Nishiyama Yoshihiko 西山慶彦

… Alternative Names

YOSHIHIKO Nishiyama 西山慶彦

NISHIYAMA Yoshihiko 西山慶彦

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Researcher Number	30283378
Other IDs
Affiliation (Current)	2025: 京都大学, 経済研究所, 教授
Affiliation (based on the past Project Information) *help	2004 – 2024: 京都大学, 経済研究所, 教授 2011: 京都大学, 経済研究科, 教授 2003: 京都大学, 経済研究所, 助教授 2001: NAGOYA UNIVERSITY, GRADUATE SCHOOL OF ENVIRONMENTAL STUDIES, PROFESSOR, 環境学研究科, 助教授 1999 – 2000: 名古屋大学, 情報文化学部, 講師
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics Except Principal Investigator Statistical science / Basic Section 07040:Economic policy-related / Economic policy … More / 経済理論 / Statistical science / General mathematics (including Probability theory/Statistical mathematics) / Applied economics Less
Keywords	Principal Investigator 計量経済分析 / セミパラメトリック法 / 特定化検定 / モーメント条件 / 漸近理論 / Bootstrap / 分枝過程 / 自己回帰モデル / 臨界性検定 / 単位根検定 … More / 逐次解析 / 単位根 / 逐次検定 / ミクロ計量経済分析 / モデル選択 / 因果性 / 生産性 / セミパラメトリック推定 / 経済統計学 / ノンパラメトリック法 / ノンパラメトリック / 統計数理 / 経済統計 / Higher order asymptotics / Semiparametric estimation / コロナ感染による行動変容 / 公共交通システムの設計 / チューニングパラメータ選択 / データ駆動チューニングパラメータ / 機械学習 / ノンパラメトリック計量経済分析 / 自己回帰過程 / モーメント推定 / ビッグデータ / 政策効果分析 / 介入効果 / ノンパラメトリック推定 / EBPM / 因果推論 / 時系列モデル / criticality test / ラプラス変換 / 時系列 / ベッセル過程 / DDSブラウン運動 / criticality / 国際交通インフラ / 構造計量モデル / 小売業 / 交通サービス / サービス産業の計量分析 / 観光産業 / 時間価値 / ミクロデータ分析 / サービス産業 / 内生性 / モデル特定化 / Moment conditions / EL estimation / Semiparametric methods / シミュレーション / ジャンプ付拡散過程 / 時系列解析 / シュミレーション / 経験尤度関数 / Semiparametric Paradox / Heterogeneity test / GMM / First order asymptotics / Empirical likelihood / ブーストラップ法 / EL法 / model averaging / 漸近有効性 / 操作変数 / マークアップ / 独占 / 構造モデル / 構想推定 / 輸送コスト / DID / 個人の異質性 / 動学パネル / 表明選好分析 / コンジョイント分析 / ランダムパラメーターロジット・モデル / 経済実証 / パネルデータ / ノンセミパラメトリック局外数 / 二次漸近効率 / ノンセミパラメトリック推定 / 統計数学 / モ-メント条件 / Cressie-Read Power Divergence / マイクロストラクチャーノイズ / Cressie-Read power divergence / マイクロストラクチャノイズ / 長記憶 / セミパラメトリック / 確率的効用関数 / 二酸化炭素排出権取引 / 経済実験 / 計量分析 / 実験ゲーム / ゲーム理論 / ブートストラップ法 / 高次漸近理論 / Averaged derivative / Single index model … More Except Principal Investigator 交通経済学 / ネットワーク / インフラストラクチャ / 空間経済学 / 空間疫学 / 高次元データ / 土地利用 / 都市経済学 / 公共交通 / 交通政策 / 輸送費 / PARK AND RIDE SYSTEM / COMMUTING / URBAN TRANSPORTATION / OPTIMALLAND USE / パーク・アンド・ライド / 通勤交通 / 都市交通 / 最適土地利用 / 状態空間モデル / wavelet / 非定常 / 時系列 / ベイズMCMC法 / 時空間データ / 非定常性 / 大規模データ / CARMAモデル / 複合ポアソン過程 / Levy過程 / 共分散関数 / スペクトル密度関数 / 空間CARMAモデル / irregularly spaced data / separable correlations / forecasting / kriging / spectral density / Whittle estimate / spatio-temporal data / 医薬生物統計 / モデル選択 / 統計的予測・制御 / 統計的推測 / 数理モデル / 遺伝子統計 / 医学・生物統計 / 統計推測 / 統計的金融工学 / 統計数学 / 因果性検定 / 近接単位根過程 / 一般化モーメント法 / 計量経済学 / ポートフォリオ推測 / セミマルチンゲール / 経験尤度法 / 非線形時系列解析 / ポートフォリオ / 安定過程 / 経験尤度比 / 計量ファイナンス / 金融工学 / 統計的漸近理論 / 時系列解析 / 統計科学 / 匿名化データ / 時空間モデリング / LCA / 社会実験 / オンサイト拠点 / 匿名データ / データサイエンス / 国際貿易 / 国際輸送 / 交通料金 / 交通投資 / 空間クラスター分析 / 生物・遺伝データ解析 / クリギング / 空間回帰モデル / 時空間時計解析 / ミクロデータ解析 / 大規模データ解析 / 確率場の推測理論 / 都市・地域データ解析 / 小地域データ解析 / 生物・遺伝・環境データ解析 / 生物・遺伝統計学 / 地球・環境統計学 / 時空間疫学 / 都市・地域データ分析 / 大規模時空間データ / 時空間統計解析 Less

データ駆動パラメータが統計的機械学習に与える影響の高次漸近特性の理論的解明と応用Principal Investigator
- Principal Investigator
  
