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Sueishi Naoya  末石 直也

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SUEISHI Naoya  末石 直也

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Researcher Number 40596251
Other IDs
Affiliation (Current) 2022: 神戸大学, 経済学研究科, 教授
Affiliation (based on the past Project Information) *help 2018 – 2022: 神戸大学, 経済学研究科, 教授
2016 – 2017: 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
Basic Section 07030:Economic statistics-related / Economic statistics
Keywords
Principal Investigator
経験尤度法 / 経験尤度 / 局所漸近正規性 / 集中情報量規準 / モデル選択 / モデルアベレージング / モデル・アベレージング / モーメント不等式 / ベイズ推定 / 効率性の限界 … More / least favorable submodel / 計量経済学 / 罰則付き経験尤度推定量 / 情報量規準 / 変数選択 / 高次元データ / 罰則付き推定 / BEL / セミパラメトリックベイズ / Bernstein-von Mises定理 / 畳み込み定理 / 経験尤度ベイズ法 / 効率性限界 / 時系列モデル / 特定化検定 / セミパラメトリックモデル … More
Except Principal Investigator
ボラティリティ / 収益率 / ランダム・ウォーク / ノイズ / 間引き標本 / シミュレーション / スペシフィケーション・バイアス / バイアス / 二次モーメント / 二次モーメント推定 / 二次モーメントバイアス / クロス・ボラティリティ / 高頻度データ / マーケット・マイクロストラクチャー・ノイズ / ミクロ計量経済分析 / 政策効果分析 / 特定化検定 / モデル選択 / EBPM / 因果推論 / モーメント推定 / ビッグデータ / Machine Learning / Econometrics / Parameter Tying / Ensemble Learning / Classification Less
  • Research Projects

    (8 results)
  • Research Products

    (46 results)
  • Co-Researchers

    (12 People)
  •  Machine Learning methods for Econometric analysis

    • Principal Investigator
      劉 慶豊
    • Project Period (FY)
      2022 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Hosei University
  •  Efficiency bound for moment restriction models with time series observationsPrincipal Investigator

    • Principal Investigator
      末石 直也
    • Project Period (FY)
      2021 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Kobe University
  •  大規模データを使った因果推論のためのミクロ計量経済分析とEBPMへの応用

    • Principal Investigator
      西山 慶彦
    • 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
  •  Large Sample Theory for Bayesian Estimation of Moment Restriction ModelsPrincipal Investigator

    • Principal Investigator
      Sueishi Naoya
    • 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
  •  Penalized Empirical Likelihood Estimation for High-Dimensional Data AnalysisPrincipal Investigator

    • Principal Investigator
      Sueishi Naoya
    • Project Period (FY)
      2015 – 2018
    • 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 2020 2019 2018 2017 2016 2015 2013 2012 2011 Other

All Journal Article Presentation

  • [Journal Article] On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator2019

    • Author(s)
      Tomohiro Ando and Naoya Sueishi
    • Journal Title

      Econometrics

      Volume: 7

    • DOI

      10.3390/econometrics7010015

    • NAID

      120006631011

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03396
  • [Journal Article] Regularization Parameter Selection for Penalized Empirical Likelihood Estimator2019

    • Author(s)
      Tomohiro Ando and Naoya Sueishi
    • Journal Title

      Economics Letters

      Volume: 178 Pages: 1-4

    • DOI

      10.1016/j.econlet.2019.02.011

    • NAID

      120006631014

    • Peer Reviewed / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03396
  • [Journal Article] A Note on Generalized Empirical Likelihood Estimation of Semiparametric Conditional Moment Restriction Models2017

    • Author(s)
      Naoya Sueishi
    • Journal Title

      Econometric Theory

      Volume: 印刷中

    • DOI

      10.1017/s0266466616000360

    • 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

    • DOI

      10.1016/j.econlet.2015.11.028

    • 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)
      Naoya Sueishi
    • Journal Title

      Economics Letters

      Volume: 118 Pages: 509-511

    • NAID

      120005242566

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23530258
  • [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

    • DOI

      10.1016/j.econlet.2012.12.024

    • NAID

      120005242566

    • URL

      http://repository.kulib.kyoto-u.ac.jp/dspace/handle/2433/171235

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23730215
  • [Presentation] Large Sample Justifications for the Bayesian Empirical Likelhood2020

    • Author(s)
      末石直也
    • Organizer
      関西計量経済学研究会
    • Data Source
      KAKENHI-PROJECT-18K01547
  • [Presentation] Large Sample Justifications for the Bayesian Empirical Likelihood2020

    • Author(s)
      末石直也
    • Organizer
      日本経済学会春季大会
    • Data Source
      KAKENHI-PROJECT-18K01547
  • [Presentation] Semiparametric Efficiency Bound for Moment Restriction Models with Time Series Observations2019

    • Author(s)
      末石直也
    • Organizer
      関西計量経済学研究会
    • Data Source
      KAKENHI-PROJECT-18K01547
  • [Presentation] Semiparametric Efficiency Bound for Moment Restriction Models with Time Series Observations2019

    • Author(s)
      末石直也
    • Organizer
      Summer Workshop on Economic Theory
    • Data Source
      KAKENHI-PROJECT-18K01547
  • [Presentation] Efficient Regularization Parameter Selection for Maximum Likelihood Post-Selection Estimation in Generalized Linear Models2018

    • Author(s)
      末石直也
    • Organizer
      Workshop on Advances in Econometrics 2018
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03396
  • [Presentation] Efficient Regularization Parameter Selection for Maximum Likelihood Post-Selection Estimation in Generalized Linear Models2018

    • Author(s)
      末石直也
    • Organizer
      Summer Workshop on Economic Theory
    • 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] 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] 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] 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] 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] 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] 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] 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
      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] 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
      Recent Development in Statistics, Empirical Finance and Econometrics
    • Place of Presentation
      京都大学
    • Data Source
      KAKENHI-PROJECT-23530258
  • [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] 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
      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] 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] 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
      SSK International Workshop in Kyoto
    • Place of Presentation
      ウェスティン都ホテル
    • Data Source
      KAKENHI-PROJECT-25780150
  • [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] 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] 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 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] 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
  • [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] 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
      Summer Workshop on Economic Theory
    • Place of Presentation
      小樽商科大学
    • Data Source
      KAKENHI-PROJECT-23730215
  • 1.  岩澤 政宗 (50842994)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  森棟 公夫 (20109078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 3.  金谷 太郎 (50378957)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  安道 知寛 (40407135)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 5.  西山 慶彦 (30283378)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  文 世一 (40192736)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  人見 光太郎 (00283680)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  小西 葉子 (70432060)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  柳 貴英 (30754832)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  劉 慶豊 (60378958)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  奥井 亮 (20563480)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  吉村 有博 (40773982)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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