Research

<Publications in Refereed Journals>


  • "High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression," Econometrics Journal, 22(1), 34 - 56, 2019. (joint with Yoshimasa Uematsu) ＊Selected as the Editor's Choice article of the issue.


  • "Regularization Parameter Selection via Cross-Validation in the Presence of Dependent Regressors: A Simulation Study,"

Economics Bulletin, 36(1), 313 - 319, 2016. (joint with Yoshimasa Uematsu)


  • "Testing for Factor Loading Structural Change under Common Breaks," Journal of Econometrics, 189(1), 187 - 206, 2015.

(joint with Yohei Yamamoto)


  • "Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small," Economics Letters, 116(3),

465 - 468, 2012. (joint with Eiji Kurozumi)


  • "Reducing the Size Distortion of the KPSS Test," Journal of Time Series Analysis, 31(6), 415 - 426, 2010. (joint with Eiji Kurozumi)


<Working Papers>