和元年度が最終年度であるため、記入しない。

Strategy for Future Research Activity

令和元年度が最終年度であるため、記入しない。

Report

(3 results)
  • 2019 Annual Research Report
  • 2018 Annual Research Report
  • 2017 Annual Research Report
  • Research Products

    (14 results)

All 2020 2019 2018 2017

All Journal Article (1 results) (of which Peer Reviewed: 1 results,  Open Access: 1 results) Presentation (13 results) (of which Int'l Joint Research: 5 results)

  • [Journal Article] Identification and estimation of time-varying nonseparable panel data models without stayers2020

    • Author(s)
      Ishihara Takuya
    • Journal Title

      Journal of Econometrics

      Volume: 215 Issue: 1 Pages: 184-208

    • DOI

      10.1016/j.jeconom.2019.08.008

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Meta-analysis for treatment choice2020

    • Author(s)
      石原 卓弥
    • Organizer
      関西計量経済学研究会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Identification and Estimation of Time-varying Nonseparable Panel Data Models without Stayers2019

    • Author(s)
      石原 卓弥
    • Organizer
      日本経済学会2019年度春季大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Identification and Estimation of Time-varying Nonseparable Panel Data Models without Stayers2019

    • Author(s)
      石原 卓弥
    • Organizer
      The 15th International Symposium on Econometric Theory and Applications
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Partial Identification of Discrete Instrumental Variable Models using Shape Restrictions2019

    • Author(s)
      石原 卓弥
    • Organizer
      Mini-conference in econometrics in summer 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Partial Identification of Discrete Instrumental Variable Models using Shape Restrictions2019

    • Author(s)
      石原 卓弥
    • Organizer
      2018年度関西計量経済学研究会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Panel Data Quantile Regression for Treatment Effect Models2018

    • Author(s)
      Takuya Ishihara
    • Organizer
      Dogo conference 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Panel Data Quantile Regression for Treatment Effect Models2018

    • Author(s)
      石原 卓弥
    • Organizer
      統計サマーセミナー2018
    • Related Report
      2018 Annual Research Report
  • [Presentation] Identification and Estimation of Nonseparable Panel Data Models2018

    • Author(s)
      石原 卓弥
    • Organizer
      2017年度関西計量経済学研究会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Partial Identification of Nonseparable Model using Binary Instruments2017

    • Author(s)
      Takuya Ishihara
    • Organizer
      Advances in Econometrics conference 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Partial Identification of Nonseparable Model using Binary Instruments2017

    • Author(s)
      Takuya Ishihara
    • Organizer
      The fourth annual conference of the International Association for Applied Econometrics
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Identification and Estimation of Nonseparable Panel Data Models2017

    • Author(s)
      石原 卓弥
    • Organizer
      Hakodate conference in econometrics 2017
    • Related Report
      2017 Annual Research Report
  • [Presentation] Identification and Estimation of Nonseparable Panel Data Models2017

    • Author(s)
      石原 卓弥
    • Organizer
      Summer Workshop on Economic Theory 2017
    • Related Report
      2017 Annual Research Report
  • [Presentation] Identification and Estimation of Nonseparable Panel Data Models2017

    • Author(s)
      石原 卓弥
    • Organizer
      2017年度統計学関連学会連合大会
    • Related Report
      2017 Annual Research Report

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Published: 2017-05-25   Modified: 2024-03-26  

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