8
H index
6
i10 index
380
Citations
Kyoto University | 8 H index 6 i10 index 380 Citations RESEARCH PRODUCTION: 17 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoshihiko Nishiyama. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Mathematics and Computers in Simulation (MATCOM) | 4 |
Journal of the Japanese and International Economies | 2 |
The North American Journal of Economics and Finance | 2 |
Econometrica | 2 |
Working Papers Series with more than one paper published | # docs |
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KIER Working Papers / Kyoto University, Institute of Economic Research | 8 |
ERSA conference papers / European Regional Science Association | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators. (2022). Masini, Ricardo ; Jansson, Michael ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2301.00277. Full description at Econpapers || Download paper |
2024 | Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices. (2024). Inokuchi, Ryo ; Komatsubara, Wataru ; Oga, Akihiro ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03589. Full description at Econpapers || Download paper |
2024 | Prediction-Guided Active Experiments. (2024). Simchi-Levi, David ; Chen, Hongyu ; Ao, Ruicheng. In: Papers. RePEc:arx:papers:2411.12036. Full description at Econpapers || Download paper |
2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper |
2024 | The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377. Full description at Econpapers || Download paper |
2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
2024 | Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819. Full description at Econpapers || Download paper |
2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
2024 | Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666. Full description at Econpapers || Download paper |
2024 | Eco-tech fusion: Unraveling the nonparametric causal effects of fintech, natural resources, digital infrastructure, and economic growth on environmental sustainability from a quantile perspective. (2024). Khaskheli, Asadullah ; Raza, Syed Ali ; Hassan, Kabir M ; Ahmed, Mansoora. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006913. Full description at Econpapers || Download paper |
2024 | Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906. Full description at Econpapers || Download paper |
2024 | Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014. Full description at Econpapers || Download paper |
2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647. Full description at Econpapers || Download paper |
2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper |
2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers || Download paper |
2024 | Geothermal energy and carbon emissions nexus in leading geothermal-consuming nations: Evidence from nonparametric analysis. (2024). Adegboye, Oluwatayomi Rereloluwa ; Umar, Muhammad ; Awosusi, Abraham Ayobamiji ; Ojekemi, Opeoluwa Seun. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2726-2752. Full description at Econpapers || Download paper |
2024 | Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5. Full description at Econpapers || Download paper |
2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2020 | Efficiency of the Retail Industry and Inelastic Supply In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
2011 | A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
2011 | A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | OLS ESTIMATION AND THE t TEST REVISITED IN RANK‐SIZE RULE REGRESSION* In: Journal of Regional Science. [Full Text][Citation analysis] | article | 22 |
2010 | Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1999 | Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
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 In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
2005 | The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 22 |
2005 | The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2005 | The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2004 | The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2008 | A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
2000 | Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica. [Citation analysis] | article | 33 |
1999 | Edgeworth expansions for semiparametric averaged derivatives.(1999) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2013 | Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Quantitative evaluation of contingent capital and its applications In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2011 | A consistent nonparametric test for nonlinear causality—Specification in time series regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 202 |
1992 | Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 22 |
1995 | Recent Changes in the Internal Structure of Wages and Employment in Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 1 |
2004 | Minimum normal approximation error bandwidth selection for averaged derivatives In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
2005 | Kernel order selection by minimum bootstrapped MSE for density weighted averages In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
2008 | Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
2009 | Hypothesis testing in rank-size rule regression In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
2015 | Volatility forecast of stock indices by model averaging using high-frequency data In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
1999 | Studentization in Edgworth expansions for estimates of semiparametric index models In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
2010 | Productivity of Service Providers: Microeconometric measurement in the case of hair salons In: Discussion papers. [Full Text][Citation analysis] | paper | 6 |
2011 | An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data In: Discussion papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Determinants of Transport Costs for Inter-regional Trade In: Discussion papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Determinants of Transport Costs for Inter-regional Trade.(2013) In: ERSA conference papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production In: Discussion papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Measuring the Value of Time in Freight Transportation In: Discussion papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Efficiency of the Retail Industry: Case of inelastic supply functions In: Discussion papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Comparison of Inbound and Domestic Tourists Destinations in Japan from 2011 to 2017: Zipfs law and Gibrats law (Japanese) In: Discussion Papers (Japanese). [Full Text][Citation analysis] | paper | 0 |
2008 | Hypothesis Testing in Rank Size Regression In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2018 | Sequential test for unit root in AR(1) model In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Optimal Minimax Rates against Non-smooth Alternatives In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | A Consistent Nonparametric Test for Causality In: KIER Working Papers. [Citation analysis] | paper | 0 |
2018 | Rate Optimal Specification Test When the Number of Instruments is Large In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Nonparametric Estimation Methods of Integrated Multivariate Volatilities In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
2014 | Measuring the value of transport time for inter-regional trade In: ERSA conference papers. [Full Text][Citation analysis] | paper | 0 |
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