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Proposals for economic and official statistics in the perspective of theoretical statistics and applications

Research Project

Project/Area Number 15H01943
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionHitotsubashi University (2017-2018)
The Institute of Statistical Research (2015-2016)

Principal Investigator

Yamamoto Taku  一橋大学, 名誉教授 (50104716)

Co-Investigator(Kenkyū-buntansha) 国友 直人  明治大学, 政治経済学部, 特任教授 (10153313)
久保川 達也  東京大学, 大学院経済学研究科(経済学部), 教授 (20195499)
川崎 茂  日本大学, 経済学部, 特任教授 (40631304)
川崎 能典  統計数理研究所, モデリング研究系, 教授 (70249910)
土屋 隆裕  横浜市立大学, データサイエンス学部, 教授 (00270413)
星野 伸明  金沢大学, 経済学経営学系, 教授 (00313627)
宇南山 卓  一橋大学, 経済研究所, 准教授 (20348840)
千木良 弘朗  東北大学, 経済学研究科, 准教授 (30447122)
早川 和彦  広島大学, 社会科学研究科, 教授 (00508161)
金子 隆一  明治大学, 政治経済学部, 特任教授 (30415814)
大森 裕浩  東京大学, 大学院経済学研究科(経済学部), 教授 (60251188)
Research Collaborator SATO Seisho  
HAYASHI Masayoshi  
TAKAOKA Makoto  
Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥43,810,000 (Direct Cost: ¥33,700,000、Indirect Cost: ¥10,110,000)
Fiscal Year 2018: ¥10,140,000 (Direct Cost: ¥7,800,000、Indirect Cost: ¥2,340,000)
Fiscal Year 2017: ¥10,140,000 (Direct Cost: ¥7,800,000、Indirect Cost: ¥2,340,000)
Fiscal Year 2016: ¥11,180,000 (Direct Cost: ¥8,600,000、Indirect Cost: ¥2,580,000)
Fiscal Year 2015: ¥12,350,000 (Direct Cost: ¥9,500,000、Indirect Cost: ¥2,850,000)
Keywords経済統計 / 政府統計 / 標本調査 / データの匿名化 / 人口統計 / 季節調整 / パネルデータ / 小地域統計 / パネル・データ / 匿名化 / SNA / 地域統計 / 統計の秘匿 / 人口予測 / 標本調査票 / 家計調査の改善と応用 / 国際情報交流
Outline of Final Research Achievements

In this research project, we have studied statistical and institutional aspects of various important issues of economic statistics and in particular official statistics. We have also studied some recent important statistical methods for economic statistics. We have obtained many new results on these issues, and have published many academic papers and given presentations at academic meetings.
As for research topics concerned, for micro-statistics, we have studied design of survey questionnaires, effects of data anonymization and risks of disclosure of private information and so forth. For macro-statistics, we have studied population forecasts and their implications, methods for improvements in accuracy of GDP or consumption data and so forth. We also considered consistency among various official statistics. For analytical methods, we have obtained some new results on statistical methods for panel data models, and volatility analysis of financial data.

Academic Significance and Societal Importance of the Research Achievements

上記のような研究成果は、第1義的には経済統計・政府統計に関する新しい方法の提案として価値がある。実際にこれらのアイディアが統計作成において取り入れられることになれば、当該統計の精度向上に寄与する。さらにエビデンスに基づく政策(Evidence Based Policy Making)の観点から、それはより正確な政策判断を導くことになる。したがって最終的には国民生活に好ましい影響をおよぼすと考えられる。

Report

(5 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Annual Research Report
  • 2016 Annual Research Report
  • 2015 Annual Research Report
  • Research Products

    (162 results)

All 2019 2018 2017 2016 2015

All Journal Article (60 results) (of which Int'l Joint Research: 14 results,  Peer Reviewed: 45 results,  Open Access: 17 results,  Acknowledgement Compliant: 14 results) Presentation (93 results) (of which Int'l Joint Research: 54 results,  Invited: 16 results) Book (9 results)

  • [Journal Article] 経済統計・政府統計の理論と応用 20192019

    • Author(s)
      国友 直人、山本 拓、久保川 達也 編
    • Journal Title

      CIRJE Research Report Series

      Volume: 25 Pages: 1-162

    • Related Report
      2018 Annual Research Report
    • Open Access
  • [Journal Article] これからの統計教育は子ども達にどんな資質・能力を育成するのか2019

    • Author(s)
      土屋 隆裕
    • Journal Title

      新しい算数研究

      Volume: 578 Pages: 4-7

    • Related Report
      2018 Annual Research Report
  • [Journal Article] Abenomics, the housing market, and consumption2019

    • Author(s)
      Hausman Joshua、Unayama Takashi、Wieland Johannes F.
    • Journal Title