  西山慶彦
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Kyoto University
Design of mass transit system and urban land use control
- Principal Investigator
  
  文世一
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Kyoto University
Sequential analysis for economic time series and its applications - Detection of financial bubblesPrincipal Investigator
- Principal Investigator
  
  Nishiyama Yoshihiko
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Kyoto University
Microeconometric analysis for causal inference and its applications to EBPMPrincipal Investigator
- Principal Investigator
  
  Nishiyama Yoshihiko
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kyoto University
経済・金融時系列の統計的モニタリングPrincipal Investigator
- Principal Investigator
  
  西山慶彦
- Project Period (FY)
  2019 – 2021
- Research Category
  
  Grant-in-Aid for JSPS Fellows
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kyoto University
Theoretical and empirical analysis on the structure of transport costs
- Principal Investigator
  
  Mun Se-il
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic policy
- Research Institution
  Kyoto University
Semiparametric econometric analysis under the existence of endogeneityPrincipal Investigator
- Principal Investigator
  
  Nishiyama Yoshihiko
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
Modelling of non-stationary spatio-temporal data with estimation, testing and forecasting
- Principal Investigator
  
  Matsuda Yasumasa
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Tohoku University
Asymmetric and nonlinear statistical theory and its applications to economics and bioscience
- Principal Investigator
  
  TANIGUCHI Masanobu
- Project Period (FY)
  2011 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity
- Principal Investigator
  
  KITAGAWA Genshiro
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  大学共同利用機関法人情報・システム研究機構(新領域融合研究センター及びライフサイ
   The Institute of Statistical Mathematics
Nonparametric/semiparametric statistical analysis of microeconometric modelsPrincipal Investigator
- Principal Investigator
  
  NISHIYAMA Yoshihiko
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
International transportation and policies for infrastructure development
- Principal Investigator
  
  MUN Se-il
- Project Period (FY)
  2009 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Applied economics
- Research Institution
  Kyoto University
On a comprehensive research on statistical modelling and analysis for spatio-temporal data
- Principal Investigator
  
  YAJIMA Yoshihiro
- Project Period (FY)
  2007 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
Semiparametric Econometrics based on moment conditions-theory and applicationsPrincipal Investigator
- Principal Investigator
  
  NISHIYAMA Yoshihiko (YOSHIHIKO Nishiyama)
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
実験ゲームの計量経済分析のための手法とその応用Principal Investigator
- Principal Investigator
  
  西山慶彦
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Exploratory Research
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
Statistical inferences by semiparametric empirical likelihood methodsPrincipal Investigator
- Principal Investigator
  
  NISHIYAMA Yoshihiko
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
セミパラメトリック推定量の高次漸近理論とその応用Principal Investigator
- Principal Investigator
  
  西山慶彦
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Economic statistics
- Research Institution
  Nagoya University
OPTIMAL URBAN LAND USE UNDER MULTI-MODAL TRANSPORTATION
- Principal Investigator
  
  KURODA Tatsuaki
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  経済理論
- Research Institution
  NAGOYA UNIVERSITY

[Book] ノン・セミパラメトリック統計解析2023
- Author(s)
  西山慶彦、人見光太郎
- Total Pages
  206
- Publisher
  共立出版
- ISBN
  9784320113558
- Data Source
  KAKENHI-PROJECT-23K25502
[Book] “Empirical Analysis of Transport Cost for Interregional Trade” in Kakuya Matsushima and William P. Anderson (eds.), “Transportation, Knowledge and Space in Urban and Regional Economics”2018
- Author(s)
  Yoko Konishi, Se-il Mun, Yoshihiko Nishiyama and Ji-eun Sung,
- Publisher
  Edward Elgar
- ISBN
- Data Source
  KAKENHI-PROJECT-16H03613
[Book] in Kakuya Matsushima and William P. Anderson (eds.), “Transportation, Knowledge and Space in Urban and Regional Economics”2018
- Author(s)
  Yoko Konishi, Se-il Mun, Yoshihiko Nishiyama and Ji-eun Sung, “Empirical Analysis of Transport Cost for Interregional Trade”
- Total Pages
  384
- Publisher
  Edward Elgar
- Data Source
  KAKENHI-PROJECT-16H03613
[Book] Transportation, Knowledge and Space in Urban and Regional Economics2017
- Author(s)
  Yoko Konishi, Se-il Mun, Yoshihiko Nishiyama and Ji-eun Sung
- Total Pages
  250
- Publisher
  Edward Elgar
- ISBN
- Data Source
  KAKENHI-PROJECT-15H03335
[Journal Article] Optimal minimax rates of specification testing with data-driven bandwidth2023
- Author(s)
  Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama
- Journal Title
  
  Econometric Reviews
  
  Volume: Forthcoming Issue: 6 Pages: 487-512
- DOI
  10.1080/07474938.2023.2198929
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01473, KAKENHI-PROJECT-23K25502
[Journal Article] Sequential test for a unit root in monitoring a p-th order autoregressive process2023
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Journal Title
  
  Advances in Econometrics: Essays in Honor of Joon Y. Park
  
  Volume: - Pages: 115-153
- DOI
  10.1108/s0731-90532023000045a004
- ISBN
  9781837532094, 9781837532087
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691, KAKENHI-PROJECT-21K01422
[Journal Article] Sequential test for a unit root in monitoring a p-th order autoregressive process2022
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Journal Title
  
  Advances in Econometrics: Essays in Honor of Joon Y. Park
  
  Volume: 1 Pages: 1-31
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19F19312
[Journal Article] Unit root tests considering initial values and a concise method for computing powers2022
- Author(s)
  Kohtaro Hitomi, Jianwei Jin, Keiji Nagai, Yoshihiko Nishiyama and Junfan Tao
- Journal Title
  
