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Yabe Ryota

Academic OrganizationAcademic Assembly School of Humanities and Social Sciences Institute of Social SciencesTEL
Education and Research OrganizationFaculty of Economics and Law Department of EconomicsFAX
PositionAssociate ProfessorMail Address
Address3-1-1, Asahi, Matsumoto City 390-8621Web site

Profile

Assigned Class
Graduate School of Humanities and Social Sciences
Research Field
Econometrics
Time Series Analysis
Current Subject
Statistical theory for Nonstationary regression model
Keywords:Nonparametric Statistics , Time series analysis
Academic Societies
Academic Societies
American statistical association
Japan Statistical Society
Academic Background
Graduate School
2013
2010

Research

Books, Articles, etc.
Articles
Variable selection and structure identification for varying coefficient Cox models
Journal of Multivariate Analysis,161:103-122 2017(Sep. 01)
Author:Toshio Honda and Ryota Yabe


Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
Statistics and Probability Letters,125:220-226 2017(Jun. 01)
Author:Ryota Yabe


Variable selection and structure identification for varying coefficient Cox models
arXiv:1607.05415 2016(Jul. 19)
Author:Toshio Honda and Ryota Yabe
Keywords:censored survival data, high-dimensional data, group Lasso, B-spline basis, structured nonparametric regression model, semivarying coefficient model


Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
Journal of Time Series Analysis,33(4):533-541 2011(Oct.)
Author:Ryota Yabe


Presentations
Semiparametric least squares estimator with nonstationary regressors
Cemmap seminar 2016(Feb. 23)
Presenter:Ryota Yabe

Research Activities
Overseas Research Fellowship
2017-2017 , Aarhus university , Visiting Scholar
2017-2017 , University College London , Visiting Scholar
2016-2016 , University College London , Visiting Scholar

Education

Lectures
2016 , Fresher's Seminar Ⅰ
2016 , Econometrics
2016 , Seminar in Economics Ⅰ