      経済分析(内閣府)

      Volume: 印刷中

    • Related Report
      2018 Annual Research Report
    • Open Access / Int'l Joint Research
  • [Journal Article] Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity2019

    • Author(s)
      Kurose Yuta、Omori Yasuhiro
    • Journal Title

      Econometrics and Statistics

      Volume: 印刷中 Pages: 46-68

    • DOI

      10.1016/j.ecosta.2018.03.003

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 多変量ボラティリティモデルのベイズ推定2019

    • Author(s)
      大森 裕浩
    • Journal Title

      日本統計学会誌

      Volume: 48 Pages: 177-198

    • NAID

      130007724449

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Simultaneous multivariate Hawkes-type point processes and their application to financial markets2018

    • Author(s)
      Kunitomo Naoto、Kurisu Daisuke、Awaya Naoki
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 1 Issue: 2 Pages: 297-332

    • DOI

      10.1007/s42081-018-0017-3

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Small area estimation via unmatched sampling and linking models2018

    • Author(s)
      Sugasawa Shonosuke、Kubokawa Tatsuya、 Rao J.N.K.
    • Journal Title

      Test

      Volume: 27 Pages: 407-427

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Conditional Akaike information under covariate shift with application to small area estimation2018

    • Author(s)
      Yuki Kawakubo, Shonosuke Sugasawa and Tatsuya Kubokawa
    • Journal Title

      Canadian Journal of Statistics

      Volume: 印刷中 Issue: 2 Pages: 316-335

    • DOI

      10.1002/cjs.11354

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 小地域集計を活用したモデルに基づくアプローチによる防災に関する立川市町丁目別住民意識調査分析2018

    • Author(s)
      廣瀬 雅代、朴 堯星、土屋 隆裕
    • Journal Title

      日本統計学会誌

      Volume: 48 Pages: 49-70

    • NAID

      130007623082

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The quasi-multinomial synthesizer for categorical data2018

    • Author(s)
      Hu J.、Hoshino N.
    • Journal Title

      In Domingo-Ferrer J., Montes F. (eds) Privacy in Statistical Databases. PSD 2018. Lecture Notes in Computer Science, Springer

      Volume: 11126 Pages: 75-91

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 出生率向上の政策効果―子育てと就業の両立支援策2018

    • Author(s)
      宇南山 卓
    • Journal Title

      福田 慎一編『検証 アベノミクス「新三本の矢」 成長戦略による構造改革への期待と課題』東京大学出版会 所収

      Volume: - Pages: 91-123

    • Related Report
      2018 Annual Research Report
  • [Journal Article] 日本の「家計調査」と「国民経済計算(SNA)」における家計貯蓄率の乖離 ―1994 年から 2015 年における日本の家計貯蓄率低下要因―2018

    • Author(s)
      宇南山 卓、米田 泰隆
    • Journal Title

      フィナンシャル・レビュー

      Volume: 134 Pages: 191-205

    • Related Report
      2018 Annual Research Report
    • Open Access
  • [Journal Article] Examining the Feldstein?Horioka puzzle using common factor panels and interval estimation2018

    • Author(s)
      Ginama Isamu、Hayakawa Kazuhiko、Kanmei Takahiro
    • Journal Title

      Japan and the World Economy

      Volume: 48 Pages: 11-21

    • DOI

      10.1016/j.japwor.2018.06.001

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Alternative over-identifying restriction test in the GMM estimation of panel data models2018

    • Author(s)
      Hayakawa Kazuhiko
    • Journal Title

      Econometrics and Statistics

      Volume: - Pages: 71-95

    • DOI

      10.1016/j.ecosta.2018.06.002

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Estimation of time-varying coefficient dynamic panel data models2018

    • Author(s)
      Hayakawa Kazuhiko、Hou Jie
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: - Issue: 13 Pages: 1-14

    • DOI

      10.1080/03610926.2018.1476704

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 経済統計・政府統計の理論と応用 20182018

    • Author(s)
      国友直人、山本拓、久保川達也編
    • Journal Title

      CIRJE Research Report Series

      Volume: 24 Pages: 1-146

    • Related Report
      2017 Annual Research Report
    • Open Access
  • [Journal Article] Corrected standard errors for optimal minimum distance estimator2018

    • Author(s)
      K. Hayakawa
    • Journal Title

      Economics Letters

      Volume: 167 Pages: 5-9

    • DOI

      10.1016/j.econlet.2018.02.029

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Instrumental variable estimation of factor models with possibly many variables2018

    • Author(s)
      Hayakawa Kazuhiko、Sun Qi
    • Journal Title

      Communications in Statistics - Simulation and Computation

      Volume: 印刷確定 Issue: 6 Pages: 1729-1745

    • DOI

      10.1080/03610918.2018.1423690

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 多次元ホークス型モデルによるマクロ金融市場の因果性分析2017

