研　究

主な分野

計量経済学、統計学

著　書

1. Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance, JSS Research Series in Statistics, 2018, Heidelberg: Springer, ISBN: 978-981-10-5465-5.

公刊論文（査読付き）

1. "Nonparametric Estimation and Testing on Discontinuity of Positive Supported Densities: A Kernel Truncation Approach," with Benedikt Funke, Econometrics and Statistics, forthcoming.
• Supplementary Material.
2. "Consistent Estimation of Linear Regression Models Using Matched Data," with Artem Prokhorov, Journal of Econometrics, forthcoming.
• Supplementary Material.
3. "Functional-Coefficient Cointegration Models in the Presence of Deterministic Trends," with Mari Sakudo, Econometric Reviews, forthcoming.
• Supplementary Material.
4. "Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels," with Mari Sakudo, Econometrics, Volume 4, Issue 2, June 2016, Article No. 28.
5. "Reexamination of the Robustness of the Fama-French Three-Factor Model," with Jiro Hodoshima, Far East Journal of Theoretical Statistics, Volume 52, Issue 3, May 2016, pp. 215-234.
6. "Corrigendum to "Nonparametric Multiplicative Bias Correction for Kernel-Type Density Estimation on the Unit Interval" [Comput. Statist. Data Anal. 54 (2010) 473-495]," Computational Statistics & Data Analysis, Volume 95, March 2016, pp. 240-242.
• Supplementary Material.
7. "Family of the Generalised Gamma Kernels: A Generator of Asymmetric Kernels for Nonnegative Data," with Mari Sakudo, Journal of Nonparametric Statistics, Volume 27, Issue 1, January 2015, pp. 41-63.
• Supplementary Material.
8. "Nonnegative Bias Reduction Methods for Density Estimation Using Asymmetric Kernels," with Mari Sakudo, Computational Statistics & Data Analysis, Volume 75, July 2014, pp. 112-123.
9. "Nonparametric Estimation of Scalar Diffusion Models of Interest Rates Using Asymmetric Kernels," with Nikolay Gospodinov, Journal of Empirical Finance, Volume 19, Issue 4, September 2012, pp. 595-609.
10. "Venture Capital and Innovation: Which Is First?," with Masako Ueda, Pacific Economic Review, Volume 16, Issue 4, October 2011, pp. 421-465.
11. "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.
12. "A Two-Stage Plug-In Bandwidth Selection and Its Implementation for Covariance Estimation," Econometric Theory, Volume 26, Issue 3, June 2010, pp. 710-743.
• Lemma 2の詳細な証明.
• SPバンド幅の公式を計算するためのGAUSSコード（バートレット・カーネル用）: bt_sp.prg.
• SPバンド幅の公式を計算するためのGAUSSコード（パルザン・カーネル用）: pz_sp.prg.
13. "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.
14. "A Modified Nonparametric Prewhitened Covariance Estimator," Journal of Time Series Analysis, Volume 27, Issue 3, May 2006, pp. 441-476.

公刊論文（査読なし）

1. "Independence of the Sample Mean and Variance for Normal Distributions: A Proof by Induction," 『摂南経済研究』, 第5巻, 第1・2号, 2015年3月, pp. 1-5.
2. "Stabilizing a GMM bootstrap for Time Series: A Simulation Study," 『摂南経済研究』, 第1巻, 第1・2号(創刊号), 2011年3月, pp.19-37.
3. "The Tenuous Relationship of Venture Capital and Innovation," with Masako Ueda, VoxEU.org, 30 January 2009.

ワーキング・ペーパー

• "Two-Sample Estimation as an Altervative to Instrumental Variable Estimation in the Presence of Omitted Variables," with Irina Murtazashvili and Artem Prokhorov, January 2018.
• "Bias Correction for Asymmetric Kernel Density Estimation with a Parametric Start," with Mari Sakudo, January 2018.
• "Two-Sample Estimation of Varying Coefficient Models via Nearest Neighbor Matching," with Artem Prokhorov and Yajing Zhu, July 2017.
• "Venture Capital and Industrial "Innovation"," with Masako Ueda, June 2013.

研究中の課題

• "Skewing Methods for Asymmetric Kernel Regression Estimation," with Benedikt Funke.
• "Consistent Specification Testing for Regression Models via the Piecewise Local Linear Regression Estimation," with Anurag N. Banerjee.
• "Bootstrap Inference on Matched-Sample Indirect Inference Estimation."
• "Two-Sample Estimation of Quantile Regression Models."
• "Alternative Approximations to Nonparametric Estimators for Functional-Coefficient Cointegration Models with Persistent Errors and/or Transition Variables."

講　義

• 2017年度

学部２年次（前期）		マクロ経済学�T	講義のページ
学部２年次（前期）		統計学	講義のページ
学部３年次（後期）		産業組織論	講義のページ
学部３年次（後期）		現代ファイナンス論	講義のページ
学部３年次（後期）		計量経済学	講義のページ

その他興味のあること

写真と剣道です。写真につきましては、風景写真の撮影とともに、カメラという道具そのものにも多大な興味を持っております。
また、剣道に関して言えば、日本、米国およびカナダの３カ国で稽古をする機会に恵まれました。現在五段を頂戴しており、地元の道場（錬心会；京都市伏見区）で毎週２回の稽古および小中学生の指導をしております。なお、以前稽古をしていた米国およびカナダの道場につきましては、以下のリンクをご参照ください。
• 朝陽館剣道道場（米国イリノイ州デス・プレインズ／2007年〜2010年）
• マギル大学剣道部（カナダ ケベック州モントリオール／2004年〜2007年）
• ウィスコンシン大学剣道部（米国ウィスコンシン州マディソン／2001年〜2004年）