Research

Published Papers

  1. "Estimation of Levy Processes in Mathematical Finance: A Comparative Study," with Yoshihiko Nishiyama, Proceedings of International Congress on Modelling and Simulation, (2005), 953-959.

  2. "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.

  3. "Long Memory Process and Heavy-Tailed Distribution," with Kimio Morimune, Journal of the Japan Statistical Society, (2006), 35, 213-232, in Japanese.

  4. "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.

  5. "Identification Problem of the Exponential Tilting Estimator under Misspecification," Economics Letters, (2013), 118, 509-511.

  6. "Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging," Econometrics (special issue "Econometric Model Selection"), (2013), 1, 141-156.

  7. "A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Economics Letters, (2016), 138, 57-59.

  8. "Focused Information Criterion for Series Estimation in Partially Linear Models," with Arihiro Yoshimura, Japanese Economic Review, (2017), 68, 352-363.

  9. "A Note on Generalized Empirical Likelihood Estimation of Semiparametric Conditional Moment Restriction Models," Econometric Theory, (2017), 33, 1242-1258.

  10. "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.

  11. "Regularization Parameter Selection for Penalized Empirical Likelihood Estimator," with Tomohiro Ando, Economics Letters, (2019), 178, 1-4.

  12. "On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator," with Tomohiro Ando, Econometrics, (2019), 7(1), 15.

  13. "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).

  14. "Large Sample Justifications for the Bayesian Empirical Likelihood," Econometric Theory, (2022).

Working Papers

  1. "Model Selection Criterion for Instrumental Variable Models," 2012.

  2. "Small Tuning Parameter Selection for the Debiased Lasso," with Akira Shinkyu, 2022.

  3. "Trigonometrically Approximated Maximum Likelihood Estimation for Stable Law," with Muneya Matsui, 2022.

  4. "A Misuse of Specification Tests," 2022.