Details about Yoshihiko Nishiyama

Access statistics for papers by Yoshihiko Nishiyama.

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Short-id: pni202

Working Papers

2021

1. Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (2)
2. Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)

2020

3. Optimal Minimax Rates against Non-smooth Alternatives
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)

2019

4. Comparison of Inbound and Domestic Tourists Destinations in Japan from 2011 to 2017: Zipf's law and Gibrat's law (Japanese)
   Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI)

2018

5. Rate Optimal Specification Test When the Number of Instruments is Large
   KIER Working Papers, Kyoto University, Institute of Economic Research
6. Sequential test for unit root in AR(1) model
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)

2016

7. Efficiency of the Retail Industry: Case of inelastic supply functions
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)

2014

8. Measuring the Value of Time in Freight Transportation
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (4)
9. Measuring the value of transport time for inter-regional trade
   ERSA conference papers, European Regional Science Association

2013

10. Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (2)
11. Determinants of Transport Costs for Inter-regional Trade
    ERSA conference papers, European Regional Science Association
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2012) View citations (7)

2011

12. A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2011)
13. An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (6)

2010

14. Moment Restriction-based Econometric Methods: An Overview
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
15. Productivity of Service Providers: Microeconometric measurement in the case of hair salons
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (8)

2005

16. A Consistent Nonparametric Test for Causality
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
17. The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (18)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) View citations (16)
    See also Journal Article The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives, Econometrica, Econometric Society (2005) View citations (20) (2005)

1999

18. Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
19. Edgeworth expansions for semiparametric averaged derivatives
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    See also Journal Article Edgeworth Expansions for Semiparametric Averaged Derivatives, Econometrica, Econometric Society (2000) View citations (36) (2000)
20. Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
21. Studentization in Edgworth expansions for estimates of semiparametric index models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)

Journal Articles

2020

1. Efficiency of the Retail Industry and Inelastic Supply
   Advances in Decision Sciences, 2020, 24, (2), 134-166

2015

2. Volatility forecast of stock indices by model averaging using high-frequency data
   International Review of Economics & Finance, 2015, 40, (C), 324-337 View citations (8)

2013

3. Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options
   The North American Journal of Economics and Finance, 2013, 25, (C), 335-357 View citations (7)
4. Quantitative evaluation of contingent capital and its applications
   The North American Journal of Economics and Finance, 2013, 26, (C), 457-486 View citations (7)

2011

5. A consistent nonparametric test for nonlinear causality—Specification in time series regression
   Journal of Econometrics, 2011, 165, (1), 112-127 View citations (199)

2009

6. Hypothesis testing in rank-size rule regression
   Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2869-2878 View citations (2)

2008

7. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
   Econometric Theory, 2008, 24, (6), 1717-1728 View citations (17)
8. Hypothesis Testing in Rank Size Regression
   Economic Review, 2008, 59, (3), 256-265 View citations (1)
9. Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 341-350 View citations (1)
10. Nonparametric Estimation Methods of Integrated Multivariate Volatilities
    Econometric Reviews, 2008, 27, (1-3), 112-138 View citations (5)
11. OLS ESTIMATION AND THE t TEST REVISITED IN RANK‐SIZE RULE REGRESSION*
    Journal of Regional Science, 2008, 48, (4), 691-716 View citations (23)

2005

12. Kernel order selection by minimum bootstrapped MSE for density weighted averages
    Mathematics and Computers in Simulation (MATCOM), 2005, 69, (1), 113-122
13. The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
    Econometrica, 2005, 73, (3), 903-948 View citations (20)
    See also Working Paper The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives, STICERD - Econometrics Paper Series (2005) View citations (18) (2005)

2004

14. Minimum normal approximation error bandwidth selection for averaged derivatives
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (1), 53-61

2000

15. Edgeworth Expansions for Semiparametric Averaged Derivatives
    Econometrica, 2000, 68, (4), 931-980 View citations (36)
    See also Working Paper Edgeworth expansions for semiparametric averaged derivatives, LSE Research Online Documents on Economics (1999) (1999)

1995

16. Recent Changes in the Internal Structure of Wages and Employment in Japan
    Journal of the Japanese and International Economies, 1995, 9, (2), 105-129 View citations (1)

1992

17. Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition
    Journal of the Japanese and International Economies, 1992, 6, (4), 440-471 View citations (19)