    • Author(s)
      国友直人、江原斐夫、栗栖大輔
    • Journal Title

      日本統計学会誌

      Volume: 46 Pages: 137-171

    • NAID

      130006243083

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Empirical uncertain Bayes methods in area-level models2017

    • Author(s)
      Sugasawa, S., Kubokawa, T. and Ogasawara, K.
    • Journal Title

      Scandinavian Journal of Statistics

      Volume: 印刷中 Issue: 3 Pages: 684-706

    • DOI

      10.1111/sjos.12271

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Transforming response values in small area prediction2017

    • Author(s)
      Sugasawa, S. and Kubokawa, T.
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: 印刷中 Pages: 47-60

    • DOI

      10.1016/j.csda.2017.03.017

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Forecasting Financial Market Volatility Using a Dynamic Topic Model2017

    • Author(s)
      Morimoto Takayuki、Kawasaki Yoshinori
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 24 Issue: 3 Pages: 149-167

    • DOI

      10.1007/s10690-017-9228-z

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 経験類似度に基づくボラティリティ予測2017

    • Author(s)
      森本孝之、川崎能典
    • Journal Title

      統計数理

      Volume: 65 Pages: 155-180

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Detecting genetic association through shortest paths in a bidirected graph2017

    • Author(s)
      Ueki M, Kawasaki Y, Tamiya G
    • Journal Title

      Genetic Epidemiology

      Volume: 未定 Issue: 6 Pages: 481-497

    • DOI

      10.1002/gepi.22051

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] 整数値自己回帰モデルの最近の発展2017

    • Author(s)
      中嶋雅彦、酒折文武、川崎能典
    • Journal Title

      統計数理

      Volume: 65 Pages: 323-339

    • NAID

      120006727375

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Volatility forecasting with empirical similarity: Japanese stock market case2017

    • Author(s)
      Morimoto Takayuki、Kawasaki Yoshinori
    • Journal Title

      Joint Statistical Meeting 2017 Proceedings, Business and Economics Statistics Section

      Volume: - Pages: 2483-2510

    • NAID

      120006727364

    • Related Report
      2017 Annual Research Report
  • [Journal Article] VARモデルによる因果関係の推論-内閣支持率と株価を例に2017

    • Author(s)
      川崎能典
    • Journal Title

      岩波データサイエンス刊行委員会編『岩波データサイエンスVol. 6』(図書所収論文)

      Volume: - Pages: 68-81

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 回答所要時間から見たElaborate Item Count法の回答特性2017

    • Author(s)
      土屋隆裕、平井洋子
    • Journal Title

      行動計量学

      Volume: 44 Pages: 141-150

    • NAID

      130006727045

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 貯蓄率の低下は高齢化が原因か?2017

    • Author(s)
      宇南山卓、大野太郎
    • Journal Title

      経済研究

      Volume: 68 Pages: 222-236

    • Related Report
      2017 Annual Research Report
    • Open Access
  • [Journal Article] An econometric analysis of insurance markets with separate identification for moral hazard and selection2017

    • Author(s)
      Shinya Sugawara and Yasuhiro Omori
    • Journal Title

      Computational Economics

      Volume: 印刷中 Issue: 3 Pages: 473-502

    • DOI

      10.1007/s10614-016-9594-z

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Cholesky Realized Stochastic Volatility Model2017

    • Author(s)
      Shirota Shinichiro、Omori Yasuhiro、F. Lopes Hedibert.、Piao Haixiang
    • Journal Title

      Econometrics and Statistics

      Volume: 3 Pages: 34-59

    • DOI

      10.1016/j.ecosta.2016.08.003

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value distributions with latent stochastic processes2017

    • Author(s)
      Nakajima Jouchi、Kunihama Tsuyoshi、Omori Yasuhiro
    • Journal Title

      Journal of Applied Statistics

      Volume: 44 Pages: 1248-1268

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 経済統計・政府統計の理論と応用 20172017

    • Author(s)
      国友直人・山本拓・久保川達也編
    • Journal Title

      CIRJE Rsearch Report Series

      Volume: 23 Pages: 1-126

    • Related Report
      2016 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] Effects of Jumps and Small Noises in High-Frequency Financial Econometrics2017

    • Author(s)
      Naoto, Kunitomo
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 24 Issue: 1 Pages: 39-73

    • DOI

      10.1007/s10690-017-9223-4

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] A Unit Root Test for Micro Panels with Serially Correlated Errors2017

    • Author(s)
      Hayakawa, K.
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: 46 Issue: 8 Pages: 3891-3900

    • DOI

      10.1080/03610926.2015.1076471

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 少子化の人口学的分析 : 構造要因・行動要因の動向から2017

