Yoshihiko Nishiyama

Profile Information

Degree: Ph.D.(Economics)(London School of Economics and Polofical Sciences(United Kingdom))

Researcher number: 30283378
J-GLOBAL ID: 200901073584591922
researchmap Member ID: 5000030872

External link: http://www.kier.kyoto-u.ac.jp/~nishiyama/index.htm

Research Interests

Research Areas

Humanities & social sciences / Economic statistics /

Research History

1996 - 2002

School of Informatics and Sciences, Nagoya University
1996 - 2002

Assistant Professor, Department of Informations, Nagoya University

Education

Awards

2009

日本統計学会研究業績賞
2009

JSS research award

Papers

Optimal minimax rates of specification testing with data-driven bandwidth

Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama

Econometric Reviews, 1-26, Jun 7, 2023
A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive Process

Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, Junfan Tao

Advances in Econometrics, 115-153, Apr 24, 2023
Optimal minimax rates against non-smooth alternatives

Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama

The Econometrics Journal, Oct 2, 2021
Efficiency of the retail industry and inelastic supply

Yoko Konishi, Yoshihiko Nishiyama

Advances in Decision Sciences, 24(2) 1-33, Jun 1, 2020
Volatility forecast of stock indices by model averaging using high-frequency data

Chengyang Wang, Yoshihiko Nishiyama

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 40 324-337, Nov, 2015 Peer-reviewed
Quantitative evaluation of contingent capital and its applications

Anshul Gupta, Toshinao Akuzawa, Yoshihiko Nishiyama

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 26 457-486, Dec, 2013 Peer-reviewed
Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options

Toshinao Akuzawa, Yoshihiko Nishiyama

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 25 335-357, Aug, 2013 Peer-reviewed
A consistent nonparametric test for nonlinear causality-Specification in time series regression

Yoshihiko Nishiyama, Kohtaro Hitomi, Yoshinori Kawasaki, Kiho Jeong

JOURNAL OF ECONOMETRICS, 165(1) 112-127, Nov, 2011 Peer-reviewed
Hypothesis testing in rank-size rule regression

Yoko Konishi, Yoshihiko Nishiyama

MATHEMATICS AND COMPUTERS IN SIMULATION, 79(9) 2869-2878, May, 2009 Peer-reviewed
セグメントデータを用いたサービス産業の生産性の計測

小西葉子, 西山慶彦

経済論叢、第183巻第2号、pp9-22, 2009 Peer-reviewed
A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS

Kohtaro Hitomi, Yoshihiko Nishiyama, Ryo Okui

ECONOMETRIC THEORY, 24(6) 1717-1728, Dec, 2008 Peer-reviewed
OLS estimation and the t test revisited in rank-size rule regression

Yoshihiko Nishiyama, Susumu Osada, Yasuhiro Sato

JOURNAL OF REGIONAL SCIENCE, 48(4) 691-715, Oct, 2008 Peer-reviewed
Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions

Qingfeng Liu, Yoshihiko Nishiyama

MATHEMATICS AND COMPUTERS IN SIMULATION, 78(2-3) 341-350, Jul, 2008 Peer-reviewed
ランクサイズルール回帰の検定について

小西葉子, 西山慶彦

『経済研究』, Vol. 59, No.3, pp. 256-265, 2008 Peer-reviewed
Efficient Estimation Methods for Grouped Data with Local Moments

Kohtaro Hitomi, Qing-Feng Liu, Yoshihiko Nishiyama, Naoya Sueishi

Journal of the Japanese Statistical Socieity, 38, 1, 2008, 131-143, 38(1) 131-143, 2008 Peer-reviewed
Nonparametric estimation methods of integrated multivariate volatilities

Toshiya Hoshikawa, Keiji Nagai, Taro Kanatani, Yoshihiko Nishiyama

ECONOMETRIC REVIEWS, 27(1-3) 112-138, 2008 Peer-reviewed
Sequential Unit Root Test

K. Nagai, K. Hitomi, Y. Nishiyama

MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, 3031-3036, 2007 Peer-reviewed
Does k-th Moment Exist?

