SUEISHI Naoya 末石直也

Researcher Number	40596251
Other IDs
Affiliation *help	2016 – 2018 : 神戸大学, 経済学研究科, 准教授 2015 : 神戸大学, 経済学研究科(研究院), 准教授 2011 – 2014 : 京都大学, 経済学研究科(研究院), 講師
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Economic statistics
Keywords	Principal Investigator 経験尤度法 / 経験尤度 / Bernstein-von Mises定理 / 情報量規準 / 効率性の限界 / モデルアベレージング / セミパラメトリックベイズ / 高次元データ / 罰則付き推定 / モーメント不等式 … More Except Principal Investigator クロス・ボラティリティ / スペシフィケーション・バイアス / シミュレーション / 二次モーメント / バイアス / 二次モーメントバイアス / 間引き標本 / マーケット・マイクロストラクチャー・ノイズ / 二次モーメント推定 / ノイズ / ランダム・ウォーク / 収益率 / 高頻度データ / ボラティリティ Less

Large Sample Theory for Bayesian Estimation of Moment Restriction ModelsPrincipal InvestigatorOngoing
- Principal Investigator
  
  末石直也
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kobe University
罰則付き経験尤度推定量による高次元データ解析Principal InvestigatorOngoing
- Principal Investigator
  
  末石直也
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Bayesian estimation of moment inequality models using empirical likelihoodPrincipal Investigator
- Principal Investigator
  
  Sueishi Naoya
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
  Kyoto University
金融時系列分析におけるノンパラメトリック・ボラティリティ推定
- Principal Investigator
  
  森棟公夫
- Project Period (FY)
  2011 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Sugiyama Jogakuen University
Focused information criterion for semiparametric modelsPrincipal Investigator
- Principal Investigator
  
  SUEISHI Naoya
- Project Period (FY)
  2011 – 2012
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University

All 2017 2016 2015 2013 2012 2011 Other

All Journal Article Presentation

[Journal Article] A Note on Generalized Empirical Likelihood Estimation of Semiparametric Conditional Moment Restriction Models2017
- Author(s)
  Naoya Sueishi
- Journal Title
  
  Econometric Theory
  
  Volume : 33 Issue : 5 Pages : 1242-1258
- Publisher
  Cambridge University Press
- DOI
  10.1017/S0266466616000360
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03396
[Journal Article] A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models2016
- Author(s)
  Naoya Sueishi
- Journal Title
  
  Economics Letters
  
  Volume : 138 Pages : 57-59
- Publisher
  Elsevier
- DOI
  10.1016/j.econlet.2015.11.028
- Language
  English
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25780150
[Journal Article] サンプルセレクションとセルフセレクション2015
- Author(s)
  末石直也
- Journal Title
  
  日本労働研究雑誌
  
  Volume : 657 Pages : 16-17
- Data Source
  KAKENHI-PROJECT-25780150
[Journal Article] 中級計量経済学2013
- Author(s)
  末石直也
- Journal Title
  
  経済セミナー
  
  Volume : 671 Pages : 71-81
- Data Source
  KAKENHI-PROJECT-23730215
[Journal Article] Identification Problem of the Exponential Tilting Estimator under Misspecification2013
- Author(s)
  Sueishi, N
- Journal Title
  
  Economics Letters
  
  Volume : 118 Issue : 3 Pages : 509-511
- Publisher
  Elsevier B.V.
- DOI
  10.1016/j.econlet.2012.12.024
- URL
  http://repository.kulib.kyoto-u.ac.jp/dspace/handle/2433/171235
- Language
  English
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23730215
[Journal Article] 中級計量経済学2013
- Author(s)
  末石直也
- Journal Title
  
  経済セミナー
  
  Volume : 671 Pages : 71-81
- Data Source
  KAKENHI-PROJECT-23530258
[Journal Article] Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging2013
- Author(s)
  Naoya Sueishi
- Journal Title
  
  Econometrics
  
  Volume : 1 Pages : 141-156
- DOI
  10.3390/econometrics1020141
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25780150
[Journal Article] Identification Problem of the Exponential Tilting Estimator under Misspecification2013
- Author(s)
  Naoya Sueishi
- Journal Title
  