    • Author(s)
      金子隆一
    • Journal Title

      統計

      Volume: 68(3) Pages: 2-7

    • Related Report
      2016 Annual Research Report
  • [Journal Article] Discrete/Continuous choice model on the nonconvex budget set2016

    • Author(s)
      Koji Miyawaki, Yasuhiro Omori and Akira Hibiki
    • Journal Title

      Econometric Reviews

      Volume: 印刷中 Issue: 2 Pages: 89-113

    • DOI

      10.1080/07474938.2015.1032166

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Prediction in heteroscedastic nested error regression models with random dispersions2016

    • Author(s)
      Kubokawa, T., Sugasawa, S., Ghosh, M. and Chaudhuri, S.
    • Journal Title

      Statistica Sinica

      Volume: 26 Pages: 465-492

    • DOI

      10.5705/ss.202014.0070

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] On conditional prediction errors in mixed models with application to small area estimation2016

    • Author(s)
      Sugasawa, S and Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 148 Pages: 18-33

    • DOI

      10.1016/j.jmva.2016.02.009

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] エビデンスに基づいた匿名化2016

    • Author(s)
      星野伸明
    • Journal Title

      日本統計学会誌

      Volume: 46 Pages: 1-42

    • NAID

      130006026435

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 出生率向上に向けて2016

    • Author(s)
      宇南山卓
    • Journal Title

      日経研月報

      Volume: 463 Pages: 24-33

    • Related Report
      2016 Annual Research Report
  • [Journal Article] 経済センサス - 活動調査とSNA2016

    • Author(s)
      宇南山卓
    • Journal Title

      統計

      Volume: 67(4) Pages: 13-19

    • Related Report
      2016 Annual Research Report
  • [Journal Article] Wealthy Hand to Mouth in Japan2016

    • Author(s)
      Hara, R., Unayama, T., Weidner, J.
    • Journal Title

      Economics Letters

      Volume: 141 Pages: 52-54

    • DOI

      10.1016/j.econlet.2016.01.011

    • Related Report
      2016 Annual Research Report 2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Measuring Intertemporal Substitution in Consumption: Evidence from a VAT Increase in Japan2016

    • Author(s)
      David Cashin and Takashi Unayama
    • Journal Title

      Review of Economics and Statistics

      Volume: 463 Issue: 2 Pages: 285-297

    • DOI

      10.1162/rest_a_00531

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Improved GMM Estimation of Panel VAR Models2016

    • Author(s)
      Kazuhiko Hayakawa
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: 印刷中 Pages: 240-264

    • DOI

      10.1016/j.csda.2015.05.004

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On the Effect of Weighting Matrix in GMM Specification Test2016

    • Author(s)
      Hayakawa, K.
    • Journal Title

      Journal of Statistical Planning and Inference

      Volume: 178 Pages: 84-98

    • DOI

      10.1016/j.jspi.2016.06.003

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 経済統計・政府統計の理論と応用20162016

    • Author(s)
      山本拓・国友直人・川崎能典編
    • Journal Title

      CIRJE RESEARCH REPORT SERIES

      Volume: 21 Pages: 1-127

    • Related Report
      2015 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] Identification Problem of GMM Estimators for Panel Data Models with Interactive Fixed Effects2016

    • Author(s)
      Hayakawa, K.
    • Journal Title

      Economics Letters

      Volume: 139 Pages: 22-26

    • DOI

      10.1016/j.econlet.2015.12.012

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions2015

    • Author(s)
      Hayakawa, K. and S. Nagata
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: in press Pages: 265-303

    • DOI

      10.1016/j.csda.2015.03.007

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling2015

    • Author(s)
      Kunitomo, N., H. Misaki and S. Sato
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 22(3) Issue: 3 Pages: 333-368

    • DOI

      10.1007/s10690-015-9205-3

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The challenges of transportation/traffic statistics in Japan and directions for the future2015

    • Author(s)
      Kawasaki, S.
    • Journal Title

      IATSS Research

      Volume: 39(1) Pages: 1-8

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Parametric transformed Fay-Herrot model for small area estimation2015

    • Author(s)
      Sugasawa, S. , Kubokawa, T.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 139 Pages: 295-311

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Benchmarked empirical Bayes methods in multiplicative area-level models with risk evaluation2015

    • Author(s)
      M. Ghosh, T. Kubokawa and Y. Kawakubo
    • Journal Title

      Biometrika

      Volume: 102 Issue: 3 Pages: 647-659

    • DOI

      10.1093/biomet/asv010

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015

    • Author(s)
      Kawasaki, Y., Ueki, M.
    • Journal Title

      Journal of Japanese Society of Computational Statistics

      Volume: 28 Issue: 1 Pages: 53-66

    • DOI

      10.5183/jjscs.1502003_217

    • NAID

      130005434011

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Change in trading rules and its impact on the distributional properties of commodity futures2015

