{"_buckets": {"deposit": "a528d466-17dc-42fa-88b2-e86c33be3899"}, "_deposit": {"id": "42060", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42060"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042060"}, "item_8_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2008-09", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-588", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "\u30d5\u30a9\u30fc\u30de\u30c3\u30c8", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "Anderson and Kunitomo (2007) have developed the likelihood ratio criterion, which is called the Rank-Adjusted Anderson-Rubin (RAAR) test, for testing the coefficients of a structural equation in a system of simultaneous equations in econometrics against the alternative hypothesis that the equation of interest is identified. It is related to the statistic originally proposed by Anderson and Rubin (1949, 1950), and also to the test procedures by Kleibergen (2002) and Moreira (2003). We propose a modified procedure of RAAR test, which is suitable for the cases when there are many instruments and the disturbances have persistent heteroscedasticities", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "\u5185\u5bb9\u8a18\u8ff0", "attribute_value_mlt": [{"subitem_description": "\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]}, "item_8_relation_25": {"attribute_name": "\u95a2\u4fc2URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2008/2008cf588ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_subject_15": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "335", "subitem_subject_scheme": "NDC"}]}, "item_8_text_21": {"attribute_name": "\u51fa\u7248\u8005\u5225\u540d", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "University of Tokyo"}]}, "item_access_right": {"attribute_name": "\u30a2\u30af\u30bb\u30b9\u6a29", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Kunitomo, Naoto"}], "nameIdentifiers": [{"nameIdentifier": "96791", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Yukitoshi, Matsushita"}], "nameIdentifiers": [{"nameIdentifier": "96792", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "Structural Equation", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Likelihood Ratio Criterion", "subitem_subject_scheme": "Other"}, {"subitem_subject": "RAAR test", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Modified RAAR test Many Instruments", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Persistent Heteroscedasticity", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity"}]}, "item_type_id": "8", "owner": "1", "path": ["9/7435/7436", "62/7433/7434"], "permalink_uri": "http://hdl.handle.net/2261/18461", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2013-05-31"}, "publish_date": "2013-05-31", "publish_status": "0", "recid": "42060", "relation": {}, "relation_version_is_last": true, "title": ["Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity"], "weko_shared_id": null}