NISHIYAMA Yoshihiko
Faculty Fellow
(until June 30, 2008)
Professor, Institute of Economic Research, Kyoto University
Professor, Institute of Economic Research, Kyoto University
Expertise
Econometrics
Research Projects
Education
2000 Ph.D., Economics, University of London
1989 M.A., Economics, Kyoto University
1989 M.A., Economics, Kyoto University
Experience
2005-present Professor, Institute of Economic Research, Kyoto University
2002-2005 Associate Professor, Institute of Economic Research, Kyoto University
2001-2002 Associate Professor, Graduate School of Environmental Studies, Nagoya University
1996-2001 Assistant Professor, School of Informatics and Sciences, Nagoya University
2002-2005 Associate Professor, Institute of Economic Research, Kyoto University
2001-2002 Associate Professor, Graduate School of Environmental Studies, Nagoya University
1996-2001 Assistant Professor, School of Informatics and Sciences, Nagoya University
Selected Publications and Papers
"A Consistent Test for Granger Causality up to K-th Moments," mimeo, July 2006
"The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Vo. 73, No. 3, pp. 903-948 (with Peter Robinson).
"The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Vo. 73, No. 3, pp. 903-948 (with Peter Robinson).