  KIER Discussion Paper Series
  
  Volume: 1084 Pages: 1-20
- Data Source
  KAKENHI-PROJECT-19K21691
[Journal Article] Sequential test for a unit root in monitoring a p-th order autoregressive process2022
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Journal Title
  
  Advances in Econometrics: Essays in Honor of Joon Y. Park
  
  Volume: 1 Pages: 1-31
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K21691
[Journal Article] Optimal minimax rates against nonsmooth alternatives2021
- Author(s)
  Hitomi Kohtaro、Iwasawa Masamune、Nishiyama Yoshihiko
- Journal Title
  
  The Econometrics Journal
  
  Volume: - Issue: 2 Pages: 322-339
- DOI
  10.1093/ectj/utab030
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K23186, KAKENHI-PROJECT-19H01473
[Journal Article] Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Journal Title
  
  KIER Discussion Paper Series
  
  Volume: 1060 Pages: 1-35
- Open Access
- Data Source
  KAKENHI-PROJECT-19F19312
[Journal Article] Efficiency of the Retail Industry and Inelastic Supply2020
- Author(s)
  Konishi, Yoko and Yoshihiko Nishiyama
- Journal Title
  
  Advances in Decision Sciences
  
  Volume: 24 Pages: 134-166
- Data Source
  KAKENHI-PROJECT-19H01473
[Journal Article] Optimal Minimax Rates against Non-smooth Alternatives2020
- Author(s)
  Kohtaro Hitomi, Masamune Iwasawa and Yoshihiko Nishiyama
- Journal Title
  
  KIER DISCUSSION PAPER SERIES
  
  Volume: 1051 Pages: 1-46
- Open Access
- Data Source
  KAKENHI-PROJECT-19H01473
[Journal Article] Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth2020
- Author(s)
  Kohtaro Hitomi, Masamune Iwasawa and Yoshihiko Nishiyama
- Journal Title
  
  KIER DISCUSSION PAPER SERIES
  
  Volume: 1053 Pages: 1-85
- Open Access
- Data Source
  KAKENHI-PROJECT-19H01473
[Journal Article] 近年のわが国の地域別旅行者数に関するジップ法則とジブラ法則：訪日旅行者と邦人旅行者の比較2019
- Author(s)
  小西葉子・西山慶彦
- Journal Title
  
  RIETI-DP
  
  Volume: 19-J-008 Pages: 1-29
- Data Source
  KAKENHI-PROJECT-15H03335
[Journal Article] Empirical Analysis of Transport Cost for Interregional Trade2018
- Author(s)
  Yoko Konishi, Se-il Mun, Yoshihiko Nishiyama and Ji-eun Sung
- Journal Title
  
  Transportation, Knowledge and Space in Urban and Regional Economics
  
  Volume: 1 Pages: 146-172
- DOI
  10.4337/9781785366062.00015
- ISBN
  9781785366062, 9781785366055
- Data Source
  KAKENHI-PROJECT-15H03335
[Journal Article] Empirical Analysis of Transport Costs for Interregional Trade2017
- Author(s)
  Yoko Konishi, Se-il Mun, Yoshihiko Nishiyama, Ji Eun Sung
- Journal Title
  
  K. Matsushima and B. Andesrson (eds.) “Transportation, Knowledge and Space in Urban and Regional Economics”, Edward Elgar
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16H03613
[Journal Article] Volatility forecast of stock indexes by model averaging using high-frequency data2015
- Author(s)
  Wang,C. and Y. Nishiyama
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: 40 Pages: 324-337
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03335
[Journal Article] Volatility forecast of stock indexes by model averaging using high-frequency data2015
- Author(s)
  Wang,C. and Y. Nishiyama
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25280005
[Journal Article] Volatility forecast of stock indexes by model averaging using high-frequency data2015
- Author(s)
  Wang,C. and Y. Nishiyama
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: － Pages: 1-29
- DOI
  10.1016/j.iref.2015.02.014
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-22330067, KAKENHI-PROJECT-15H03335, KAKENHI-PROJECT-25280005
[Journal Article] Measuring the Value of Time in Freight Transportation2014
- Author(s)
  Konishi, Y, S.Mun, Y. Nishiyama and J.E.Sung
- Journal Title
  
  RIETI discussion paper series
  
  Volume: 14-E-004 Pages: 1-41
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Volatility forecast of stock indexes by model averaging using high-frequency data2014
- Author(s)
  Wang, C. and Nishiyama, Y.
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: －
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Volatility forecast of stock indexes by model averaging using high-frequency data2014
- Author(s)
  Wang,C. and Y. Nishiyama
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Qualitative Evaluation of Contingent Capital and its Applications2013
- Author(s)
  Gupta, A., Akuzawa, T. and Y. Nishiyama
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 26 Pages: 457-486
- DOI
  10.1016/j.najef.2013.02.016
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options2013
- Author(s)
  Akuzawa, T. and Y. Nishiyama
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 25 Pages: 335-357
- DOI
  10.1016/j.najef.2012.06.006
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Quantitative evaluation of contingent capital and its applications2013
- Author(s)
  Gupta, A., Akuzawa, T. and Nishiyama, Y.
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 26 Pages: 457-486
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Term Structure Modeling and Forecasting of Government Bond Yields2013
- Author(s)
  Wali Ullah, Yasumasa Matsuda and Yoshihiko Tsukuda
- Journal Title
  
  Journal of Forecasting
  
  Volume: 32 Pages: 535-560
- NAID
  120006314350
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25280005
[Journal Article] Qualitative Evaluation of Contingent Capital and its Applications2013
- Author(s)
  Gupta, A., Akuzawa, T. and Y. Nishiyama
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 26 Pages: 457-486
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25280005
[Journal Article] A Note on the Identification of Demand and Supply Shocks in Production: Decomposition of TFP2013
- Author(s)
  Konishi, Y. and Y. Nishiyama
- Journal Title
  
