Yoshimasa Uematsu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Discovering the Network Granger Causality in Large Vector Autoregressive Models Journal of the American Statistical Association	2026-01-07	Paper
Inference in Sparsity-Induced Weak Factor Models Journal of Business and Economic Statistics	2024-08-13	Paper
Estimation of Sparsity-Induced Weak Factor Models Journal of Business and Economic Statistics	2024-08-13	Paper
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models	2023-11-01	Paper
Feasible Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models	2023-05-28	Paper
High-dimensional macroeconomic forecasting and variable selection via penalized regression Econometrics Journal	2022-06-24	Paper
Nonstationary nonlinear quantile regression Econometric Reviews	2022-03-04	Paper
IPAD: stable interpretable forecasting with knockoffs inference Journal of the American Statistical Association	2021-01-22	Paper
SOFAR: Large-Scale Association Network Learning IEEE Transactions on Information Theory	2019-07-19	Paper
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices Statistics & Probability Letters	2016-05-04	Paper

Research outcomes over time

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