Research interests:

Econometrics, Statistics

Working papers:

"On the equivalence of credible and confidence sets in linear regression under model uncertainty," 2022.

"Equivalence of credible and confidence sets in generalized local misspecification models," 2022.

"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:

"Recent Development in the Estimation of Simultaneous Discrete Games," The Economic Review (Kyoto University) (2015), Vol.188 (4), 59--75. (in Japanese)

Non-refereed Journal Articles in Japanese:

"On a history of Bernstein-von Mises theorem," Kyoto Sangyo University Economic Review (2022), No.9, 1--33. (in Japanese)