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Yoshimasa Uematsu
Observed name:
Uematsu, Yoshimasa
Institution:
Hitotsubashi University
Observed institutions:
Hitotsubashi University,
University of Southern California,
University of Connecticut,
Tohoku University,
Peking University,
The Institute of Statistical Mathematics
show all 6
ORCID:
0000-0002-0983-3143
Observed ORCIDs:
0000-0002-0983-3143,
0000-0002-5501-6902
OpenAlex ID:
A5069014880
Works
30
Awards
2
High-dimensional macroeconomic forecasting and variable selection via penalized regression
2018
·
Yoshimasa Uematsu
, Shinya Tanaka
·
Econometrics Journal
·
80
Estimation of Sparsity-Induced Weak Factor Models
2019
·
Yoshimasa Uematsu
, Takashi Yamagata
·
Journal of Business and Economic Statistics
·
69
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
2019
·
Yingying Fan
, Jinchi Lv
, et al.
·
Journal of the American Statistical Association
·
51
SOFAR: Large-Scale Association Network Learning
2019
·
Yoshimasa Uematsu
, Yingying Fan
, et al.
·
IEEE Transactions on Information Theory
·
42
Inference in Sparsity-Induced Weak Factor Models
2021
·
Yoshimasa Uematsu
, Takashi Yamagata
·
Journal of Business and Economic Statistics
·
32
PDF
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
2023
·
Jiang, Peiyun
, Uematsu, Yoshimasa
, et al.
·
arXiv (Cornell University)
·
11
PDF
High-dimensional single-index models: link estimation and marginal inference
2026
·
Kazuma Sawaya
, Yoshimasa Uematsu
, et al.
·
Information and Inference A Journal of the IMA
·
8
Discovering the Network Granger Causality in Large Vector Autoregressive Models
2025
·
Yoshimasa Uematsu
, Takashi Yamagata
·
Journal of the American Statistical Association
·
8
PDF
Nonstationary Nonlinear Quantile Regression
2016
·
Yoshimasa Uematsu
·
Econometric Reviews
·
8
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
2018
·
Yingying Fan
, Jinchi Lv
, et al.
·
SSRN Electronic Journal
·
6
Moment-based adjustments of statistical inference in high-dimensional generalized linear models
2026
·
Kazuma Sawaya
, Yoshimasa Uematsu
, et al.
·
Electronic Journal of Statistics
·
5
PDF
Estimation of large covariance matrices with mixed factor structures
2023
·
Runyu Dai
, Yoshimasa Uematsu
, et al.
·
Econometrics Journal
·
4
Macroeconomic Forecasting and Variable Selection with a Very Large Number of Predictors: A Penalized Regression Approach
2017
·
Yoshimasa Uematsu
, Shinya Tanaka
·
SSRN Electronic Journal
·
4
PDF
Penalized Likelihood Estimation in High-Dimensional Time Series Models and its Application
2015
·
Uematsu, Yoshimasa
·
arXiv (Cornell University)
·
3
PDF
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
2024
·
Peiyun Jiang
, Yoshimasa Uematsu
, et al.
·
SSRN Electronic Journal
·
2
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models
2024
·
Peiyun Jiang
, Yoshimasa Uematsu
, et al.
·
SSRN Electronic Journal
·
2
IPAD: Stable Interpretable Forecasting with Knockoffs Inference
2019
·
Fan, Yingying
, Lv, Jinchi
, et al.
·
Figshare
·
2
Regularization Parameter Selection via Cross-Validation in the Presence of Dependent Regressors: A Simulation Study
2015
·
Yoshimasa Uematsu
, Shinya Tanaka
·
SSRN Electronic Journal
·
2
PDF
Bias Correction in Factor-Augmented Regression Models with Weak Factors
2026
·
Peiyun Jiang
, Yoshimasa Uematsu
, et al.
·
Figshare
Bias Correction in Factor-Augmented Regression Models with Weak Factors
2026
·
Peiyun Jiang
, Yoshimasa Uematsu
, et al.
·
Journal of Business and Economic Statistics
PDF
Robust Reproducible Network Exploration
2025
·
Masaki Toyoda
, Yoshimasa Uematsu
·
Journal of Business and Economic Statistics
Sequential Correct Screening and Post-Screening Inference
2025
·
Toyoda, Masaki
, Uematsu, Yoshimasa
·
arXiv (Cornell University)
PDF
Inference in Sparsity-Induced Weak Factor Models
2021
·
Uematsu, Yoshimasa
, Yamagata, Takashi
·
Figshare
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
2016
·
Yoshimasa Uematsu
·
Statistics & Probability Letters
Statistical Analysis of Nonlinear Time Series
2013
·
Yoshimasa Uematsu
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Works count:
30
Citation count:
339
H-index:
8
I10-index:
6
Year
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