  RIETI Discussion paper series
  
  Volume: 13-E-099 Pages: 1-23
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options2013
- Author(s)
  Akuzawa, T. and Nishiyama, Y.
- Journal Title
  
  North American Journal of Economics and Finance
  
  Volume: 25 Pages: 335-357
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Determinants of Transport Costs for Inter-regional Trade2012
- Author(s)
  Y. Konishi, S. Mun, Y. Nishiyama, J. Sung
- Journal Title
  
  RIETI Discussion paper
  
  Volume: 12-E-016 Pages: 1-35
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22240030
[Journal Article] Determinants of Transport Costs for Inter-regional Trade2012
- Author(s)
  Konishi Yoko, Se-il Mun, NishiyamaYoshihiko, Ji Eun Sung
- Journal Title
  
  RIETI Discussion Paper Series 12-E-016
- URL
  http://www.rieti.go.jp/jp/publications/dp/12e016.pdf
- Data Source
  KAKENHI-PROJECT-21330055
[Journal Article] A consistent nonparametric test for nonlinear causality2011
- Author(s)
  Nishiyama, Y., et al
- Journal Title
  
  Journal of Econometrics
  
  Volume: 165 Issue: 1 Pages: 112-127
- DOI
  10.1016/j.jeconom.2011.05.010
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21500287, KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-23243039, KAKENHI-PROJECT-23530253
[Journal Article] Nonparametric Test for Nonlinear Causality2011
- Author(s)
  Nishiyama, Y., K.Hitomi, Y.Kawasaki, K.Jeong
- Journal Title
  
  Journal of Econometrics
  
  Volume: 165 Pages: 112-127
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] A consistent nonparametric test for causality2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Journal of Econometrics
  
  Volume: 41 Pages: 112-127
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Moment restriction-based econometric methods : an overview2011
- Author(s)
  Kunitomo, N., McAleer, M., Nishiyama, Y
- Journal Title
  
  J.Economotrics
  
  Volume: 165 Issue: 1 Pages: 1-4
- DOI
  10.1016/j.jeconom.2011.05.001
- NAID
  120003437139
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] A Consistent Nonparametric Test for Nonlinear Causality2011
- Author(s)
  Nishiyama, Y., K.Hitomi, Y.Kawasaki, K.Jeong
- Journal Title
  
  Journal of Econometrics
  
  Volume: (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330055
[Journal Article] A consistent nonparametric test for nonlinear causality2011
- Author(s)
  Nishiyama, Y.
- Journal Title
  
  Journal of Econometrics
  
  Volume: 165 Pages: 112-127
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] A consistent nonparametric test for nonlinear causality-specification in time series regression2011
- Author(s)
  Nishiyama, Y., Hitomi, K.
- Journal Title
  
  J.Econometrics
  
  Volume: 165 Pages: 112-127
- NAID
  120003437138
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23244011
[Journal Article] Hypothesis testing in rank-size rule regression2009
- Author(s)
  小西葉子, 西山慶彦
- Journal Title
  
  Mathematics and Computers in Simulation 79
  
  Pages: 2869-2878
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330055
[Journal Article] セグメントデータを用いたサービス産業の生産性の計測2009
- Author(s)
  小西葉子、西山慶彦
- Journal Title
  
  経済論叢 183
  
  Pages: 9-22
- NAID
  40018727368
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Hypothesis testing in rank-size rule regression2009
- Author(s)
  Konishi, Y., Y.Nishiyama
- Journal Title
  
  Mathematics and Computers in Simulation 79
  
  Pages: 2869-2878
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] セグメントデータを用いたサービス産業の生産性の計測2009
- Author(s)
  小西葉子, 西山慶彦
- Journal Title
  
  経済論叢 183
  
  Pages: 19-22
- NAID
  40018727368
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330055
[Journal Article] Nonparametric estimation methods of integrated multivariate volatilities2008
- Author(s)
  T.Hoshikawa, K.Nagai, T.Kanatani and Y.Nishiyama
- Journal Title
  
  Econometric Reviews 27
  
  Pages: 112-138
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] Efficient estimation and model selection for groupeddata with local moments2008
- Author(s)
  K. Hitomi, Q. F. Liu, Y. Nishiyama and N. Sueishi
- Journal Title
  
  Journal of the Japanese Statistical Society (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] A Puzzling Phenomenon in Semiparametric Estimation Problems with Infinite-dimensional Nuisance Parameters2008
- Author(s)
  Kohtaro Hitomi, Yoshihiko Nishiyama and Ryo Okui
- Journal Title
  
  Econometric Theory vol.24, No.6
  
  Pages: 1717-1728
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Nonparametric Methods of Estimating Integrated multivariate Volatilities2008
- Author(s)
  Hoshikawa, T., T. Kanatani, K. Nagai, and Y. Nishiyama
- Journal Title
  
  Econometric Reviews 27
  
  Pages: 112-138
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Efficient Estimation and Model Selection for Grouped Data with Local Moments2008
- Author(s)
  Kohtaro Hitomi, Qing-Feng Liu, Yoshihiko Nishiyama, Naoya Sueishi
- Journal Title
  
  Journal of the Japan statistical Society Volume 38, Number 1
  
  Pages: 131-143
- NAID
  10030993639
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] OLS estimation and t test in rank-size rule regression2008
- Author(s)
  Y.Nishiyama, S.Okada and Y.Sato
- Journal Title
  
