Hiroshi YAMADA

Professor of Econometrics
Leader of the SSRC
Leader of the Econometrics Research Group
Hiroshima University

Curriculum Vitae


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Research Interests
  • Macroeconometrics
  • Trend-cycle decomposition
  • Penalized least squares
Sample Publications
  • Yamada, H. and H.Y. Toda, 1998, Inference in Possibly Integrated Vector Autoregressive Models: Some Finite Sample Evidence, Journal of Econometrics, Vol. 86, pp. 55-95.
  • Yamada, H. and Y. Wei, 2014, Some Theoretical and Simulation Results on the Frequency Domain Causality Test, Econometric Reviews, Vol. 33, 8, pp. 936-947.
  • Yamada, H. and L. Jin, 2013, Japan’s Output Gap Estimation and l1 Trend Filtering, Empirical Economics, Vol. 45, 1, pp. 81-88.
CONTACT INFORMATION
E-mail:yamada[at]hiroshima-u.ac.jp
Tel:+81-82-424-7214
WEBSITE