Rchr
J-GLOBAL ID:201801016281701829   Update date: Feb. 01, 2024

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  (6):
  • 2021 - 2024 反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析
  • 2020 - 2023 ファクターモデルと罰則化法を用いた時系列・パネルデータの計量分析:理論と応用
  • 2019 - 2022 高次元マクロ計量経済学における大域的推測理論の確立
  • 2017 - 2018 高次元マクロ計量経済学:理論と応用
  • 2014 - 2017 カーネル法による新しい時系列分析
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Papers (9):
  • Yoshimasa Uematsu, Takashi Yamagata. Inference in Sparsity-Induced Weak Factor Models. Journal of Business & Economic Statistics. 2023. 41. 1. 126-139
  • Yoshimasa Uematsu, Takashi Yamagata. Estimation of Sparsity-Induced Weak Factor Models. Journal of Business & Economic Statistics. 2023. 41. 1. 213-227
  • Runyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda. Estimation of large covariance matrices with mixed factor structures. Econometrics Journal. 2023
  • 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
  • Yoshimasa Uematsu, Yingying Fan, Kun Chen, Jinchi Lv, Wei Lin. SOFAR: large-scale association network learning. IEEE Transactions on Information Theory. 2019
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
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Awards (1):
  • 2023 - Hosoya Prize
Association Membership(s) (3):
International Association for Applied Econometrics ,  Econometric Society ,  THE JAPAN STATISTICAL SOCIETY
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