  J.Regional Science (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19200020
[Journal Article] OLS estimation and the t test revisited in rank-size rule regression2008
- Author(s)
  Nishiyama, Y., S. Osada, and Y. Sato
- Journal Title
  
  Journal of Regional Science
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] A Puzzling Phenomenon in Semiparametric Estimation Problems with Infinite-dimensional Nuisance Parameters2008
- Author(s)
  Kohtaro Hitomi, Yoshihiko, Nishiyama, Ryo Okui
- Journal Title
  
  Econometric Theory Volume 24, Number 6
  
  Pages: 1717-1728
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] OLS estimation and the t test revisited in rank-size rule regression2008
- Author(s)
  Nishiyama, Y., S. Osada, and Y. Sato
- Journal Title
  
  Journal of Regional Science (近刊)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] OLS estimation and the t test revisited in rank-size rule regression2008
- Author(s)
  Nishiyama, Y., S. Osada, Y. Sato
- Journal Title
  
  Journal of Regional Science Vol,48(4)
  
  Pages: 691-716
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Efficient Estimation Methods for Grouped Data with Local Moments2008
- Author(s)
  Hitomi, K., Q. F. Liu, Y. Nishiyama and N. Sueishi
- Journal Title
  
  Journal of the Japanese Statistical Socieity
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] Nonparametric Granger Causality Test2007
- Author(s)
  J.Kiho, Y.Nishiyama
- Journal Title
  
  Journal of the Korean Data and Information Science Society Vol.18, No. 1
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] Econometric modeling of heterogeneous utility functions2007
- Author(s)
  K.Hitomi, Y.Nishiyama
- Journal Title
  
  mimeo
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] Does k-th moment exsit?2007
- Author(s)
  Hitomi, K. and Y. Nishiyama
- Journal Title
  
  Proceedings of MODSIMO7
  
  Pages: 908-913
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Nonparametric Granger Causality Test2007
- Author(s)
  Jeong, K. and Y. Nishiyama
- Journal Title
  
  Journal of the Korean Data and Information Science Society 18-1
  
  Pages: 195-210
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Nonparametric methods of estimating integrated multivariate volatilities2007
- Author(s)
  T.Hoshikawa, T.Kanatani, K.Nagai, Y.Nishiyama
- Journal Title
  
  Econometric Reviews (forthcoming)
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Measuring of Firm Specific Productivities: Evidence from Japanese Plant Level Panel Data2007
- Author(s)
  Ichimura H., Y. Konishi and Y. Nishiyama
- Journal Title
  
  Proceedings of MODSIM07
  
  Pages: 1075-1081
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] A Sequential Unit Root Test2007
- Author(s)
  Nagai, K., Y. Nishiyama and K. Hitomi
- Journal Title
  
  Proceedings of MODSIMO7
  
  Pages: 3031-3036
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Measuring of Firm Specific Productivities: Evidence-from Japanese Plant Level. Panel Data2007
- Author(s)
  Ichimura, H., Y. Konishi and Y. Nishiyama
- Journal Title
  
  Proceedings of MODSIMO7
  
  Pages: 1075-1081
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Nonparametric Granger Causality Test2007
- Author(s)
  Jeong, K., Y.Nishiyama
- Journal Title
  
  Journal of the Korean Data ＆ Information Science Society Vol, 18 No, 1
  
  Pages: 195-210
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Measuring of Firm Specific Productivities: Evidence from Japanese Plant Level Panel Data2007
- Author(s)
  Ichimura, H., Y. Konishi and Y. Nishiyama
- Journal Title
  
  Proceedings of MODSIM07 2
  
  Pages: 1075-1081
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] Econometric modeling of heterogeneous utility functions2006
- Author(s)
  K.Hitomi, Y.Nishiyama
- Journal Title
  
  Mimeo (発表予定)
- Data Source
  KAKENHI-PROJECT-17653021
[Journal Article] A Puzzling Phenomenon of Semiparametric Estimation Problems with Infinite Dimensional Nuisance Parameters2006
- Author(s)
  K.Hitomi, Y.Nishiyama, R.Okui
- Journal Title
  
  Far Eastern Meeting of the Econometric Society.
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives.2005
- Author(s)
  Nishiyama, Y., P.M.Robinson
- Journal Title
  
  Econometrica 73.3
  
  Pages: 903-948
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Empirical Likelihood Estimation of Continuous-Time Models with Conditional Moment Restrictions2005
- Author(s)
  Liu Q.F., Y.Nishiyama
- Journal Title
  
  Proceeding of MODSIM05
  
  Pages: 886-892
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] A Paradox of Semiparametric Estimators with Infinite Dimensional Nuisance Parameters.2005
- Author(s)
  Kohtaro Hitomi, Yoshihiko Nishiyama
- Journal Title
  
  Proceedings of MODSIMO5 (CD-ROM)
  
  Pages: 821-827
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Semiparametric Estimators for Conditional Moment Restrictions Containing Nonparametric Functions : Comparison of GMM and Empirical Likelihood Procedures2005
- Author(s)
  Nishiyama, Y., Q.F.Liu, N.Sueishi
- Journal Title
  
  Proceedings of MODSIM05.
  
