Naoya Sueishi
Personal Details
First Name: | Naoya |
Middle Name: | |
Last Name: | Sueishi |
Suffix: | |
RePEc Short-ID: | psu510 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/naoyasueishi/ | |
Affiliation
Faculty of Economics
Kobe University
Kobe, Japanhttp://www.econ.kobe-u.ac.jp/
RePEc:edi:fekobjp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.
- Naoya Sueishi, 2015.
"A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models,"
Discussion Papers
1531, Graduate School of Economics, Kobe University.
- Sueishi, Naoya, 2016. "A simple derivation of the efficiency bound for conditional moment restriction models," Economics Letters, Elsevier, vol. 138(C), pages 57-59.
- Naoya Sueishi & Arihiro Yoshimura, 2014.
"Focused Information Criterion for Series Estimation in Partially Linear Models,"
Discussion papers
e-14-001, Graduate School of Economics Project Center, Kyoto University.
- Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
- Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
Articles
- Yoshiki Nakajima & Naoya Sueishi, 2022. "Forecasting the Japanese macroeconomy using high-dimensional data," The Japanese Economic Review, Springer, vol. 73(2), pages 299-324, April.
- Ando, Tomohiro & Sueishi, Naoya, 2019. "Regularization parameter selection for penalized empirical likelihood estimator," Economics Letters, Elsevier, vol. 178(C), pages 1-4.
- Tomohiro Ando & Naoya Sueishi, 2019. "On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator," Econometrics, MDPI, vol. 7(1), pages 1-14, March.
- Ichiro Sasaki & Katsunori Kondo & Naoki Kondo & Jun Aida & Hiroshi Ichikawa & Takashi Kusumi & Naoya Sueishi & Yuichi Imanaka, 2018. "Are pension types associated with happiness in Japanese older people?: JAGES cross-sectional study," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-14, May.
- Sueishi, Naoya, 2017. "A Note On Generalized Empirical Likelihood Estimation Of Semiparametric Conditional Moment Restriction Models," Econometric Theory, Cambridge University Press, vol. 33(5), pages 1242-1258, October.
- Naoya Sueishi & Arihiro Yoshimura, 2017.
"Focused Information Criterion for Series Estimation in Partially Linear Models,"
The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
- Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
- Naoya Sueishi & Arihiro Yoshimura, 2014. "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers e-14-001, Graduate School of Economics Project Center, Kyoto University.
- Sueishi, Naoya, 2016.
"A simple derivation of the efficiency bound for conditional moment restriction models,"
Economics Letters, Elsevier, vol. 138(C), pages 57-59.
- Naoya Sueishi, 2015. "A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Discussion Papers 1531, Graduate School of Economics, Kobe University.
- Sueishi, Naoya, 2013. "Identification problem of the exponential tilting estimator under misspecification," Economics Letters, Elsevier, vol. 118(3), pages 509-511.
- Naoya Sueishi, 2013. "Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-16, July.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Naoya Sueishi, 2015.
"A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models,"
Discussion Papers
1531, Graduate School of Economics, Kobe University.
- Sueishi, Naoya, 2016. "A simple derivation of the efficiency bound for conditional moment restriction models," Economics Letters, Elsevier, vol. 138(C), pages 57-59.
Cited by:
- Yaroslav Mukhin, 2018. "Sensitivity of Regular Estimators," Papers 1805.08883, arXiv.org.
- Tomohiro Ando & Naoya Sueishi, 2019. "On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator," Econometrics, MDPI, vol. 7(1), pages 1-14, March.
Articles
- Yoshiki Nakajima & Naoya Sueishi, 2022.
"Forecasting the Japanese macroeconomy using high-dimensional data,"
The Japanese Economic Review, Springer, vol. 73(2), pages 299-324, April.
Cited by:
- Kohei Maehashi & Mototsugu Shintani, 2020. "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series CIRJE-F-1146, CIRJE, Faculty of Economics, University of Tokyo.
- Liu, Ying & Wen, Long & Liu, Han & Song, Haiyan, 2024. "Predicting tourism recovery from COVID-19: A time-varying perspective," Economic Modelling, Elsevier, vol. 135(C).
- Ando, Tomohiro & Sueishi, Naoya, 2019.
"Regularization parameter selection for penalized empirical likelihood estimator,"
Economics Letters, Elsevier, vol. 178(C), pages 1-4.
Cited by:
- Tomohiro Ando & Naoya Sueishi, 2019. "On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator," Econometrics, MDPI, vol. 7(1), pages 1-14, March.
- Sueishi, Naoya, 2017.
"A Note On Generalized Empirical Likelihood Estimation Of Semiparametric Conditional Moment Restriction Models,"
Econometric Theory, Cambridge University Press, vol. 33(5), pages 1242-1258, October.
Cited by:
- Tao, Jing, 2020. "Trinity tests of functions for conditional moment models," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- Chen, Xiaohong & Pouzo, Demian & Powell, James L., 2019.
"Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 30-53.
- Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
- Sueishi, Naoya, 2016.
"A simple derivation of the efficiency bound for conditional moment restriction models,"
Economics Letters, Elsevier, vol. 138(C), pages 57-59.
See citations under working paper version above.
- Naoya Sueishi, 2015. "A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models," Discussion Papers 1531, Graduate School of Economics, Kobe University.
- Sueishi, Naoya, 2013.
"Identification problem of the exponential tilting estimator under misspecification,"
Economics Letters, Elsevier, vol. 118(3), pages 509-511.
Cited by:
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2021.
"Bayesian Estimation and Comparison of Conditional Moment Models,"
Papers
2110.13531, arXiv.org.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
- Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
- Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
- Siddharta Chib & Minchul Shin & Anna Simoni, 2016. "Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models," Working Papers 2016-21, Center for Research in Economics and Statistics.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2021.
"Bayesian Estimation and Comparison of Conditional Moment Models,"
Papers
2110.13531, arXiv.org.
- Naoya Sueishi, 2013.
"Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging,"
Econometrics, MDPI, vol. 1(2), pages 1-16, July.
Cited by:
- Toru Kitagawa & Chris Muris, 2015.
"Model averaging in semiparametric estimation of treatment effects,"
CeMMAP working papers
CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 46/15, Institute for Fiscal Studies.
- Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
- Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu, 2023.
"Over-identified Doubly Robust identification and estimation,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 25-42.
- Arthur Lewbel & Jin-Young Choi & Zhuzhu Zhou, 2019. "Over-Identified Doubly Robust Identification and Estimation," Boston College Working Papers in Economics 1003, Boston College Department of Economics, revised 15 Jan 2022.
- Liu, Chu-An & Kuo, Biing-Shen, 2014.
"Model Averaging in Predictive Regressions,"
MPRA Paper
54198, University Library of Munich, Germany.
- Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
- Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016.
"Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure,"
IEAS Working Paper : academic research
16-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021. "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
- Toru Kitagawa & Chris Muris, 2015.
"Model averaging in semiparametric estimation of treatment effects,"
CeMMAP working papers
CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2015-11-21 2022-12-12
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