Naoya Sueishi

Kobe University - Graduate School of Economics

2-1, Rokkodai

Nada-Ku

Kobe, Hyogo, 657-8501

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

478

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Forecasting the Japanese Macroeconomy Using High-Dimensional Data

Number of pages: 29 Posted: 24 Jun 2019 Last Revised: 10 Mar 2020
Yoshiki Nakajima and Naoya Sueishi
Asset Management One Co., Ltd and Kobe University - Graduate School of Economics
Downloads 190 (206,085)

Abstract:

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diffusion index, high-dimensional data, lasso

2.

Large Sample Justifications for the Bayesian Empirical Likelihood

Number of pages: 29 Posted: 14 Oct 2020 Last Revised: 23 Nov 2021
Naoya Sueishi
Kobe University - Graduate School of Economics
Downloads 137 (270,864)

Abstract:

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Bayesian Empirical Likelihood, Bernstein-Von Mises Theorem, Convolution Theorem, Local Asymptotic Normality

3.

Regularization Parameter Selection for Penalized Empirical Likelihood Estimator

Number of pages: 28 Posted: 23 May 2018
Tomohiro Ando and Naoya Sueishi
University of Melbourne - Melbourne Business School and Kobe University - Graduate School of Economics
Downloads 81 (386,212)

Abstract:

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Information Criterion, Series Estimation, Sparse Estimation

4.

On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator

Number of pages: 16 Posted: 07 Dec 2017
Tomohiro Ando and Naoya Sueishi
University of Melbourne - Melbourne Business School and Kobe University - Graduate School of Economics
Downloads 70 (419,143)

Abstract:

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Diverging number of parameters, Penalized empirical likelihood, Sparse models