    • Author(s)
      Kawasaki, Y., Aoki, Y.
    • Journal Title

      JSM Proceedings

      Volume: なし Pages: 1604-1616

    • Related Report
      2015 Annual Research Report
  • [Journal Article] Searching for alternatives: Comparisons between two sample selection methods in Japan.2015

    • Author(s)
      Tsuchiya, T., & Synodinos, N.E.
    • Journal Title

      International Journal of Public Opinion Research

      Volume: 27 Issue: 3 Pages: 383-405

    • DOI

      10.1093/ijpor/edu034

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Child Benefit Payments and Household Wealth Accumulation2015

    • Author(s)
      Stephens, M. , Unayama, T.
    • Journal Title

      Japanese Economic Review

      Volume: 66 Issue: 4 Pages: 447-465

    • DOI

      10.1111/jere.12078

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] 株価の上昇が資産・所得・消費の格差に与えた影響2015

    • Author(s)
      宇南山卓
    • Journal Title

      貧困研究

      Volume: 15 Pages: 15-25

    • Related Report
      2015 Annual Research Report
  • [Journal Article] Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity2015

    • Author(s)
      Hayakawa, K. and M. H. Pesaran
    • Journal Title

      Journal of Econometrics

      Volume: 188 Issue: 1 Pages: 111-134

    • DOI

      10.1016/j.jeconom.2015.03.042

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large2015

    • Author(s)
      K. Hayakawa
    • Journal Title

      Econometric Theory

      Volume: 31 Issue: 3 Pages: 647-667

    • DOI

      10.1017/s0266466614000449

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Presentation] 経済時系列分析の新展開:多次元・トレンド・季節性へのSIMLアプローチ2019

    • Author(s)
      国友 直人
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 高齢無業世帯の貯蓄と消費行動について2019

    • Author(s)
      川崎 茂
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019

    • Author(s)
      Kawasaki Y.、Morimoto T.
    • Organizer
      ISI-ISM-ISSAS Joint Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] テキストデータからの情報抽出を利用した時系列予測2019

    • Author(s)
      川崎 能典
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 複数回答方式における過少回答傾向とその対策2019

    • Author(s)
      土屋 隆裕
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] ランダムネスによるプライバシー保護の評価2019

    • Author(s)
      星野 伸明
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Statistical Inference in Regression Models with Possibly Integrated Processes2019

    • Author(s)
      千木良 弘朗、 山本 拓
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Covariance Structure Analysis of Panel Regression Models2019

    • Author(s)
      Hayakawa Kazuhiko、Yamagata Takashi
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 人口減少・超高齢社会と人的資本― 政府統計における人口資質の視点2019

    • Author(s)
      金子 隆一
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Multivariate Realized Stochastic Volatility with Dynamic Pairwise Correlations2019

    • Author(s)
      Yamauchi Yuta、Omori Yasuhiro
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] GMM When Regressors are Exogenous2018

    • Author(s)
      Yamamoto Taku、Chigira Hiroaki
    • Organizer
      23rd International Conference on Computational Statistics (Compstat 2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2018

    • Author(s)
      Kawasaki Y.、Morimoto T.
    • Organizer
      CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Comparison of EVT Methods for GARCH-EVT Approach Applied to Financial Time Series2018

    • Author(s)
      Kaibuchi H.、Kawasaki Y.
    • Organizer
      11th International Conference of the ERCIM WG on Computational and Methodological Statistics
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 自記式調査における複数回答方式の諸問題2018

    • Author(s)
      土屋 隆裕、冨田 尚希
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Rejection Sampling from the Quasi-Multinomial Distribution2018

    • Author(s)
      Hoshino Nobuaki
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 匿名のデータとは何か2018

    • Author(s)
      星野 伸明
    • Organizer
      日本計算機統計学会第32回シンポジウム
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] The Quasi-Multinomial Synthesizer for Categorical Data2018

    • Author(s)
      Hu, J.、Hoshino, N.
    • Organizer
      Privacy in Statistical Databases (PSD) 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 統計的推測精度の管理2018

    • Author(s)
      星野 伸明
    • Organizer
      Computer Security Symposium 2018
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018

    • Author(s)
      Hayakawa Kazuhiko、Qi Meng、Breitung Jeorg
    • Organizer
      24th International Panel Data Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Covariance Structure Analysis of Panel Regression Models2018

    • Author(s)
      Hayakawa Kazuhiko、Yamagata Takashi
    • Organizer
      4th International Conference of Economics Forum of Asia Pacific Economy
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Covariance Structure Analysis of Panel Regression Models2018

