NISHIYAMA Yoshihiko

NISHIYAMA Yoshihiko

NISHIYAMA Yoshihiko

Faculty Fellow (until June 30, 2008)

Professor, Institute of Economic Research, Kyoto University

Activities at RIETI

Expertise

Econometrics

Research Projects

Education

2000 Ph.D., Economics, University of London
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

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).