Research interests:
Econometrics, Statistics
Working papers:
"A Model Averaging Estimator for Varying Coefficient Models," 2015.
Publications:
"Focused Information Criterion for Series Estimation in Partially Linear Models," (Naoya Sueishi and Arihiro Yoshimura), The Japanese Economic Review (2017), Vol.68 (3), 352--363.
"Generalized Least Squares Model Averaging," (Qingfeng Liu, Ryo Okui and Arihiro Yoshimura), Econometric Reviews (2016), Vol.35 (8-10),1692--1752.
Refereed Journal Articles in Japanese:
"Equivalence of credible and confidence sets in generalized local misspecification models," Acta humanistica et scientifica, Universitatis Sangio Kyotiensis. Social science series (Kyoto Sangyo University) (2023), Vol.40, 187--208.
"Recent Development in the Estimation of Simultaneous Discrete Games," The Economic Review (Kyoto University) (2015), Vol.188 (4), 59--75.
Non-refereed Journal Articles in Japanese:
"On the equivalence of credible and confidence sets in linear regression under model uncertainty," Kyoto Sangyo University Economic Review (2023), No.10, 1--19.
"On a history of Bernstein-von Mises theorem," Kyoto Sangyo University Economic Review (2022), No.9, 1--33.