Rchr
J-GLOBAL ID:201801016281701829
Update date: Jan. 17, 2025 Uematsu Yoshimasa
ウエマツ ヨシマサ | Uematsu Yoshimasa
Affiliation and department: Job title:
Associate Professor
Other affiliations (1): - Tohoku University
Department of Economics and Management
Visiting Associate Professor
Homepage URL (1): https://sites.google.com/site/uematsu0911/ Research field (2):
Statistical science
, Economic statistics
Research keywords (4):
Variable selection
, Forecasting
, Time series analysis
, High-dimensional data analysis
Research theme for competitive and other funds (8): Papers (10): -
Yoshimasa Uematsu, Takashi Yamagata. Discovering the Network Granger Causality in Large Vector Autoregressive Models. Journal of the American Statistical Association. 2025. 1-23
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Runyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda. Estimation of large covariance matrices with mixed factor structures. Econometrics Journal. 2024
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Yoshimasa Uematsu, Takashi Yamagata. Inference in Sparsity-Induced Weak Factor Models. Journal of Business & Economic Statistics. 2023. 41. 1. 126-139
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Yoshimasa Uematsu, Takashi Yamagata. Estimation of Sparsity-Induced Weak Factor Models. Journal of Business & Economic Statistics. 2023. 41. 1. 213-227
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Yingying Fan, Jinchi Lv, Mahrad Sharifvaghefi, Yoshimasa Uematsu. IPAD: stable interpretable forecasting with knockoffs inference. Journal of the American Statistical Association. 2020. 115. 1822-1834
more... Education (3): - 2011 - 2013 Hitotsubashi University Department of Economics Second Stage of Doctoral Program
- 2009 - 2011 Hitotsubashi University Department of Economics Master's Program
- 2003 - 2007 Hitotsubashi University Faculty of Economics
Professional career (1): - Ph.D. in Economics (Hitotsubashi University)
Work history (12): - 2023/04 - 現在 Tohoku University Department of Economics and Management Visiting Associate Professor
- 2023/04 - 現在 Hitotsubashi University Department of Social Data Science Associate Professor
- 2022/04 - 2023/03 Hitotsubashi University Center for the Promotion of Social Data Science Education and Research Associate Professor
- 2022/04 - 2023/03 Tohoku University Department of Economics and Management Specially Appointed Associate Professor
- 2020/02 - 2022/03 Tohoku University Department of Economics and Management Associate Professor
- 2018/09 - 2020/01 Tohoku University Department of Economics and Management Assistant Professor
- 2017/04 - 2018/08 University of Southern California Department of Data Sciences and Operations, Marshall School of Business JSPS Research Fellow
- 2015/11 - 2017/03 University of Southern California Department of Data Sciences and Operations, Marshall School of Business JSPS Research Fellow
- 2014/04 - 2017/03 The Institute of Statistical Mathematics Research Center for Statistical Machine Learning JSPS Research Fellow
- 2013/10 - 2014/03 Hitotsubashi University Department of Economics JSPS Research Fellow
- 2011/04 - 2013/09 Hitotsubashi University Department of Economics JSPS Research Fellow
- 2007/04 - 2009/03 Mitsubishi UFJ Asset Management Co., Ltd.
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Awards (1): Association Membership(s) (3):
International Association for Applied Econometrics
, Econometric Society
, THE JAPAN STATISTICAL SOCIETY
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