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Yabe Ryota|Shinshu University Researcher List

Yabe Ryota

Academic Assembly School of Humanities and Social Sciences Institute of Social Sciences

Faculty of Economics and Law Department of Economics 

Associate Professor 

Degree

  • 経済学, 一橋大学大学院経済学研究科

Field Of Study

  • Econometrics
  • Time Series Analysis

Career

  • 2017 - 2017
    Aarhus university
  • 2017 - 2017
    University College London
  • 2016 - 2016
    University College London

Educational Background

  • 2010 - 2013, 一橋大学, 大学院経済学研究科
  • 2007 - 2010, 一橋大学, 大学院経済学研究科

Paper

  • Variable selection and structure identification for varying coefficient Cox models
    Toshio Honda and Ryota Yabe
    Journal of Multivariate Analysis, 161, 103-122, 01 Sep. 2017電子ジャーナル
  • Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)
    Ryota Yabe
    Statistics and Probability Letters, 125, 220-226, 01 Jun. 2017, Refereed
  • Variable selection and structure identification for varying coefficient Cox models
    Toshio Honda and Ryota Yabe
    arXiv:1607.05415, 19 Jul. 2016, Refereed
  • Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
    Ryota Yabe
    Journal of Time Series Analysis, 33(4), 533-541, Oct. 2011

Lectures, oral presentations, etc.

  • Wald-type test for conditional moving average unit root
    矢部竜太
    日本計算機統計学会第 38 回シンポジウム, 26 Oct. 2024, Not invited
  • Wald-type test for Conditional Moving Average Unit Root
    矢部竜太
    2024年度統計関連学会連合大会, 03 Sep. 2024, Not invited
  • Wald-type test for Conditional Moving Average Unit Root
    Ryota Yabe
    COMPSTAT 2024, 27 Aug. 2024, COMPSTAT 2024, Not invited
  • Dickey–Fuller type test for moving average unit root
    Ryota Yabe
    IMS APRM 2024, 07 Jan. 2024, Not invited
  • Dickey–Fuller type test for Moving Average Unit Root
    Ryota Yabe
    慶應義塾大学計量経済学ワークショプ, 10 Oct. 2023, Invited
  • Semiparametric least squares estimator with nonstationary regressors
    Ryota Yabe
    Cemmap seminar, 23 Feb. 2016, University College of London

Courses

  • Fresher's Seminar Ⅰ
    Shinshu University
  • Econometrics
    Shinshu University
  • Seminar in Economics Ⅰ
    Shinshu University

Affiliated academic society

  • Mar. 2012
    Japan Statistical Society
  • Apr. 2014
    American statistical association

Research Themes

  • Statistical theory for Nonstationary regression model