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- UEMATSU Yoshimasa
- Graduate School of Social Data Science
- UEMATSU Yoshimasa
- Curriculum Vitae
- Research Work
Papers
| 1. | Estimation of Sparsity-Induced Weak Factor Models (Peer-reviewed) Yoshimasa Uematsu, Takashi Yamagata Journal of Business & Economic Statistics Vol.41,No.1,pp.213-227 2023.1 
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| 2. | Inference in Sparsity-Induced Weak Factor Models (Peer-reviewed) Yoshimasa Uematsu, Takashi Yamagata Journal of Business & Economic Statistics Vol.41,No.1,pp.126-139 2023.1
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| 3. | Estimation of large covariance matrices with mixed factor structures (Peer-reviewed) Runyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda Econometrics Journal 2023 |
| 4. | IPAD: stable interpretable forecasting with knockoffs inference (Peer-reviewed) Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi, Yoshimasa Uematsu Journal of the American Statistical Association Vol.115,pp.1822-1834 2020 |
| 5. | SOFAR: large-scale association network learning (Peer-reviewed) Yoshimasa Uematsu, Yingying Fan, Kun Chen, Jinchi Lv, Wei Lin IEEE Transactions on Information Theory 2019 |
| 6. | Nonstationary nonlinear quantile regression (Peer-reviewed) Yoshimasa Uematsu Econometric Reviews 2019 |
| 7. | High-dimensional macroeconomic forecasting and variable selection via penalized regression (Peer-reviewed) Yoshimasa Uematsu, Shinya Tanaka Econometrics Journal 2019 |
| 8. | Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices (Peer-reviewed) Yoshimasa Uematsu STATISTICS & PROBABILITY LETTERS Vol.114,pp.104-110 2016.7
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| 9. | Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study (Peer-reviewed) Yoshimasa Uematsu, Shinya Tanaka Economics Bulletin 2016 |
Awards
| No. | Award name | Year |
|---|---|---|
| 1. | Hosoya Prize | 2023 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
|---|---|---|---|
| 1. | 反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析
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基盤研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 基盤研究(B) ) |
2021.4 - 2024.3 |
| 2. | ファクターモデルと罰則化法を用いた時系列・パネルデータの計量分析:理論と応用
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基盤研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 基盤研究(B) ) |
2020.4 - 2023.3 |
| 3. | 高次元マクロ計量経済学における大域的推測理論の確立
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若手研究
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 若手研究 ) |
2019.4 - 2022.3 |
| 4. | 高次元マクロ計量経済学：理論と応用
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( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 特別研究員奨励費 ) |
2017.4 - 2018.8 |
| 5. | カーネル法による新しい時系列分析
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( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 特別研究員奨励費 ) |
2014.4 - 2017.3 |
| 6. | 非線形な確定的トレンドを持つ時系列モデルの統計分析
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( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 特別研究員奨励費 ) |
2011.4 - 2014.3 |
