Research

Fields of Specialization

Theoretical and Applied Econometrics, Financial Economics, Macroeconomics.

Refereed Publications

• "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," with Nikolay Gospodinov, February 2012, Journal of Empirical Finance, forthcoming.
• "Venture Capital and Innovation: Which Is First?" with Masako Ueda, Pacific Economic Review, Volume 16, Issue 4, October 2011, pp. 421-465.
• "How Useful Is Yet Another Data-Driven Bandwidth in Long-Run Variance Estimation?: A Simulation Study on Cointegrating Regressions," Economics Letters, Volume 111, Issue 2, May 2011, pp. 170-172.
• "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," Econometric Theory, Volume 26, Issue 3, June 2010, pp. 710-743.

          (i) A detailed proof of Lemma 2.
          (ii) GAUSS code for SP bandwidth choice rule in HAC estimation using the Bartlett kernel: bt_sp.prg.
          (iii) GAUSS code for SP bandwidth choice rule in HAC estimation using the Parzen kernel: pz_sp.prg.
• "Nonparametric Multiplicative Bias Correction for Kernel-Type Density Estimation on the Unit Interval," Computational Statistics & Data Analysis, Volume 54, Issue 2, February 2010, pp. 473-495.
• "A Modified Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Volume 27, Issue 3, May 2006, pp. 441-476.

Unrefereed Publications

• "Stabilizing a GMM bootstrap for Time Series: A Simulation Study," Setsunan Economic Review, Volume 1, Issues 1-2, March 2011, pp. 19-37.
• "The Tenuous Relationship of Venture Capital and Innovation," with Masako Ueda, VoxEU.org, 30 January 2009.

Working Papers

• "Nonparametric Multiplicative Bias Correction for Kernel-Type Density Estimation Using Positive Data," with Mari Sakudo, March 2012 (submitted).
• "Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends," with Yi Yu, October 2011.
• "Venture Capital and Industrial "Innovation"," with Masako Ueda, September 2008, CEPR Discussion Paper No. 7089.

Work in Progress

• "Local Linear Regression Smoother for Positive Weakly Dependent Data," with Nikolay Gospodinov.
• "Alternative Approximations to Nonparametric Estimators for Functional-Coefficient Cointegration Models with Persistent Errors and/or Transition Variables."

Teaching

• Academic Year 2012:

Undergraduate (Spring)		Microeconomics I	Course Web Page (Japanese only)
Undergraduate (Spring)		Macroeconomics I	Course Web Page (Japanese only)
Undergraduate (Spring)		Statistics	Course Web Page (Japanese only)
Undergraduate (Autumn)		Mathematics for Economists	Course Web Page (Japanese only)
Undergraduate (Autumn)		Finance	Course Web Page (Japanese only)

Other Interest - Kendo (The Art of Japanese Fencing)

I have practiced kendo for more than 10 years in Japan, Canada, and the US. I now hold the ranking of 4 dan, and have a regular practice at Setsunan University Kendo Club. Here are some useful links for you to know more about kendo:




Organizations
          International Kendo Federation
          All Japan Kendo Federation
          All United States Kendo Federation
          Canadian Kendo Federation




Dojo/Clubs Where I Practiced Kendo in the Past
          Choyokan Kendo Dojo, Des Plaines, IL, USA (from 2007 until 2010)
          McGill University Kendo Club, Montreal, QC, Canada (from 2004 until 2007)
          University of Wisconsin Kendo Club, Madison, WI, USA (from 2001 until 2004)