Search Results for author: Yoichi Arai

Found 2 papers, 0 papers with code

GLS under Monotone Heteroskedasticity

no code implementations25 Oct 2022 Yoichi Arai, Taisuke Otsu, Mengshan Xu

Our GLS estimator is shown to be asymptotically equivalent to the infeasible GLS estimator with knowledge of the conditional error variance, and involves only some tuning to trim boundary observations, not only for point estimation but also for interval estimation or hypothesis testing.

regression

Regression Discontinuity Design with Potentially Many Covariates

no code implementations17 Sep 2021 Yoichi Arai, Taisuke Otsu, Myung Hwan Seo

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis.

regression

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