    • Author(s)
      Hayakawa Kazuhiko、Yamagata Takashi
    • Organizer
      Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis (York - Hiroshima Joint Symposium)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Covariance Structure Analysis of Panel Regression Models2018

    • Author(s)
      Hayakawa Kazuhiko、Yamagata Takashi
    • Organizer
      BK21PLUS Korean Economic Group International Conference on Econometrics
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Particle Rolling MCMC with Double Block Sampling: Conditional SMC Update Approach2018

    • Author(s)
      粟屋 直、大森 裕浩
    • Organizer
      14th World Meeting of the International Society of Bayesian Analysis (ISBA2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Multivariate Factor Realized Stochastic Volatility Model2018

    • Author(s)
      Yamauchi Yuta、Omori Yasuhiro
    • Organizer
      14th World Meeting of the International Society of Bayesian Analysis (ISBA2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] MCMCと状態空間モデル2018

    • Author(s)
      大森 裕浩
    • Organizer
      統計サマーセミナー
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Particle Rolling MCMC with Double Block Sampling: Conditional SMC Update Approach2018

    • Author(s)
      Awaya Naoki、Omori Yasuhiro
    • Organizer
      Bayesian Computation for High-Dimensional Statistical Models
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 多変量ボラティリティモデルのベイズ推定2018

    • Author(s)
      大森 裕浩
    • Organizer
      統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Realized Stochastic Volatility with Skewed t Distribution2018

    • Author(s)
      Takahashi Makoto、Omori Yasuhiro、Watanabe Toshiaki
    • Organizer
      ベイズ計量経済分析研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Particle Rolling MCMC2018

    • Author(s)
      Awaya Naoki、Omori Yasuhiro
    • Organizer
      12th International Conference on Computational and Financial Econometrics (CFE2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Multivariate Factor Realized Stochastic Volatility Model2018

    • Author(s)
      Yamauchi Yuta、Omori Yasuhiro
    • Organizer
      12th International Conference on Computational and Financial Econometrics (CFE2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Realized Stochastic Volatility with Skewed t Distribution2018

    • Author(s)
      Takahashi Makoto、Omori Yasuhiro、Watanabe Toshiaki
    • Organizer
      12th International Conference on Computational and Financial Econometrics (CFE2018)
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Comments on ‘Efficiently Combining Pseudo Marginal and Particle Gibbs Sampling’ by Kohn et al.2018

    • Author(s)
      Omori Yasuhiro
    • Organizer
      Computation and Econometrics Workshop
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2018

    • Author(s)
      Hayakawa Kazuhiko
    • Organizer
      28th Australia New Zealand Econometric Study Group Meeting
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Forecasting mortality: Some recent developments2017

    • Author(s)
      Yamamoto, T., and Chigira, H.
    • Organizer
      83rd International Atlantic Economic Conference
    • Place of Presentation
      Berlin, Germany
    • Year and Date
      2017-03-22
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Forecasting Mortality: Some Recent Developments2017

    • Author(s)
      Yamamoto Tkau、Chigira Hiroaki
    • Organizer
      IISES 33rd International Academic Conference
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] マクロ消費の状態推定問題2017

    • Author(s)
      国友直人
    • Organizer
      科研プロジェクト「新しい時系列計量分析の理論と応用」・明治大学先端数理科学インスティテュート(MIMS) 研究集会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 景気指標としての個人消費関連統計の比較研究2017

    • Author(s)
      川崎茂
    • Organizer
      科研プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Scale Mixture of Skewed Kalman Filter and Its Application2017

    • Author(s)
      Kawsaki Yoshinori
    • Organizer
      ISI 61st World Statistics Congress
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Volatility Forecasting with Empirical Similarity: Japanese Stock Market Case2017

    • Author(s)
      Kawsaki Yoshinori、Morimoto Takayuki
    • Organizer
      Joint Statistical Meeting 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 経験類似度に基づくボラティリティの推定と予測2017

    • Author(s)
      森本孝之,川崎能典
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Features of Return Tuestionnaires and Characteristics of Respondents in Mail Surveys2017

    • Author(s)
      Tsuchiya Takahiro、 Sugano Tsuyoshi
    • Organizer
      7th Conference of the European Survey Research Association
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Generalized Multinomial Distributions with Scalable Variance2017

    • Author(s)
      Hoshino Nobuaki
    • Organizer
      The CIPS Annual Meeting 2017 conjunction with the 26th South Taiwan Statistics Conference
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] ミクロデータの匿名性審査について2017

    • Author(s)
      星野伸明
    • Organizer
      コンピュータセキュリティシンポジウム 2017
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 匿名データの個票開示リスク2017

    • Author(s)
      星野伸明
    • Organizer
      2017年度統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Can Population Aging Explain Saving Rate in Japan?2017

