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2014 Fiscal Year Annual Research Report

ミクロ計量経済分析手法の開発とその実践

Research Project

Project/Area Number 26245029
Research InstitutionThe University of Tokyo

Principal Investigator

市村 英彦  東京大学, 経済学研究科(研究院), 教授 (50401196)

Co-Investigator(Kenkyū-buntansha) 清水谷 諭  公益財団法人世界平和研究所, 研究部, 客員研究員 (20377039)
岩本 康志  東京大学, 経済学研究科(研究院), 教授 (40193776)
荒井 洋一  政策研究大学院大学, 政策研究科, 助教授 (50376571)
川口 大司  一橋大学, 経済学研究科(研究院), 教授 (80346139)
Project Period (FY) 2014-04-01 – 2018-03-31
Keywordsノンパラメトリック / 差の差 / LATE / Index Model
Outline of Annual Research Achievements

本研究では(1)個票データの質に関する分析、(2)実証分析手法の開発、及び(3)その実践としての実証分析という三方面についてミクロ計量経済分析の基盤研究を行っている。
平成26年度は(1)については今後の研究の基本となる「くらしと健康の調査」の実査を行った。
(2)についてはいわゆるDifference-in-Differencesと呼ばれる手法とLATEと呼ばれるパラメターを推定する手法をノンパラメトリックに実現する新たな手法を開発した。本来、これらの手法が元とするIdentification Conditionはノンパラメトリックであるにも関わらず、実際には線形回帰モデルを用いて推定はなされてきた。その理由を本研究では、ノンパラメトリックの手法を直接用いたのでは所謂Curse of Dimensionalityに直面するということに求め、その問題を解決する手法を開発した。
また、荒井氏と共同で、Regression Discontinuity手法を用いる際に必要なスムージングパラメターの選択手法を開発した。さらにAhn氏、Powell氏、Ruud氏と共に、Invertible Indexモデルについて簡単に計算できるセミパラメトリックな推定手法を開発した。
(3)については菊地氏と就業構造基本調査を用いて、日本の雇用形態がどのように変化しているかについての実証分析を進めた。また荒井氏と川口氏と共に、日本の若年労働者の教育水準が1982年から2007年の間にかなり上がったことが失業率が現状よりさらに悪化することを押しとどめた可能性を見いだした。さらに、Park氏、Lee氏、澤田氏らと共に中国、韓国、日本におけるうつ傾向の要因分析を行った。

Research Progress Status

翌年度、交付申請を辞退するため、記入しない。

Strategy for Future Research Activity

翌年度、交付申請を辞退するため、記入しない。

  • Research Products

    (22 results)

All 2015 2014

All Journal Article (1 results) (of which Peer Reviewed: 1 results,  Acknowledgement Compliant: 1 results) Presentation (21 results) (of which Invited: 20 results)

  • [Journal Article] The educational upgrading of Japanese youth, 1982-2007 Are all Japanese youth ready for structural reforms?2015

    • Author(s)
      Yoichi Arai, Hidehiko Ichimura, Daiji Kawaguchi
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: in press Pages: in press

    • DOI

      doi:10.1016/j.jjie.2015.04.002

    • Peer Reviewed / Acknowledgement Compliant
  • [Presentation] Conditioning Variables in Program Evaluation Methods2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, NYU
    • Place of Presentation
      New York, USA
    • Year and Date
      2015-03-12 – 2015-03-12
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Brown University
    • Place of Presentation
      Providence, USA
    • Year and Date
      2015-03-10 – 2015-03-10
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Georgetown University
    • Place of Presentation
      Washington DC, USA
    • Year and Date
      2015-02-24 – 2015-02-24
    • Invited
  • [Presentation] The influence function of semiparametric estimators2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, NYU
    • Place of Presentation
      New York, USA
    • Year and Date
      2015-02-19 – 2015-02-19
    • Invited
  • [Presentation] The influence function of semiparametric estimators2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, UC Berkeley
    • Place of Presentation
      Berkeley, USA
    • Year and Date
      2015-01-28 – 2015-01-28
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2015

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, University of Washington
    • Place of Presentation
      Seattle, USA
    • Year and Date
      2015-01-21 – 2015-01-25
    • Invited
  • [Presentation] Simple Estimators for Invertible Index Models2015

    • Author(s)
      James Powell and Hidehiko Ichimura
    • Organizer
      Econometric Society Winter Meeting
    • Place of Presentation
      Boston, USA
    • Year and Date
      2015-01-03 – 2015-01-05
    • Invited
  • [Presentation] The influence function of semiparametric estimators2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Yale University
    • Place of Presentation
      New Haven, USA
    • Year and Date
      2014-12-03 – 2014-12-03
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, University of Pennsylvania
    • Place of Presentation
      Philadelphia, USA
    • Year and Date
      2014-12-01 – 2014-12-01
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Columbia University
    • Place of Presentation
      NY, USA
    • Year and Date
      2014-11-20 – 2014-11-20
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, University of Virginia
    • Place of Presentation
      Charlottes Ville, USA
    • Year and Date
      2014-11-18 – 2014-11-18
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Microdata Methods and Practice
    • Place of Presentation
      London, UK
    • Year and Date
      2014-11-14 – 2014-11-16
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Ohio State University
    • Place of Presentation
      Columbus, USA
    • Year and Date
      2014-10-27 – 2014-10-27
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Boston University
    • Place of Presentation
      Boston, USA
    • Year and Date
      2014-10-24 – 2014-10-24
    • Invited
  • [Presentation] Wellbeing of the Elderly in East Asia:China, Korea, and Japan2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Aging in Asia 2014
    • Place of Presentation
      Los Angeles, USA
    • Year and Date
      2014-09-14 – 2014-09-17
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, Yale University
    • Place of Presentation
      New Haven, USA
    • Year and Date
      2014-09-10 – 2014-09-10
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Workshop on Advances in Microeconometrics 2014
    • Place of Presentation
      強羅静雲荘(神奈川県箱根町)
    • Year and Date
      2014-06-28 – 2014-06-29
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      International Symposium on Recent Developments in Econometric Theory with Applications
    • Place of Presentation
      Xianmen, 中国
    • Year and Date
      2014-06-22 – 2014-06-24
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometric Methods
    • Place of Presentation
      Paris, France
    • Year and Date
      2014-06-05 – 2014-06-06
    • Invited
  • [Presentation] Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Econometrics Workshop, Economics Department, UCL
    • Place of Presentation
      London, UK
    • Year and Date
      2014-06-03 – 2014-06-03
    • Invited
  • [Presentation] Conditioning Variables in Program Evaluation Methods2014

    • Author(s)
      Hidehiko Ichimura
    • Organizer
      Advances in Microeconometrics
    • Place of Presentation
      香港, 中国
    • Year and Date
      2014-05-24 – 2014-05-25
    • Invited

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Published: 2016-06-01  

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