Number
|
Authors
|
Title
| Date
|
CIRJE-F-951 |
Hayashi, Masayoshi and Wataru Yamamoto |
"Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan" |
December 2014; Revised in June 2016 |
CIRJE-F-950 |
Takahashi, Akihiko |
"Asymptotic Expansion Approach in Finance" |
December 2014 |
CIRJE-F-949 |
Takahashi, Makoto, Toshiaki Watanabe and Yasuhiro Omori |
"Volatility and Quantile Forecasts by Realized Stochastic Volatility
Models with Generalized Hyperbolic Distribution" |
December 2014 |
CIRJE-F-948 |
Hayashi, Masayoshi and Akiko Oyama |
"Factor Decomposition of Inter-prefectural Health Care Expenditure Disparities in Japan" |
December 2014 |
CIRJE-F-947 |
Shiraya, Kenichiro and Akihiko Takahashi |
"Price Impacts of Imperfect Collateralization" |
November 2014 |
CIRJE-F-946 |
Okazaki, Tetsuji and Michiru Sawada, |
"Measuring the Extent and Implications of Corporate Political Connections in Prewar Japan" |
November 2014 |
CIRJE-F-945 |
Braguinsky, Serguey, Atsushi Ohyama, Tetsuji Okazaki and Chad Syverson |
"Acquisitions, Productivity, and Profitability: Evidence from the Japanese Cotton Spinning Industry" |
October 2014 |
CIRJE-F-944 |
Kawakubo, Yuki, Shonosuke Sugasawa and Tatsuya Kubokawa |
"Conditional AIC under Covariate Shift with Application to Small Area Prediction" |
October 2014 |
CIRJE-F-943 |
Onishi, Yuko and Yasuhiro Omori |
"Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria" |
October 2014 |
CIRJE-F-942 |
Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki |
"A Discrete/Continuous Choice Model on a Nonconvex Budget Set" |
September 2014 |
CIRJE-F-941 |
Kurose, Yuta and Yasuhiro Omori |
"Dynamic Equicorrelation Stochastic Volatility" |
September 2014 |
CIRJE-F-940 |
Kinjo, Keita and Shinya Sugawara |
" An Empirical Analysis for a Case-based Decision to Watch Japanese TV dramas " |
September 2014 |
CIRJE-F-939 |
Kubokawa, Tatsuya, Shonosuke Sugasawa, Malay Ghosh and Sanjay Chaudhuri |
"Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions" |
August 2014 |
CIRJE-F-938 |
Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai |
"Matrix Exponential Stochastic Volatility
with Cross Leverage" |
August 2014 |
CIRJE-F-937 |
Tsukuma, Hisayuki and Tatsuya Kubokawa |
"Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesionss" |
August 2014 |
CIRJE-F-936 |
Kubokawa, Tatsuya, Éric Marchand and William E. Strawderman |
"On Improved Shrinkage Estimators for Concave Loss" |
July 2014 |
CIRJE-F-935 |
Kubokawa, Tatsuya, Éric Marchand and William E. Strawderman |
"On Predictive Density Estimation for Location Families under Integrated L2 andL1 Losses" |
July 2014 |
CIRJE-F-934 |
Sugasawa, Shonosuke and Tatsuya Kubokawa |
"On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation" |
June 2014 |
CIRJE-F-933 |
Srivastava, Muni S., Hirokazu Yanagihara and Tatsuya Kubokawa |
"Tests for Covariance Matrices in High Dimension with Less Sample Size" |
June 2014 |
CIRJE-F-932 |
Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai |
"Matrix Exponential Stochastic Volatility with Cross Leverage" |
May 2014 |
CIRJE-F-931 |
Fujii, Masaaki |
"A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing" |
May 2014; Revised in December 2014 |
CIRJE-F-930 |
Tsukuma, Hisayuki and Tatsuya Kubokawa |
"Estimation of the Mean Vector in a Singular
Multivariate Normal Distribution" |
April 2014 |
CIRJE-F-929 |
Sugasawa, Shonosuke and Tatsuya Kubokawa |
"Estimation and Prediction Intervals in Transformed
Linear Mixed Models" |
April 2014 |
CIRJE-F-928 |
Kandori, Michihiro and Shinya Obayashi |
"On the Mechanics of Human Cooperation: An OLG Repeated Game in a Community Union" |
April 2014 |
CIRJE-F-927 |
Arai, Yoichi and Hidehiko Ichimura |
"Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator" |
March 2014 |
CIRJE-F-926 |
Tsukuma, Hisayuki and Tatsuya Kubokawa |
"A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions" |
March 2014; Revised in October 2014 |
CIRJE-F-925 |
Myojo, Satoshi and Hiroshi Ohashi |
"Effects of Consumer Subsidies for Renewable Energy on Industry Growth and Welfare: Japanese Solar Energy" |
March 2014 |
CIRJE-F-924 |
Sugawara, Shinya and Jiro Nakamura |
"Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience" |
March 2014 |
CIRJE-F-923 |
Shoji, Masahiro |
"Channels of Peer Effects and Guilt Aversion in Crime: Experimental and Empirical Evidence from Bangladesh" |
February 2014 |
CIRJE-F-922 |
Mochida, Nobuki |
"Does Local Spending Have Repercussion from Tax Structure? -Evidence from Japan-" |
February 2014 |
CIRJE-F-921 |
Takahashi, Makoto, Toshiaki Watanabe and Yasuhiro Omori |
"Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution'" |
February 2014 |
CIRJE-F-920 |
Ihori, Toshihiro |
"Commitment, Deficit Ceiling, and Fiscal Privilege" |
February 2014 |
CIRJE-F-919 |
Baba, Satoshi |
"Urban Land Policy in Frankfurt am Main at the Turn of the
Twentieth Century: A Case Study of a German 'Social City'" |
February 2014 |
CIRJE-F-918 |
Ghosh, Malay, Tatsuya Kubokawa and Yuki Kawakubo |
"Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation" |
February 2014 |
CIRJE-F-917 |
Takahashi, Akihiko and Yukihiro Tsuzuki |
"A New Improvement Scheme for Approximation Methods of
Probability Density Functions" |
February 2014; Revised in August 2014 |
CIRJE-F-916 |
Sugawara, Shinya and Jiro Nakamura |
"Incentive for Gatekeepers and Their Demand Inducement: An Empirical Analysis of Care Managers in the Japanese Long-Term Care Insurance" |
January 2014 |
CIRJE-F-915 |
Tabuchi, Takatoshi, Jacques-François Thisse and Xiwei Zhu |
"Technological Progress and Economic Geography" |
January 2014 |
CIRJE-F-914 |
Fujii, Masaaki and and Akihiko Takahashi |
"Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows" |
January 2014; Revised in July 2014 |
CIRJE-F-913 |
Shiraya, Kenichiro and Akihiko Takahashi |
"Pricing Basket Options under Local Stochastic Volatility with Jumps" |
January 2014; Revised in February, March, April and May 2014. |