    • Author(s)
      Takashi Unayama
    • Organizer
      Western Economic Association International 92nd Annual Meeting
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Corrected Goodness-of-Fit Test in Covariance Structure Analysis2017

    • Author(s)
      Hayakawa Kazuhiko
    • Organizer
      International Meeting of Psychometric Society 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Multivariate Realized Stochastic Volatility with Dynamic Pairwise Correlations2017

    • Author(s)
      Yamauchi Yuta、Omori Yasuhiro
    • Organizer
      1st International Conference on Econometrics and Statistics (EcoSta2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Particle Rolling Estimation with Marginalized Block Sampling2017

    • Author(s)
      粟屋直、大森裕浩
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Multivariate Factor Realized Stochastic Volatility Model2017

    • Author(s)
      山内雄太、大森裕浩
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Multivariate Realized Stochastic Volatility with Dynamic Pairwise Correlations2017

    • Author(s)
      山内雄太、大森裕浩
    • Organizer
      2017年度 統計関連学会連合大会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Particle Rolling MCMC with Double Block Sampling: Conditional SMC Update Approach2017

    • Author(s)
      Awaya Naoki、Omori Yasuhiro
    • Organizer
      11th International Conference on Computational and Financial Econometrics (CFE2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Multivariate Factor Realized Stochastic Volatility Model2017

    • Author(s)
      Yamauchi Yuta、Omori Yasuhiro
    • Organizer
      11th International Conference on Computational and Financial Econometrics (CFE2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Realized Stochastic Volatility with Skewed t Distribution2017

    • Author(s)
      Takahashi Makoto、Omori Yasuhiro、Watanabe Toshaki
    • Organizer
      Workshop on Financial/Economic Analytics in 2018, The Hong Kong Polytechnic University
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 景気指標としての個人消費関連統計について2017

    • Author(s)
      川崎茂
    • Organizer
      研究集会「経済統計・政府統計の理論と応用」
    • Place of Presentation
      東京大学経済学部
    • Related Report
      2016 Annual Research Report
  • [Presentation] 真のデータに線形制約がある際の観測誤差の修正-国民経済計算の場合2017

    • Author(s)
      千木良 弘朗, 山本 拓
    • Organizer
      カンファレンス「経済統計・政府統計の理論と応用」
    • Place of Presentation
      東京大学経済学部
    • Related Report
      2016 Annual Research Report
  • [Presentation] An approach to the errors-in-variables regression model2016

    • Author(s)
      Yamamoto, T., Muto, M. and Nakatsuma, T.
    • Organizer
      23rd International Conference on Computational Statistics (COMPSTAT 2016)
    • Place of Presentation
      Oviedo, Spain
    • Year and Date
      2016-08-22
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] An Approach to the Errors-in-Variables Regression Model2016

    • Author(s)
      Yamamoto, T. , Muto, M. , Nakatsuma, T.
    • Organizer
      81st International Atlantic Economic Conference
    • Place of Presentation
      Lisbon (Portugal)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On the Treatment of Measurement Error Regression Model2016

    • Author(s)
      Yamamoto, T.
    • Organizer
      International Institute of Social and Economic Sciences(21st International Academic Conference)
    • Place of Presentation
      Miami (USA)
    • Year and Date
      2016-02-10
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Asymmetric modeling of price change in commodity futures2016

    • Author(s)
      Kawasaki, Y. and Aoki, Y.
    • Organizer
      First Seoul-Tokyo-Stanford Workshop on Financial Statistics and Risk Management
    • Place of Presentation
      Seoul, Korea
    • Related Report
      2016 Annual Research Report
  • [Presentation] Volatility forecasting with empirical similarity: Japanese stock market case2016

    • Author(s)
      Morimoto, T. and Kawasaki, Y.
    • Organizer
      The 36th International Symposium on Forecasting
    • Place of Presentation
      Santander, Spain
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2016

    • Author(s)
      Kawasaki, Y. and Ueki, M.
    • Organizer
      Joint Statistical Meeting 2016
    • Place of Presentation
      Chicago, IL, U.S.A. (McCormick Center)
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Intraday periodicity of high frequent commodity futures data2016

    • Author(s)
      Kawasaki, Y. and Yoshida, Y.
    • Organizer
      The 3rd ISM International Statistical Conference
    • Place of Presentation
      Kuala Lumpur, Malaysia
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Risk analysis of asymmetric price changes in Japanese commodity futures2016

    • Author(s)
      Kawasaki, Y. and Aoki, Y.
    • Organizer
      CEQURA Conference 2016 on Advances in Financial and Insurance Risk Management
    • Place of Presentation
      Munich, Germany
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Effective search for masked explanatory variables in linear regression2016

