Number | Authors | Title | Date |
CIRJE-F-872 | Hyodo, Masashi and Tatsuya Kubokawa | "A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting" | December 2012; Revised in February 2013 |
CIRJE-F-871 | Fujii, Masaaki, Seisho Sato and Akihiko Takahashi | "An FBSDE Approach to American Option Pricing with an Interacting Particle Method" | November 2012; Revised in October 2014 |
CIRJE-F-870 | Matsushima, Hitoshi | "Process Manipulation in Unique Implementation" | November 2012 |
CIRJE-F-869 | Shirota, Shinichiro, Takayuki Hizu and Yasuhiro Omori | "Realized Stochastic Volatility with Leverage and Long Memory" | November 2012 |
CIRJE-F-868 | Nagamachi, Kohei | "Comparative Advantage and Skill Premium of Regions" | November 2012 |
CIRJE-F-867 | Kasahara, Hiroyuki and Katsumi Shimotsu | "Testing the Number of Components in Finite Mixture Models" | November 2012 |
CIRJE-F-866 | Kasahara, Hiroyuki and Katsumi Shimotsu | "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures" | October 2012 |
CIRJE-F-865 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach" | October 2012; Revised in November 2012, December 2012, January 2013, and September 2013 |
CIRJE-F-864 | Foreman-Peck, James and Leslie Hannah | "Some Consequences of the Early Twentieth Century Divorce of Ownership from Control" | October 2012 |
CIRJE-F-863 | Fukuda, Shin-ichi | "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity" | September 2012 |
CIRJE-F-862 | Miwa, Yoshiro | "How Strongly Do "Financing Constraints" Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s" | September 2012; Revised in November 2012 |
CIRJE-F-861 | Kubokawa, Tatsuya, Mana Hasukawa and Kunihiko Takahashi | "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate" | September 2012 |
CIRJE-F-860 | Takahashi, Akihiko and Masashi Toda | "Note on an Extension of an Asymptotic Expansion Scheme" | September 2012; Revised in January 2013 and March 2013 |
CIRJE-F-859 | Matsushima, Hitoshi | "Role of Leverage in Bubbles and Crashes" | September 2012 |
CIRJE-F-858 | Tsukuma, Hisayuki and Tatsuya Kubokawa | "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices" | September 2012 |
CIRJE-F-857 | Matsushima, Hitoshi | "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes" | August 2012 |
CIRJE-F-856 | Sudo, Nao, Michio Suzuki and Tomoaki Yamada | "Inequalities in Japanese Economy during the Lost Decades" | July 2012 |
CIRJE-F-855 | Kubokawa, Tatsuya and Akira Inoue | "Estimation of Covariance and Precision Matrices in High Dimension" | July 2012 |
CIRJE-F-854 | Tabuchi, Takatoshi | "Are NEG Models Capable of Simulating Agglomeration in the Real World?" | June 2012 |
CIRJE-F-853 | Matsushima, Hitoshi | "Optimal Multiunit Exchange Design" | May 2012 |
CIRJE-F-852 | Hayashi, Masayoshi | "Congestion, Technical Returns, and the Minimum Efficient Scales of Local Public Expenditures: An Empirical Analysis for Japanese Cities" | May 2012 |
CIRJE-F-851 | Okazaki, Tetsuji | "Productivity Change and Mine Dynamics: The Coal Industry in Japan during World War II" | May 2012; Revised in November 2012 and October 2013 |
CIRJE-F-850 | Lin, Ching-Yang and Hiroaki Miyamoto | "Estimating a Search and Matching Model of the Aggregate Labor Market in Japan" | April 2012 |
CIRJE-F-849 | Sugawara, Shinya and Yasuhiro Omori | "An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems" | April 2012 |
CIRJE-F-848 | Bessho, Shun-ichiro and Masayoshi Hayashi | "Should the Japanese Tax System Be More Progressive? An Evaluation Using Simulated SMCFs Based on the Discrete Choice Model of Labor Supply" | April 2012; Revised in January 2014 |
CIRJE-F-847 | Hayashi, Masayoshi | "Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan" | April 2012 |
CIRJE-F-846 | Hayashi, Masayoshi | "Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program" | April 2012; Revised in October 2013 |
CIRJE-F-845 | Kurose, Yuta and Yasuhiro Omori | "Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline" | March 2012 |
CIRJE-F-844 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing Multi-Asset Cross Currency Options" | March 2012; Revised in September 2012, October 2012 and November 2012 |
CIRJE-F-843 | Kubokawa, Tatsuya, Éric Marchand, William E. Strawderman and Jean-Philippe Turcotte | "Minimaxity in Predictive Density Estimation with Parametric Constraints" |
March 2012 |
CIRJE-F-842 | Takahashi, Akihiko and Toshihiro Yamada | "A Remark on Approximation of the Solutions to Partial Differential Equations in Finance" |
February 2012; Revised in March 2012 |
CIRJE-F-841 | Kato, Takashi, Akihiko Takahashi and Toshihiro Yamada | "A Semi-group Expansion for Pricing Barrier Options" | February 2012; Revised in March 2012 , April 2012, June 2013 and August 2014
|
CIRJE-F-840 | Fujii, Masaaki and Akihiko Takahashi | "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility" |
February 2012; Revised in September 2012 |
CIRJE-F-839 | Li, Kui-Wai | "Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods" | January 2012 |
CIRJE-F-838 | Hirano, Tomohiro and Noriyuki Yanagawa | "Asset Bubbles and Bailout" | January 2012 |
CIRJE-F-837 | Henry, Marc, Romuald Méango and Maurice Queyranne | "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models" | January 2012 |
CIRJE-F-836 | Charpentier, Arthur, Alfred Galichon and Marc Henry | "Local Utility and Multivariate Risk Aversion" | January 2012 |
CIRJE-F-835 | Henry, Marc and Ismael Mourifié | "Sharp Bounds in the Binary Roy Model" | January 2012 |
CIRJE-F-834 | Doi, Naoshi and Hiroshi Ohashi | "Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese Shochu" | January 2012 |
CIRJE-F-833 | Sekiguchi, Yohei | "A characterization of the plurality rule" | January 2012 |
CIRJE-F-832 | Kubokawa, Tatsuya | "Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation" | January 2012 |
Number | Authors | Title | Date |
CIRJE-J-244 | Nakamura, Jun-ichi and Shin-ichi Fukuda | "What happened to "Zombie" Firms in Japan?: Reexamination for the lost two decades" | November 2012 |
CIRJE-J-243 | Okazaki, Tetsuji | "Intra-Firm Trade Network in Mitsubishi Corporation, 1922-28" | October 2012 |
CIRJE-J-242 | Kubokawa, Tatsuya | "Estimation in Restricted Parameter Spaces" | June 2012 |
CIRJE-J-241 | Obata, Michiaki | "Reply to Shigekatu Yamaguchi's "Michiaki Obata's Criticism of Uno's Theory"" | May 2012 |
CIRJE-J-240 | Matsushima, Hitoshi | "4G Spectrum Auction in Japan: Japanese Package Auction (JPA)" | April 2012 |
CIRJE-J-239 | Obata, Michiaki | "Stage Theory of Capitalist Development and Principles of Political Economy" | April 2012 |