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Yoshihiko Nishiyama

Personal Details

First Name:Yoshihiko
Middle Name:
Last Name:Nishiyama
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RePEc Short-ID:pni202
[This author has chosen not to make the email address public]

Affiliation

Institute of Economic Research
Kyoto University

Kyoto, Japan
http://www.kier.kyoto-u.ac.jp/
RePEc:edi:iekyojp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kohtaro Hitomi & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2021. "Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models," KIER Working Papers 1060, Kyoto University, Institute of Economic Research.
  2. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021. "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers 1053, Kyoto University, Institute of Economic Research.
  3. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020. "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers 1051, Kyoto University, Institute of Economic Research.
  4. KONISHI Yoko & NISHIYAMA Yoshihiko, 2019. "Comparison of Inbound and Domestic Tourists Destinations in Japan from 2011 to 2017: Zipf's law and Gibrat's law (Japanese)," Discussion Papers (Japanese) 19008, Research Institute of Economy, Trade and Industry (RIETI).
  5. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018. "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers 986, Kyoto University, Institute of Economic Research.
  6. Keiji Nagai & Yoshihiko Nishiyama & Kohtaro Hitomi, 2018. "Sequential test for unit root in AR(1) model," KIER Working Papers 1003, Kyoto University, Institute of Economic Research.
  7. KONISHI Yoko & NISHIYAMA Yoshihiko, 2016. "Efficiency of the Retail Industry: Case of inelastic supply functions," Discussion papers 16054, Research Institute of Economy, Trade and Industry (RIETI).
  8. KONISHI Yoko & Se-il MUN & NISHIYAMA Yoshihiko & Ji Eun SUNG, 2014. "Measuring the Value of Time in Freight Transportation," Discussion papers 14004, Research Institute of Economy, Trade and Industry (RIETI).
  9. Se-il Mun & Yoko Konishi & Yoshihiko Nishiyama & Ji-eun Sung, 2014. "Measuring the value of transport time for inter-regional trade," ERSA conference papers ersa14p410, European Regional Science Association.
  10. KONISHI Yoko & NISHIYAMA Yoshihiko, 2013. "Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production," Discussion papers 13003, Research Institute of Economy, Trade and Industry (RIETI).
  11. KONISHI Yoko & Se-il MUN & NISHIYAMA Yoshihiko & Ji Eun SUNG, 2012. "Determinants of Transport Costs for Inter-regional Trade," Discussion papers 12016, Research Institute of Economy, Trade and Industry (RIETI).
  12. Vance Martin & Yoshihiko Nishiyama & John Stachurski, 2011. "A Goodness Of Fit Test For Ergodic Markov Processes," KIER Working Papers 787, Kyoto University, Institute of Economic Research.
  13. ICHIMURA Hidehiko & KONISHI Yoko & NISHIYAMA Yoshihiko, 2011. "An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data," Discussion papers 11002, Research Institute of Economy, Trade and Industry (RIETI).
  14. KONISHI Yoko & NISHIYAMA Yoshihiko, 2010. "Productivity of Service Providers: Microeconometric measurement in the case of hair salons," Discussion papers 10051, Research Institute of Economy, Trade and Industry (RIETI).
  15. Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010. "Moment Restriction-based Econometric Methods: An Overview," Working Papers in Economics 10/65, University of Canterbury, Department of Economics and Finance.
  16. Kohtarro Hitomi & Yoshinori Kawasaki & Ryo Okui & Yoshihiko Nishiyama, 2005. "A Consistent Nonparametric Test for Causality," KIER Working Papers 602, Kyoto University, Institute of Economic Research.
  17. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  18. Nishiyama, Y & Robinson, Peter, 1999. "Studentization in Edgworth expansions for estimates of semiparametric index models," LSE Research Online Documents on Economics 2095, London School of Economics and Political Science, LSE Library.
  19. Y Nishiyama & Peter M Robinson, 1999. "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 A," STICERD - Econometrics Paper Series 374, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  20. Nishiyama, Y & Robinson, Peter M., 1999. "Edgeworth expansions for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2132, London School of Economics and Political Science, LSE Library.
  21. Y Nishiyama & Peter M Robinson, 1999. "Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.)," STICERD - Econometrics Paper Series 373, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

Articles

  1. Yoko Konishi & Yoshihiko Nishiyama, 2020. "Efficiency of the Retail Industry and Inelastic Supply," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 134-166, June.
  2. Wang, Chengyang & Nishiyama, Yoshihiko, 2015. "Volatility forecast of stock indices by model averaging using high-frequency data," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 324-337.
  3. Gupta, Anshul & Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Quantitative evaluation of contingent capital and its applications," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 457-486.
  4. Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 335-357.
  5. Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011. "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 112-127.
  6. Konishi, Yoko & Nishiyama, Yoshihiko, 2009. "Hypothesis testing in rank-size rule regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2869-2878.
  7. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1717-1728, December.
  8. Yoshihiko Nishiyama & Susumu Osada & Yasuhiro Sato, 2008. "OLS ESTIMATION AND THE t TEST REVISITED IN RANK‐SIZE RULE REGRESSION," Journal of Regional Science, Wiley Blackwell, vol. 48(4), pages 691-716, October.
  9. Liu, Qingfeng & Nishiyama, Yoshihiko, 2008. "Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 341-350.
  10. Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama, 2008. "Nonparametric Estimation Methods of Integrated Multivariate Volatilities," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 112-138.
  11. Konishi, Yoko & Nishiyama, Yoshihiko, 2008. "Hypothesis Testing in Rank Size Regression," Economic Review, Hitotsubashi University, vol. 59(3), pages 256-265, July.
  12. Yoshihiko Nishiyama & Peter M. Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 73(3), pages 903-948, May.
  13. Nishiyama, Y., 2005. "Kernel order selection by minimum bootstrapped MSE for density weighted averages," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 113-122.
  14. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
  15. Y. Nishiyama & P. M. Robinson, 2000. "Edgeworth Expansions for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 68(4), pages 931-980, July.
  16. Brunello Giorgio & Ariga Kenn & Nishiyama Yoshihiko & Ohkusa Yasushi, 1995. "Recent Changes in the Internal Structure of Wages and Employment in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 9(2), pages 105-129, June.
  17. Ariga, Kenn & Brunello, Giorgio & Ohkusa, Yasushi & Nishiyama, Yoshihiko, 1992. "Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition," Journal of the Japanese and International Economies, Elsevier, vol. 6(4), pages 440-471, December.

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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 17 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.
  1. NEP-ECM: Econometrics (8) 2005-06-14 2010-11-06 2011-10-22 2019-01-07 2019-01-14 2021-01-18 2021-03-01 2021-06-14. Author is listed
  2. NEP-EFF: Efficiency and Productivity (4) 2010-10-23 2011-02-12 2013-01-26 2016-04-30
  3. NEP-TRE: Transport Economics (3) 2012-04-03 2014-01-17 2014-12-24
  4. NEP-URE: Urban and Real Estate Economics (3) 2012-04-03 2014-01-17 2019-03-11
  5. NEP-CIS: Confederation of Independent States (2) 2011-10-22 2011-10-22
  6. NEP-DCM: Discrete Choice Models (2) 2014-01-17 2014-12-24
  7. NEP-ETS: Econometric Time Series (2) 2019-01-07 2021-06-14
  8. NEP-INT: International Trade (2) 2012-04-03 2014-01-17
  9. NEP-BEC: Business Economics (1) 2011-02-12
  10. NEP-GEO: Economic Geography (1) 2012-04-03
  11. NEP-ORE: Operations Research (1) 2021-01-18

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