Tanaka Shinya

Researcher Information

Affiliation

Department of Economics

Job Title

• Professor

Research funding number

• 80727149

J-Global ID

• 201401076751639699

Research Interests

• Economerics; Applied Econometrics; High-Dimensional Statistics   

Research Areas

• Humanities & social sciences / Economic statistics

Academic & Professional Experience

• 2023/10 - Today  Otaru University of CommerceDepartment of EconomicsProfessor
• 2023/04 - 2023/09  Otaru University of CommerceDepartment of EconomicsAssociate Professor
• 2018/04 - 2023/03  Aoyama Gakuin UniversityCollege of Economics Department of EconomicsAssociate Professor
• 2014/04 - 2018/03  Otaru University of CommerceFaculty of Commerce Department of EconomicsAssociate Professor
• 2013/04 - 2014/03  Special researcher of the Japan Society for the Promotion of Science

Education

• 2008/04 - 2013/03  Hitotsubashi University  Graduate School, Division of Economics  経済理論・経済統計専攻
• 2005/04 - 2008/03  Hitotsubashi University  Graduate School, Division of Economics  経済理論・経済統計専攻
• 2001/04 - 2005/03  Waseda University  Faculty of Political Science and Economics  経済学科
• 1998/04 - 2001/03  早稲田大学本庄高等学院

Published Papers

• Knockoff法による新しい高次元マクロ経済予測

  青山経済論集 青山学院大学経済学会 72 (4) 193 - 213 2021/03
• 経済時系列データにおける非スパース化 Lasso にもとづく検定統計量の有限標本特性 ―シミュレーション分析による接近―

  青山経済論集 青山学院大学経済学会 71 (4) 41 - 56 2020/03
• "High-dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression"

  Econometrics Journal Oxford University Press 22 (1) 34 - 56 2019/01 [Reviewed]
   Scientific journal
• "Regularization Parameter Selection via Cross-Validation in the Presence of Dependent Regressors: A Simulation Study"

  Economics Bulletin 36 (1) 313 - 319 2016/03 [Reviewed]
   Scientific journal
• Testing for Factor Loading Structural Change under Common Breaks

  Yohei Yamamoto; Shinya Tanaka

  Journal of Econometrics ELSEVIER SCIENCE SA 189 (1) 187 - 206 0304-4076 2015/11 [Reviewed]
   Scientific journal
• "Identification of Approximate Factor Models through Heteroskedasticity"

  ResearchGate 2014/03
• Investigating Finite Sample Properties of Estimators for Approximate Factor Models when N Is Small

  Shinya Tanaka; Eiji Kurozumi

  Economics Letters ELSEVIER SCIENCE SA 116 (3) 465 - 468 0165-1765 2012/09 [Reviewed]
   Scientific journal
• 「共通構成指標による都道府県別CIとその応用」

  小野寺 敬; 浅子 和美; 田中 晋矢

  日経研月報（2011年5月号） 日本経済研究所 (395) 18 - 23 2011/05 Scientific journal
• Reducing the Size Distortion of the KPSS test

  Eiji Kurozumi; Shinya Tanaka

  Journal of Time Series Analysis WILEY 31 (6) 415 - 426 0143-9782 2010/11 [Reviewed]
   Scientific journal

Books etc

• 「都道府県別CIと全国の景気ーCPBIによる分析」（第五章）、『世界同時不況と景気循環分析』（浅子和美・飯塚信夫・宮川努編）

  分担執筆者; 浅子和美; 小野寺敬 (pp.85-108)東大出版会 2011 363

Research Grants & Projects

• 高次元金融経済データを用いた最適ポートフォリオ選択

  日本学術振興会：科学研究費助成事業

  Date (from‐to) : 2024/04 -2027/03 

  Author : 田中 晋矢
• Econometric Analysis on Ultra-high dimensional Factor models and DI forecasts

  Japan Society for the Promotion of Science：Grants-in-Aid for Scientific Research

  Date (from‐to) : 2016/04 -2020/03 

  Author : Tanaka Shinya
• 高次元データ分析における統計的推測

  日本学術振興会：科学研究費助成事業

  Date (from‐to) : 2013 -2013 

  Author : 田中 晋矢

Other link

Department Website

http://www.otaru-uc.ac.jp/dept/econ/

researchmap

https://researchmap.jp/7000007079