Accepted Papers
Shinkyu, A. (2023). Forward selection for feature screening and structure identification in varying coefficient models. Sankhya A, 58, 485–511. (publication)
Shinkyu, A. (2023). Testing heteroskedasticity in high-dimensional linear regression. Econometrics and Statistics, to appear. (arXiv, publication)
Shinkyu, A. and Sueishi, N. (2024). Small tuning parameter selection for the debiased Lasso. Journal of Business & Economic Statistics, to appear. (arXiv, publication)
Working Papers
Presentation
2025
Shinkyu, A. HC3 standard errors for the debiased Lasso. EcoSta 2025, August 23, Waseda University, Tokyo, Japan.
2024
Shinkyu, A. Testing heteroskedasticity in high-dimensional linear regression. EcoSta 2024, July 18, 2024, Beijing Normal University, Beijing, China.
2022
Shinkyu, A. and Sueishi, N. Small tuning parameter selection for the debiased Lasso. EcoSta 2022, June 5, 2022, Ryukoku University, Kyoto, Japan.
Presentation in Japan
2022
新久章, 末石直也. On tuning parameter selection of the debiased Lasso. 第29 回関西計量経済学研究会 , 東北大学, 2022年1月8日 .
2021
新久章, 末石直也. Debiasing the Lasso: A small tuning parameter selection approach. 日本経済学会2021 年度秋季大会, 2021年10 月9 日, 大阪大学.
新久章, 末石直也. 「Debiased Lassoに対するチューニングパラメータの選択について」. 2021年度統計関連学会連合大会, 2021年9月7日, オンライン開催. 優秀報告賞受賞.