  Economics Letters
  
  Volume : 118 Pages : 509-511
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530258
[Presentation] Penalized empirical likelihood estimation and model selection for high-dimensional misspecified moment restriction models2016
- Author(s)
  末石直也
- Organizer
  The 2nd Annual International Conference on Applied Econometrics
- Place of Presentation
  ハワイ（アメリカ）
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03396
[Presentation] Penalized empirical likelihood estimation and model selection for high-dimensional misspecified moment restriction models2016
- Author(s)
  末石直也
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（北海道・小樽市）
- Year and Date
  2016-08-06
- Data Source
  KAKENHI-PROJECT-15K03396
[Presentation] Regularization parameter selection for penalized empirical likelihood estimator in misspecified models2016
- Author(s)
  末石直也
- Organizer
  統計科学研究拠点セミナー
- Place of Presentation
  広島大学（広島県・東広島市）
- Year and Date
  2016-03-04
- Data Source
  KAKENHI-PROJECT-15K03396
[Presentation] Penalized Empirical Likelihood and Tuning Parameter Selection in Misspecified Models2015
- Author(s)
  末石直也
- Organizer
  関西計量経済学研究会
- Place of Presentation
  大阪大学
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-25780150
[Presentation] A simple way of deriving the efficiency bound for moment restriction models2015
- Author(s)
  末石直也
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学（北海道・小樽市）
- Year and Date
  2015-08-06
- Data Source
  KAKENHI-PROJECT-25780150
[Presentation] Penalized Empirical Likelihood Estimation and Regularization Parameter Selection in Misspecified Models2015
- Author(s)
  末石直也
- Organizer
  土曜研究会
- Place of Presentation
  小樽商科大学 (北海道・小樽市)
- Year and Date
  2015-11-02
- Data Source
  KAKENHI-PROJECT-15K03396
[Presentation] Variable and Order Selection Criterion for Series Estimation in Partially Linear Models2013
- Author(s)
  末石直也, 吉村有博(発表者)
- Organizer
  日本統計学会春季大会
- Place of Presentation
  学習院大学
- Year and Date
  2013-03-03
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] A New Interpretation of Empirical Likelihood for Time Series Models and Its Application to Model Selection Testing2012
- Author(s)
  Naoya Sueishi
- Organizer
  Hitotsubashi-Songang Conference on Econometrics
- Place of Presentation
  Sogang University (韓国)
- Year and Date
  2012-11-17
- Data Source
  KAKENHI-PROJECT-23530258
[Presentation] Model Selection Criterion for Infinite Dimensional Instrumental Variable Models2012
- Author(s)
  Naoya Sueishi
- Organizer
  Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  つくば国際会議場(招待講演)
- Year and Date
  2012-07-03
- Data Source
  KAKENHI-PROJECT-23530258
[Presentation] A New Interpretation of Empirical Likelihood for Time Series Models and Its Application to Model Selection Testing2012
- Author(s)
  末石直也
- Organizer
  Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  Sogang University (韓国)
- Year and Date
  2012-11-07
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Model Selection Criterion for Infinite Dimensional Instrumental Variable Models2012
- Author(s)
  末石直也
- Organizer
  Institute of Mathematical Statistics Asia Pacific Rim Meeting(国際学会)
- Place of Presentation
  Tsukuba International Congress Center
- Year and Date
  2012-07-03
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Empirical likelihood-based focused information criterion2012
- Author(s)
  末石直也
- Organizer
  関西計量経済学研究会
- Place of Presentation
  神戸大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Empirical Likelihood-Based Focused Information Criterion2011
- Author(s)
  末石直也
- Organizer
  SummerWorkshop on Economic Theory
- Place of Presentation
  小樽商科大学
- Year and Date
  2011-08-10
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Information Criteria for Moment Restriction Models2011
- Author(s)
  末石直也
- Organizer
  統計関連学会連合大会
- Place of Presentation
  九州大学
- Year and Date
  2011-09-05
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Empirical likelihood-based focused information criterion2011
- Author(s)
  末石直也
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Information Criteria for Moment Restriction Models2011
- Author(s)
  末石直也
- Organizer
  Empirical Finance and Econometrics (国際研究集会)
- Place of Presentation
  京都大学
- Year and Date
  2011-11-30
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Information criteria for moment restriction models2011
- Author(s)
  末石直也
- Organizer
  Recent Development in Statistics, Empirical Finance and Econometrics
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Information criteria for moment restriction models2011
- Author(s)
  末石直也
- Organizer
  統計関連学会連合大会
- Place of Presentation
  九州大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Information Criteria for Moment Restriction Models2011
- Author(s)
  末石直也
- Organizer
  統計関連学会連合大会
- Place of Presentation
  九州大学
- Data Source
  KAKENHI-PROJECT-23530258
[Presentation] Information Criteria for Moment Restriction Models2011
- Author(s)
  末石直也
- Organizer
  Recent Development in Statistics, Empirical Finance and Econometrics
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-23530258
[Presentation] A New Interpretation of Empirical Likelihood for Time Series Models and Its Applicaton to Model Selection Testing
- Author(s)
  末石直也
- Organizer
  土曜研究会
- Place of Presentation
  小樽商科大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Model Selection Criterion for Infinite Dimensional Instrumental Variable Models
- Author(s)
  末石直也
- Organizer
  Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Tsukuba International Congress Center
- Invited
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Model Selection Criterion for Instrumental Variable Models
- Author(s)
  末石直也
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学経済研究所
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Bayesian Empirical Likelihood for Moment Inequality Models
- Author(s)
  末石直也
- Organizer
  関西計量経済学研究会
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] Bayesian Empirical Likelihood for Moment Inequality Models
- Author(s)
  末石直也
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] A New Interpretation of Empirical Likelihood for Time Series Models and Its Applicaton to Model Selection Testing
- Author(s)
  末石直也
- Organizer
  Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  Sogang University (Korea)
- Data Source
  KAKENHI-PROJECT-23730215
[Presentation] A new interpretation of empirical likelihood for time series models and its application to model selection testing
- Author(s)
  末石直也
- Organizer
  高次元データに関連する統計理論の新展開とその応用
- Place of Presentation
  小樽商科大学
- Data Source
  KAKENHI-PROJECT-25780150
[Presentation] A new interpretation of empirical likelihood for time series models and its application to model selection testing
- Author(s)
  末石直也
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  釧路公立大学
- Data Source
  KAKENHI-PROJECT-25780150
[Presentation] A new interpretation of empirical likelihood for time series models and its application to model selection testing
- Author(s)
  末石直也
- Organizer
  SSK International Workshop in Kyoto
- Place of Presentation
  ウェスティン都ホテル
- Data Source
  KAKENHI-PROJECT-25780150
[Presentation] A new interpretation of empirical likelihood for time series models and its application to model selection testing
- Author(s)
  末石直也
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学
- Data Source
  KAKENHI-PROJECT-25780150

