"Estimation of Levy Processes in Mathematical Finance: A Comparative Study," with Yoshihiko Nishiyama, Proceedings of International Congress on Modelling and Simulation, (2005), 953-959.
"Semiparametric Estimators for Conditional Moment Restrictions Containing Nonparametric Functions: Comparison of GMM and Empirical Likelihood Procedures," with Yoshihiko Nishiyama and Qingfeng Liu, Proceedings of International Congress on Modelling and Simulation, (2005), 926-932.
"Long Memory Process and Heavy-Tailed Distribution," with Kimio Morimune, Journal of the Japan Statistical Society, (2006), 35, 213-232, in Japanese.
"Efficient Estimation and Model Selection for Grouped Data with Local Moments," with Kohtaro Hitomi, Qingfeng Liu and Yoshihiko Nishiyama. Journal of the Japan Statistical Society, (2008), 38, 131-143.
"Identification Problem of the Exponential Tilting Estimator under Misspecification," Economics Letters, (2013), 118, 509-511.
"Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging," Econometrics (special issue "Econometric Model Selection"), (2013), 1, 141-156.
"A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Economics Letters, (2016), 138, 57-59.
"Focused Information Criterion for Series Estimation in Partially Linear Models," with Arihiro Yoshimura, Japanese Economic Review, (2017), 68, 352-363.
"A Note on Generalized Empirical Likelihood Estimation of Semiparametric Conditional Moment Restriction Models," Econometric Theory, (2017), 33, 1242-1258.
"Are Pension Types Associated with Happiness in Japanese Older People? : JAGES Cross-Sectional Study," with Ichiro Sasaki, Katsunori Kondo, Naoki Kondo, Jun Aida, Hiroshi Ichikawa, Takashi Kusumi, and Yuichi Imanaka, Plos One, (2018), 13(5): e0197423.
"Regularization Parameter Selection for Penalized Empirical Likelihood Estimator," with Tomohiro Ando, Economics Letters, (2019), 178, 1-4.
"On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator," with Tomohiro Ando, Econometrics, (2019), 7(1), 15.
"Forecasting the Japanese Macroeconomy Using High-Dimensional Data," with Yoshiki Nakajima, Japanese Economic Review, (2022), 73, 299–324. All codes are available at https://github.com/yoshiki146/JapaneseEconForecast (created by Yoshiki Nakajima).
"Large Sample Justifications for the Bayesian Empirical Likelihood," Econometric Theory, (2024), 40, 926-956.
"Small Tuning Parameter Selection for the Debiased Lasso," with Akira Shinkyu, Journal of Business & Economic Statistics, (2024).
"Model Selection Criterion for Instrumental Variable Models," 2012.
"Trigonometrically Approximated Maximum Likelihood Estimation for Stable Law," with Muneya Matsui, 2022.
"A Misuse of Specification Tests," 2022.