  Pages: 926-932
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives2005
- Author(s)
  Nishiyama Y., P.M.Robinson
- Journal Title
  
  Econometrica 73.3
  
  Pages: 903-948
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Consistent Nonparametric Test for Causality up to K-th Moment2005
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Proceedings of Nonparametric and Semiparametric Statistics
  
  Pages: 95-118
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] A Paradox of semiparametric Estimators with infinite Dimensional Nuisance Parameters2005
- Author(s)
  Hitomi, K., Y.Nishiyama
- Journal Title
  
  Proceedings of MODSIM05
  
  Pages: 821-827
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Empirical Likelihood Estimation of Continuous-Time Models with Conditional Moment Restrictions.2005
- Author(s)
  Liu Q.F., Y.Nishiyama
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
  
  Pages: 886-892
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Estimation of Levy Processes in Mathematical Finance : A Comparative Study.2005
- Author(s)
  Sueishi, N, Y.Nishiyama
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
  
  Pages: 953-959
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Semiparametric Estimators for Conditional Moment Restrictions Containing Nonparametric Functions : Comparison of GMM and Empirical Likelihood Procedures2005
- Author(s)
  Nishiyama, Y., Q.F.Liu, N.Sueishi
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
  
  Pages: 926-932
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] A Paradox of Semiparametric Estimators with Infinite Dimensional Nuisance Parameters.2005
- Author(s)
  Kohtaro Hitomi, Yoshihiko Nishiyama
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
  
  Pages: 821-827
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives.2005
- Author(s)
  Nishiyama, Y., P.M.Robinson
- Journal Title
  
  Econometrica 73-3
  
  Pages: 903-948
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Estimation of Levy Processes in Mathematical Finance : A Comparative Study.2005
- Author(s)
  Sueishi, N., Y.Nishiyama
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
  
  Pages: 953-959
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Nonparametric Statistical inference in the Production Function.2004
- Author(s)
  Konishi Y., Y.Nishiyama, T.Ando, Y.Kawasaki
- Journal Title
  
  Japanese Journal of Applied Statistics, 33.2
  
  Pages: 157-179
- NAID
  10014067177
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Nonparametric Statistical inference in the Production Function.2004
- Author(s)
  Konishi Y., Y.Nishiyama, T.Ando, Y.Kawasaki
- Journal Title
  
  Japanese Journal of Applied Statistics 33-2
  
  Pages: 157-179
- NAID
  10014067177
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Minimum Normal Approximation Error Bandwidth Selection for Semiparametric Averaged Derivatives2004
- Author(s)
  Nishiyama Y
- Journal Title
  
  Mathematics and Computers in Simulation 64
  
  Pages: 53-61
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Minimum Normal Approximation Error Bandwidth Selection for Semiparametric Averaged Derivatives2004
- Author(s)
  Nishiyama Y.
- Journal Title
  
  Mathematics and Computers in Simulation 64
  
  Pages: 53-61
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Bootstrap bandwidth and kernel order selection for density weighted averages,2003
- Author(s)
  Nishiyama Y.
- Journal Title
  
  Proceedings of MODSIMO3 (CD-ROM)
  
  Pages: 1392-1397
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Bootstrap bandwidth and kernel order selection for density weighted averages.2003
- Author(s)
  Nishiyama Y.
- Journal Title
  
  Proceedings of MODSIM 03 (CD-ROM)
  
  Pages: 1392-1397
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] A Consistent Nonparametric Test for Nonlinear Causality
- Author(s)
  Y.Nishiyama, K.Hitomi, Y.Kawasaki, K.Jeong
- Journal Title
  
  Journal of Econometrics
  
  Volume: (掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] Moment Restriction-based Econometric Methods : An Overview
- Author(s)
  Kunitomo. N, M.McAleer, Y.Nishiyama
- Journal Title
  
  Journal of Econometrics
  
  Volume: (掲載確定)
- NAID
  120003437139
- Data Source
  KAKENHI-PROJECT-22330067
[Journal Article] The Bootstrap and the Edgeworth Corrections for Semiparametric Averaged Derivative (with P.M.Robinson)
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Econometrica (印刷中)
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Kernel order selection by minimum bootstrapped MSE for density weighted averages
- Author(s)
  Y.Nishiyama
- Journal Title
  
