Tanaka Shinya 田中晋矢

Researcher Number	80727149
Other IDs
Affiliation (Current)	2025: 小樽商科大学, 商学部, 教授
Affiliation (based on the past Project Information) *help	2024: 小樽商科大学, 商学部, 教授 2018 – 2019: 青山学院大学, 経済学部, 准教授 2016 – 2017: 小樽商科大学, 商学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics
Keywords	Principal Investigator 統計的推測 / 高次元データ / ポートフォリオ選択 / 経済統計学 / 罰則付き回帰 / 超高次元経済データ / 超高次元パネルVARモデル / マクロ経済予測 / パネルベクトル自己回帰モデル / 経済予測 / Lasso / 罰則付回帰 / 超高次元経済データ分析

Portfolio Selection for High-Dimensional DataPrincipal Investigator
- Principal Investigator
  
  田中晋矢
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Otaru University of Commerce
Econometric Analysis on Ultra-high dimensional Factor models and DI forecastsPrincipal Investigator
- Principal Investigator
  
  Tanaka Shinya
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Aoyama Gakuin University
  Otaru University of Commerce

All 2020 2019 2018 2017 2016

All Journal Article Presentation

[Journal Article] 経済時系列データにおける非スパース化Lassoにもとづく検定統計量の有限標本特性 : シミュレーション分析による接近2020
- Author(s)
  田中晋矢
- Journal Title
  
  青山経済論集
  
  Volume: 71 Pages: 41-56
- NAID
  120006845604
- Open Access
- Data Source
  KAKENHI-PROJECT-16K17100
[Journal Article] High‐dimensional macroeconomic forecasting and variable selection via penalized regression2019
- Author(s)
  Uematsu Yoshimasa and Tanaka Shinya
- Journal Title
  
  The Econometrics Journal
  
  Volume: 22 Issue: 1 Pages: 34-56
- DOI
  10.1111/ectj.12117
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K17100, KAKENHI-PROJECT-19K13665
[Journal Article] High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression2018
- Author(s)
  Yoshimasa Uematsu and Shinya Tanaka
- Journal Title
  
  青山学院大学経済学部経済研究所　ワーキングペーパー
  
  Volume: 2018-4
- Open Access
- Data Source
  KAKENHI-PROJECT-16K17100
[Journal Article] Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach2017
- Author(s)
  Yoshimasa Uematsu and Shinya Tanaka
- Journal Title
  
  SSRN (Social Science Research Network)
  
  Volume: id:2927876
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K17100
[Presentation] Large-Scale Panel Vector Autoregressive Models2019
- Author(s)
  田中晋矢，植松良公，山形孝志，新谷元嗣
- Organizer
  Summer Workshop on Economic Theory 2019
- Data Source
  KAKENHI-PROJECT-16K17100
[Presentation] Statistical Inference on high-dimensional economic data through the desparsified Lasso: Monte Carlo evidence and its possible directions2019
- Author(s)
  田中晋矢
- Organizer
  Data Science Workshop (東北大学大学院経済学研究科サービス・データ科学研究センター）
- Data Source
  KAKENHI-PROJECT-16K17100
[Presentation] High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression2018
- Author(s)
  田中晋矢
- Organizer
  ICS FSファカルティーセミナー(一橋大学大学院国際企業戦略研究科)
- Data Source
  KAKENHI-PROJECT-16K17100
[Presentation] Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach2016
- Author(s)
  田中晋矢（報告者），植松良公
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学経済研究所(京都府京都市左京区)
- Year and Date
  2016-11-16
- Data Source
  KAKENHI-PROJECT-16K17100

1. 植松良公 (40835279)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Tanaka Shinya 田中 晋矢

Research Projects

Research Products

Co-Researchers

Portfolio Selection for High-Dimensional DataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Econometric Analysis on Ultra-high dimensional Factor models and DI forecastsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] 経済時系列データにおける非スパース化Lassoにもとづく検定統計量の有限標本特性 : シミュレーション分析による接近2020

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NAID

Data Source

[Journal Article] High‐dimensional macroeconomic forecasting and variable selection via penalized regression2019

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Journal Title

DOI

Data Source

[Journal Article] High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression2018

Author(s)

Journal Title

Data Source

[Journal Article] Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach2017

Author(s)

Journal Title

Data Source

[Presentation] Large-Scale Panel Vector Autoregressive Models2019

Author(s)

Organizer

Data Source

[Presentation] Statistical Inference on high-dimensional economic data through the desparsified Lasso: Monte Carlo evidence and its possible directions2019

Author(s)

Organizer

Data Source

[Presentation] High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression2018

Author(s)

Organizer

Data Source

[Presentation] Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach2016

Author(s)

Organizer

Place of Presentation

Year and Date

Data Source

Tanaka Shinya 田中晋矢