| High‐dimensional macroeconomic forecasting and variable selection via penalized regression Y Uematsu, S Tanaka The Econometrics Journal 22 (1), 34-56, 2019 | 54 | 2019 |
| IPAD: stable interpretable forecasting with knockoffs inference Y Fan, J Lv, M Sharifvaghefi, Y Uematsu Journal of the American Statistical Association 115 (532), 1822-1834, 2020 | 48 | 2020 |
| Estimation of sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 213-227, 2022 | 40 | 2022 |
| SOFAR: Large-scale association network learning Y Uematsu, Y Fan, K Chen, J Lv, W Lin IEEE transactions on information theory 65 (8), 4924-4939, 2019 | 36 | 2019 |
| Inference in sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 126-139, 2022 | 23 | 2022 |
| Nonstationary nonlinear quantile regression Y Uematsu Econometric Reviews 38 (4), 386-416, 2019 | 9 | 2019 |
| Macroeconomic forecasting and variable selection with a very large number of predictors: A penalized regression approach Y Uematsu, S Tanaka arXiv preprint arXiv:1508.04217, 2015 | 8 | 2015 |
| Estimation of weak factor models Y Uematsu, T Yamagata DSSR Discussion Papers, 1-47, 2020 | 7 | 2020 |
| Penalized Likelihood Estimation in High-Dimensional Time Series Models and its Application Y Uematsu arXiv preprint arXiv:1504.06706, 2015 | 5 | 2015 |
| Estimation of weak factor models Y Uematsu, T Yamagata ISER Discussion Paper, 2019 | 3 | 2019 |
| Estimation of large covariance matrices with mixed factor structures R Dai, Y Uematsu, Y Matsuda DSSR Discussion Papers, 1-34, 2022 | 2 | 2022 |
| Regression with a Slowly Varying Regressor in the Presence of a Unit Root Y Uematsu Global COE Hi-Stat Discussion Paper Series, 2011 | 2 | 2011 |
| Discovering the Network Granger Causality in Large Vector Autoregressive Models Y Uematsu, T Yamagata arXiv preprint arXiv:2303.15158, 2023 | 1 | 2023 |
| Inference in weak factor models Y Uematsu, T Yamagata ISER Discussion Paper, 2020 | 1 | 2020 |
| Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study Y Uematsu, S Tanaka Available at SSRN 2700945, 2015 | 1 | 2015 |
| Estimation of large covariance matrices with mixed factor structures R Dai, Y Uematsu, Y Matsuda The Econometrics Journal 27 (1), 62-83, 2024 | | 2024 |
| Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models P Jiang, Y Uematsu, T Yamagata arXiv preprint arXiv:2311.00625, 2023 | | 2023 |
| Statistical Inference in High-Dimensional Generalized Linear Models with Asymmetric Link Functions K Sawaya, Y Uematsu, M Imaizumi arXiv preprint arXiv:2305.17731, 2023 | | 2023 |
| IPAD: Stable Interpretable Forecasting with Knockoffs Inference F Yingying, L Jinchi, S Mahrad, U Yoshimasa DSSR Discussion Papers, 2019 | | 2019 |
| Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices Y Uematsu Statistics & Probability Letters 114, 104-110, 2016 | | 2016 |