  Mathematics and Computers in Simulation (印刷中)
- Data Source
  KAKENHI-PROJECT-15330040
[Presentation] Unit root tests with initial values and a concise method for computing powers2023
- Author(s)
  Kohtaro Hitomi, Jianwei Jin, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  Kohtaro Hitomi, Jianwei Jin, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential Test for Unit Root in First Order Autoregressive Model2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  2021 Japanese Economic Association Autumn Meeting
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Time-changed method in non-ergodic autoregressive process and branching process2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  2021 Japanese Economic Association Autumn Meeting
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential criticality test for branching process with immigration2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  63rd ISI World Statistics Congress 2021 (ISI WSC 2021) (Online)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Criticality test for branching processes with immigration2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  Japanese joint statistical meeting 2021
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential test for a unit root in monitoring a p-th order autoregressive process,2021
- Author(s)
  Keiji Nagai, Yoshihiko Nishiyama, Kohtaro Hitomi, and ○Junfan Tao
- Organizer
  Japanese Economic Association Spring Meeting, Kansei Gakuin University (Online)
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Sequential Test for Unit Root in First Order Autoregressive Model2021
- Author(s)
  Keiji Nagai, Yoshihiko Nishiyama, 〇Kohtaro Hitomi, and Junfan Tao
- Organizer
  021 Japanese Economic Association Autumn Meeting
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Time-changed method in non-ergodic autoregressive process and branching process2021
- Author(s)
  Keiji Nagai, Yoshihiko Nishiyama, Kohtaro Hitomi, and ○Junfan Tao.
- Organizer
  2021 Japanese Economic Association Autumn Meeting
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Sequential analysis on branching process with immigration with a stopping time based on the observed Fisher information2021
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama, and J. Tao.
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Sequential Test for the Criticality of Branching Processes,2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  2021 Japanese Economic Association Autumn Meeting
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential analysis on branching process with immigration with a stopping time based on the observed Fisher information2021
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama, and J. Tao
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential Test for the Criticality of Branching Processes2021
- Author(s)
  〇Keiji Nagai, Yoshihiko Nishiyama, Kohtaro Hitomi, and Junfan Tao
- Organizer
  2021 Japanese Economic Association Autumn Meeting, Osaka University (Online)
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Sequential criticality test for branching process with immigration2021
- Author(s)
  Keiji Nagai, Kohtaro Hitomi, Yoshihiko Nishiyama, and ○Junfan Tao.
- Organizer
  63rd ISI World Statistics Congress 2021
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Sequential test for a unit root in monitoring a p-th order autoregressive process2021
- Author(s)
  Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao
- Organizer
  2021 Japanese Economic Association Spring Meeting
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Criticality test for branching processes with immigration2021
- Author(s)
  ○Keiji Nagai, Yoshihiko Nishiyama, Kohtaro Hitomi, and Junfan Tao.
- Organizer
  Japanese joint statistical meeting 2021 (Online)
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] Detection of a unit root in monitoring AR(p) process with combination of a sequential procedure and the augmented Dickey-Fuller test2021
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama, and J. Tao
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Operating characteristics of sequential unit root tests obtained from the Bessel bridges2020
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao
- Organizer
  Bernoulli-IMS One World Symposium
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processes2020
- Author(s)
  K. Nagai, K. Hitomi, Y. Nishiyama, J. Tao
- Organizer
  Bernoulli IMS One World Symposium 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01473
[Presentation] Sequential test for the criticality of branching processes2020
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama and J. Tao
- Organizer
  Japan Joint Statistical Meeting 2020
- Data Source
  KAKENHI-PROJECT-19F19312
[Presentation] The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching process2020
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao
- Organizer
  統計連合大会
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Operating characteristics of sequential unit root tests obtained from the Bessel bridges2020
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  Bernoulli-IMS One World Symposium
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processes2020
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama and J. Tao
- Organizer
  Bernoulli-IMS One World Symposium
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential test for the criticality of branching processes2020
- Author(s)
  K.Nagai, K. Hitomi, Y.Nishiyama and J. Tao
- Organizer
  統計連合大会
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] The relationship between Dickey-Fuller test and Sequential unit root test for first-order autoregressive model2019
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  Japanese joint statistical meeting 2019, Shiga University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential Unit Root Test2019
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Workshop on Recent Developments in Econometric Theory and Its Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03335
[Presentation] Statistical Sequential Analysis of Autoregressive　Processes2019
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  Data Science Seminar, Shiga University
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential Unit Root Test2019
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  Econometrics Symposium in honor of Peter M. Robinson
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Monitoring Unit Root in Sequentially Observed Autoregressive Processes against Local-to-unity hypotheses2019
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  62nd ISI World Statistics Congress 2019 (ISI WSC 2019), Kuala Lumpur, Malaysia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Joint Asymptotic Normality of Stopping Times and Sequential Estimators in Monitoring Autoregressive Processes2019
- Author(s)
  K.Nagai, Y.Nishiyama, K. Hitomi, and J. Tao.
- Organizer
  62nd ISI World Statistics Congress 2019 (ISI WSC 2019), Kuala Lumpur, Malaysia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K21691
[Presentation] Sequential Unit Root Test2018
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Waseda International Symposium 「Introduction of general causality to various data and its innovation of the optimal inference 」
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03335
[Presentation] Optimal minimax rates of specification tests for IV regression2015
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Recent Progress in Time Series and Related Fields
- Place of Presentation
  Tohoku University
- Year and Date
  2015-12-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H03335
[Presentation] A simple uniformly consistent test for regression specification2014
- Author(s)
  Y.Nishiyama
- Organizer
  AEI-five joint workshop
- Place of Presentation
  ウェスティン都ホテル京都
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A sequential unit root test2014
