論文 - 岡　達志

Estimating structural changes in regression quantiles

Oka T., Qu Z.

Journal of Econometrics （Journal of Econometrics）  162 （ 2 ） 248 - 267 2011年06月

ISSN  03044076

　概要を見る

This paper considers the estimation of multiple structural changes occurring at unknown dates in one or multiple conditional quantile functions. The analysis covers time series models as well as models with repeated cross-sections. We estimate the break dates and other parameters jointly by minimizing the check function over all permissible break dates. The limiting distribution of the estimator is derived and the coverage property of the resulting confidence interval is assessed via simulations. A procedure to determine the number of breaks is also discussed. Empirical applications to the quarterly US real GDP growth rate and the underage drunk driving data suggest that the method can deliver more informative results than the analysis of the conditional mean function alone. © 2011 Elsevier B.V. All rights reserved.

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Juvenile crime and punishment: Evidence from Japan

Oka T.

Applied Economics （Applied Economics）  41 （ 24 ） 3103 - 3115 2009年11月

ISSN  00036846

　概要を見る

Over the last decade, juvenile crime has become a serious social problem in Japan. The Juvenile Law was revised in 2001 to impose harsher punishment on juvenile offenders. This revision makes it possible to impose criminal punishment on 14- and 15-year-old criminal offenders, while those offenders aged 16-19 have always faced criminal punishment, both before and after the revision. Using this revision as a natural experiment, this study conducts a difference-in-differences estimation to examine the effect of punishment on juvenile crime. The analysis provides evidence that punishment can deter juvenile crime. In addition, this research examines the criminal behaviour of 13-year-olds, who face no change in punishment, but who soon will in the near future. The results suggest that the revision also had a negative impact on the criminal behaviour of these younger offenders. © 2009 Taylor & Francis.

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