K. Hitomi, Y. Nishiyama

MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, 908-913, 2007 Peer-reviewed
Measuring of Firm Specific Productivities: Evidence from Japanese Plant Level Panel Data

H. Ichimura, Y. Konishi, Y. Nishiyama

MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, 1075-1081, 2007 Peer-reviewed
Nonparametric Granger Causality Test

Kiho Jeong, Yoshihiko Nishiyama

Journal of the Korean Data and Information Science Society, Vol.18, No.1, p.195-210, 2007 Peer-reviewed

Misc.

Moment Restriction-Based Econometric Methods: An overview

Naoto Kunitomo, Michael McAleer, Yoshihiko Nishiyama

JOURNAL OF ECONOMETRICS, 165(1) 1-4, Nov, 2011
EFFICIENT ESTIMATION AND MODEL SELECTION FOR GROUPED DATA WITH LOCAL MOMENTS(<SPECIAL ISSUE>CELEBRATION VOLUME FOR AKAIKE)

Kohtaro Hitomi, Qing-Feng Liu, Yoshihiko Nishiyama, Naoya Sueishi

Journal of the Japan Statistical Society, 38(1) 131-143, Jun 1, 2008
Efficiency Improvement by Local Moments in Grouped Data Analysis

Sueishi Naoya, Liu Qingfeng, Hitomi Kohtaro, Nishiyama Yoshihiko

21COE Interfaces for Advanced Economic Analysis Discussion Paper, 107 1-12, Jun, 2006
生産関数のノンパラメトリック統計解析

小西葉子, 西山慶彦, 安道知寛, 川崎能典

日本統計学会講演報告集, 71 377-378, Sep 1, 2003
A-2 生産関数のノンパラメトリツク統計解析(コンペティション(5))(2003年度統計関連学会連合大会記録(日本統計学会第71回大会))

小西葉子, 西山慶彦, 安道知寛, 川崎能典

日本統計学会誌, 33(3) 408-408, 2003

Professional Memberships

Research Projects

データ駆動パラメータが統計的機械学習に与える影響の高次漸近特性の理論的解明と応用

科学研究費助成事業, 基盤研究(B), 日本学術振興会, Apr, 2023 - Mar, 2027

西山慶彦, 文世一, 人見光太郎, 小西葉子, 岩澤政宗
Design of mass transit system and urban land use control

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2020 - Mar, 2024
経済時系列の逐次統計解析とその応用～金融バブルの検出

科学研究費助成事業, 挑戦的研究(萌芽), 日本学術振興会, Jun, 2019 - Mar, 2023

西山慶彦, 人見光太郎, 永井圭二
大規模データを使った因果推論のためのミクロ計量経済分析とEBPMへの応用

科学研究費助成事業, 基盤研究(B), 日本学術振興会, Apr, 2019 - Mar, 2023

西山慶彦, 文世一, 人見光太郎, 小西葉子, 末石直也, 柳貴英, 岩澤政宗
経済・金融時系列の統計的モニタリング

科学研究費助成事業, 特別研究員奨励費, 日本学術振興会, Oct, 2019 - Mar, 2022

西山慶彦, TAO JUNFAN
Theoretical and empirical analysis on the structure of transport costs

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2016 - Mar, 2020

Mun Se-il
Semiparametric econometric analysis under the existence of endogeneity

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2015 - Mar, 2019

Nishiyama Yoshihiko
Modelling of non-stationary spatio-temporal data with estimation, testing and forecasting

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2013 - Mar, 2017

Matsuda Yasumasa
Asymmetric and nonlinear statistical theory and its applications to economics and bioscience

