{"created":"2021-03-01T07:01:53.835460+00:00","id":42060,"links":{},"metadata":{"_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","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","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":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","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":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","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":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","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":"著者","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":"キーワード","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":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","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":"タイトル","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":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42060","relation_version_is_last":true,"title":["Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:22.105791+00:00"}