1. 森棟公夫 (20109078)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
2. 金谷太郎 (50378957)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results
3. 安道知寛 (40407135)

# of Collaborated Projects : 1results

# of Collaborated Products : 0results

SUEISHI Naoya 末石 直也

Research Projects

Research Products

Co-Researchers

Large Sample Theory for Bayesian Estimation of Moment Restriction ModelsPrincipal InvestigatorOngoing

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

罰則付き経験尤度推定量による高次元データ解析Principal InvestigatorOngoing

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bayesian estimation of moment inequality models using empirical likelihoodPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

金融時系列分析におけるノンパラメトリック・ボラティリティ推定

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Focused information criterion for semiparametric modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] A Note on Generalized Empirical Likelihood Estimation of Semiparametric Conditional Moment Restriction Models2017

Author(s)

Journal Title

Publisher

DOI

Language

Data Source

[Journal Article] A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models2016

Author(s)

Journal Title

Publisher

DOI

Language

Data Source

[Journal Article] サンプルセレクションとセルフセレクション2015

Author(s)

Journal Title

Data Source

[Journal Article] 中級計量経済学2013

Author(s)

Journal Title

Data Source

[Journal Article] Identification Problem of the Exponential Tilting Estimator under Misspecification2013

Author(s)

Journal Title

Publisher

DOI

URL

Language

Data Source

[Journal Article] 中級計量経済学2013

Author(s)

Journal Title

Data Source

[Journal Article] Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Identification Problem of the Exponential Tilting Estimator under Misspecification2013

Author(s)

Journal Title

Data Source

[Presentation] Penalized empirical likelihood estimation and model selection for high-dimensional misspecified moment restriction models2016

Author(s)

Organizer

SUEISHI Naoya 末石直也