- Author(s)
  Y.Nishiyama
- Organizer
  SNU seminar
- Place of Presentation
  Seoul National University
- Year and Date
  2014-06-19
- Invited
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A simple uniformly consistent test for regression specification2014
- Author(s)
  Y.Nishiyama
- Organizer
  AEI-five joint workshop
- Place of Presentation
  ウェスティン都ホテル（京都市）
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A simple uniformly consistent specification test for regression function2014
- Author(s)
  Y.Nishiyama
- Organizer
  Econometrics Seminar
- Place of Presentation
  National University of Singapore
- Year and Date
  2014-04-15
- Invited
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A NEW APPROACH TO GOODNESS OF FIT FOR ERGODIC MARKOV PROCESSES2013
- Author(s)
  Y.Nishiyama
- Organizer
  Japan-Swiss symposium
- Place of Presentation
  ETH, Zurich(Switzerland)
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A goodness of fit test for ergodic Markov processes2011
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Statistical Analysis and Related Topics : Theory, Methodology and Data Analysis
- Place of Presentation
  東京大学数理科学研究科
- Year and Date
  2011-12-16
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A goodness of fit test for ergodic Markov processes2011
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Empirical Micro research seminar
- Place of Presentation
  東京大学経済学研究科
- Year and Date
  2011-11-07
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A goodness of fit test for ergodic Markov processes2011
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  金融工学・数理計量ファイナンスの諸問題
- Place of Presentation
  大阪大学中之島センター
- Year and Date
  2011-12-02
- Data Source
  KAKENHI-PROJECT-22330067
[Presentation] A nonparametric test for the existence of moments2010
- Author(s)
  Y.Nishiyama
- Organizer
  Joint meeting of Japan-Korea Special Conference of Statistics
- Place of Presentation
  岡山大学
- Year and Date
  2010-02-03
- Data Source
  KAKENHI-PROJECT-21330055
[Presentation] A Nonparametric test for the existence of moments,2010
- Author(s)
  Nishiyama, Y.(招待講演)
- Organizer
  日本経済学会春季大会
- Place of Presentation
  青山学院大学
- Year and Date
  2010-03-06
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] A Nonparametric test for the existence of moments,2010
- Author(s)
  Nishiyama, Y.(招待講演)
- Organizer
  Japan-Korea Conference of Statistics
- Place of Presentation
  Okayama University
- Year and Date
  2010-02-02
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] A nonparametric test for the existence of moments2010
- Author(s)
  Y.Nishiyama
- Organizer
  日本統計学会の春季集会
- Place of Presentation
  青山学院大学総合研究所
- Year and Date
  2010-03-06
- Data Source
  KAKENHI-PROJECT-21330055
[Presentation] Nonparametric Test for Causality up to K-th Moments2008
- Author(s)
  西山慶彦
- Organizer
  ノンパラメトリック統計解析とその周辺
- Place of Presentation
  慶応大学
- Year and Date
  2008-03-27
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Measuring Firm Specific Productivities2007
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Econometric Workshop, Seoul National University
- Place of Presentation
  Seoul National University
- Year and Date
  2007-10-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Sequential Unit Root Test2007
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Russian-Japan Workshop-Complex Stochastic Models: Asymptotics and Applications
- Place of Presentation
  University of Moscow
- Year and Date
  2007-06-04
- Data Source
  KAKENHI-PROJECT-17653021
[Presentation] Measuring Firm Specific Productivities2007
- Author(s)
  西山慶彦
- Organizer
  Econometric Workshop
- Place of Presentation
  Seoul National University
- Year and Date
  2007-10-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Measuring Firm Specific Productivities Econometric Workshop2007
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Seoul National University
- Place of Presentation
  Seoul National University
- Year and Date
  2007-10-18
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Sequential Unit Root Test International Congress on Modelling and Simulation 20072007
- Author(s)
  Yoshihiko Nishiyama
- Place of Presentation
  University of Canterbury
- Year and Date
  2007-12-13
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Sequential unit root2007
- Author(s)
  Y. Nishiyama
- Organizer
  Russia-Japan Workshop, Complex Stochastic Models
- Place of Presentation
  University of Moscow,Russia
- Year and Date
  2007-06-04
- Data Source
  KAKENHI-PROJECT-19200020
[Presentation] Sequential Unit Root Test2007
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  International Congress on Modelling and Simulation 2007
- Place of Presentation
  University of Canterbury
- Year and Date
  2007-12-13
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Efficient estimation methods for grouped data with local moments2007
- Author(s)
  西山慶彦
- Organizer
  統計的モデリングの方法と理論
- Place of Presentation
  一橋大学
- Year and Date
  2007-11-26
- Data Source
  KAKENHI-PROJECT-17653021
[Presentation] Measuring Firm Specific Productivities2007
- Author(s)
  Yoshihiko Nishiyama
- Organizer
  Econometric Workshop, Seoul National University
- Place of Presentation
  Seoul National University
- Year and Date
  2007-10-18
- Data Source
  KAKENHI-PROJECT-17653021
[Presentation] Efficient estimation methods for grouped data with local moments2007
- Author(s)
  西山慶彦
- Organizer
  統計的モデリングの方法と理論
- Place of Presentation
  一橋大学
- Year and Date
  2007-11-26
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] A Puzzling Phenomenon of Semiparametric Estimation Problems with Infinite Dimensional Nuisance Parameters
- Author(s)
  K. Hitomi, Y. NiShiyama, R. Okui
- Place of Presentation
  2006 Far Eastern Meeting of the Econometric Society
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] A Simple Uniformly Consistent Test for Regression Specification
- Author(s)
  Nishiyama, Y.
- Organizer
  AEI-five Joint Workshop
- Place of Presentation
  ウェスティン都ホテル京都（京都）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] A Nonparametric test for the existence of moments
- Author(s)
  Kohtaro Hitomi, Yoshihiko Nishiyama, Keiji Nagai
- Organizer
  2009年度日本統計学会春季大会発表論文
- Data Source
  KAKENHI-PROJECT-18203014
[Presentation] Determinants of Transport Costs for Inter-regional Trade
- Author(s)
  Y. Konishi, S. Mun, Y. Nishiyama, J. Sung
- Organizer
  応用地域学会 2012年度第26回研究発表大会
- Place of Presentation
  青森公立大学（青森県）
- Data Source
  KAKENHI-PROJECT-22240030
[Presentation] A NEW APPROACH TO GOODNESS OF FIT FOR ERGODIC MARKOV PROCESSES
- Author(s)
  Nishiyama, Y.
- Organizer
  Swiss-Kyoto Symposium
- Place of Presentation
  Zurich, Swiss
- Data Source
  KAKENHI-PROJECT-22240030

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Nishiyama Yoshihiko 西山 慶彦

YOSHIHIKO Nishiyama 西山 慶彦

NISHIYAMA Yoshihiko 西山 慶彦

Research Projects

Research Products

Co-Researchers

データ駆動パラメータが統計的機械学習に与える影響の高次漸近特性の理論的解明と応用Principal Investigator

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Sequential analysis for economic time series and its applications - Detection of financial bubblesPrincipal Investigator

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Microeconometric analysis for causal inference and its applications to EBPMPrincipal Investigator

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経済・金融時系列の統計的モニタリングPrincipal Investigator

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Semiparametric econometric analysis under the existence of endogeneityPrincipal Investigator

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Nonparametric/semiparametric statistical analysis of microeconometric modelsPrincipal Investigator

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Semiparametric Econometrics based on moment conditions-theory and applicationsPrincipal Investigator

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Nishiyama Yoshihiko 西山慶彦

YOSHIHIKO Nishiyama 西山慶彦

NISHIYAMA Yoshihiko 西山慶彦