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, Apr, 2011 - Mar, 2015

TANIGUCHI Masanobu, YONEMOTO Kouji, HIRUKAWA Junichi, TAKAGI Yoshiji, HOSHINO Nobuaki, WANG Jin FANG, LIU Qing FENG, NAITO Kanta, SEKIYA Yuri, MATSUDA Shinichi, AKAHIRA Masafumi, TAKEMURA Akimichi, NISHIYAMA Yoshihiko, KANO Yutaka, AMANO Tomoyuki
Nonparametric/semiparametric statistical analysis of microeconometric models

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, Apr, 2010 - Mar, 2015

NISHIYAMA Yoshihiko, HITOMI Kohtaro, NAGAI Keiji, IDA Takanori, OKUI Ryo
The Infrastructure Development of Statistical Analysis for Evidence-based Policy Making, and Verifying Validity

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, Apr, 2010 - Mar, 2015

KITAGAWA Genshiro, TSUBAKI Hiroe, FUJITA Toshiharu, TSUDA Hiroshi, NISHIYAMA Yoshihiko, KAWASAKI Yoshinori, SATO Seisho, TSUCHIYA Takahiro, KUBOTA Takafumi, FUJITA Haruhiro, OKUHARA Koji, MURAKAMI Masakatsu, KATAGIRI Hideki, MIYAMOTO Michiko, SONEHARA Noboru, TOMITA Makoto, FUEDA Kaoru, HASUIKE Takashi, MIYAHARA Takao, ANDO Masakazu
International transportation and policies for infrastructure development

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, 2009 - 2012

MUN Se-il, NISHIYAMA Yoshihiko, MORI Tomoya, SATOU Yasuhiro, YAMAMOTO Kazuhiro
On a comprehensive research on statistical modelling and analysis for spatio-temporal data

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, 2007 - 2010

YAJIMA Yoshihiro, MASE Shigeru, SHIMIZU Kunio, NISHII Ryuei, KISHINO Hirohisa, KURIHARA Kouji, YOSHIDA Atsushi, KUBOKAWA Tatsuya, FUKUCHI Jun=ichiro, NAGAI Keiji, NISHIYAMA Yoshihiko, MATSUDA Yasumasa, MARUYAMA Yuzo, TAKAHASHI Kunihiko, OGATA Yoshihiko
セミ／ノンパラメトリック法における漸近理論

2006 - 2009
Asympfotic Theory for Semiparametic and Nonparametric Methods

2006 - 2009
Semiparametric Econometrics based on moment conditions-theory and applications

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (A), Japan Society for the Promotion of Science, 2006 - 2009

NISHIYAMA Yoshihiko, YAJIMA Yoshihiro, TANIZAKI Hisashi, HITOMI Kotaro, NAGAI Keiji, TANIGUCHI Masanobu, ICHIMURA Hidehiko, OYA Kosuke
実験ゲームの計量経済分析のための手法とその応用

科学研究費助成事業, 萌芽研究, 日本学術振興会, 2005 - 2007

西山慶彦, 人見光太郎, 梶井厚志, 中嶋智之
Statistical inferences by semiparametric empirical likelihood methods

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (B), Japan Society for the Promotion of Science, 2003 - 2005

NISHIYAMA Yoshihiko, MORIMUNE Kimio, TANIZAKI Hisashi, HITOMI Kohtaro
セミパラメトリック推定量の高次漸近理論とその応用

科学研究費助成事業, 奨励研究(A), 日本学術振興会, 2000 - 2001

西山慶彦
OPTIMAL URBAN LAND USE UNDER MULTI-MODAL TRANSPORTATION

Grants-in-Aid for Scientific Research, Grant-in-Aid for Scientific Research (C), Japan Society for the Promotion of Science, 1999 - 2001

KURODA Tatsuaki, NISHIYAMA Yoshihiko, KURODA Tatsuaki

Profile Information

Research Interests

Research Areas

Research History

Education

Awards

Papers

Misc.

Professional Memberships

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