    • Author(s)
      Kawasaki, Y. and Ueki, M.
    • Organizer
      ANU-UC-ISM Joint Symposium on Environmental Statistics 2016
    • Place of Presentation
      Canberra, Australia
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 景気動向に関連したいくつかの実験調査2016

    • Author(s)
      土屋隆裕
    • Organizer
      日本行動計量学会第44回大会
    • Place of Presentation
      札幌
    • Related Report
      2016 Annual Research Report
  • [Presentation] 自記式調査における複数回答をめぐる諸問題2016

    • Author(s)
      土屋隆裕・冨田尚希
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学
    • Related Report
      2016 Annual Research Report
  • [Presentation] Which one would be more critical, the error due to nonresponse, or that due to the sequence of questions?2016

    • Author(s)
      Tsuchiya, T.
    • Organizer
      International Total Survey Error Workshop
    • Place of Presentation
      Sydney, Australia
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Effects of grouping alternatives on eliciting more responses to check-all-that-apply questions.2016

    • Author(s)
      Tsuchiya, T. and Tomita, N.
    • Organizer
      International Conference on Questionnaire Design, Development, Evaluation, and Testing
    • Place of Presentation
      Miami, U.S.A.
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On the marginals of a random partitioning distribution2016

    • Author(s)
      Hoshino, N.
    • Organizer
      International Conference on Statistical Distributions and Applications 2016 (ICOSDA 2016)
    • Place of Presentation
      Niagara Falls, Canada
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Impacts of Permanent Income Shocks on Consumption: Evidence:from Japanese VAT Increase in 20142016

    • Author(s)
      David Cashin and Takashi Unayama
    • Organizer
      Western Economic Association International 91st Annual Conference
    • Place of Presentation
      Portland, U.S.A.
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Impacts of Permanent Income Shocks on Consumption: Evidence:from Japanese VAT Increase in 20142016

    • Author(s)
      David Cashin and Takashi Unayama
    • Organizer
      NBER Japan Project Meeting
    • Place of Presentation
      Portland, U.S.A.
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Impacts of Permanent Income Shocks on Consumption: Evidence:from Japanese VAT Increase in 20142016

    • Author(s)
      David Cashin and Takashi Unayama
    • Organizer
      IIPF 72nd Annual Conference
    • Place of Presentation
      Lake Tahoe, U.S.A.
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2016

    • Author(s)
      K. Hayakawa
    • Organizer
      69th Econometric Society European Meeting
    • Place of Presentation
      Geneva, Switzerland
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 経験類似度に基づくボラティリティ予測2015

    • Author(s)
      森本孝之,川崎能典
    • Organizer
      科研費研究集会「経済リスクの統計学の新展開:稀な事象と再起的事象」
    • Place of Presentation
      東京大学 (東京都文京区)
    • Year and Date
      2015-12-18
    • Related Report
      2015 Annual Research Report
  • [Presentation] Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables2015

    • Author(s)
      Hayakawa, K.
    • Organizer
      The 9th International Conference on Computational and Financial Econometrics (CFE 2015)
    • Place of Presentation
      London (UK)
    • Year and Date
      2015-12-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Sparse predictive modeling for bank telemarketing success using smooth-threshold estimating equations2015

    • Author(s)
      Kawasaki, Y., Ueki, M.
    • Organizer
      8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015)
    • Place of Presentation
      University of London, London (UK)
    • Year and Date
      2015-12-12
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] PIAAC Japan nonresponse bias analysis.2015

    • Author(s)
      Tsuchiya, T.
    • Organizer
      International Total Survey Error Conference
    • Place of Presentation
      Baltimore (USA)
    • Year and Date
      2015-09-22
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Scale mixtureを用いたskewed Kalman filterの拡張とその応用2015

    • Author(s)
      栗栖大輔,川崎能典
    • Organizer
      2015年度統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-08
    • Related Report
      2015 Annual Research Report
  • [Presentation] 郵送調査における回収率向上策のいくつかの試み2015

    • Author(s)
      土屋 隆裕・朴 堯星
    • Organizer
      2015年度統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-07
    • Related Report
      2015 Annual Research Report
  • [Presentation] 多項分布の一般化について2015

    • Author(s)
      星野伸明
    • Organizer
      2015年度統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-07
    • Related Report
      2015 Annual Research Report
    • Invited
  • [Presentation] 分散関数を用いたHeteroscedastic Nested Error Regression モデル2015

    • Author(s)
      菅澤翔之助,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Annual Research Report
  • [Presentation] 小地域推定における平均と分散の同時縮小推定法2015

    • Author(s)
      玉江大将,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Annual Research Report
  • [Presentation] 平均と分散の同時縮小推定における変量効果のロバストな予測について2015

    • Author(s)
      玉江大将,久保川達也
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-06
    • Related Report
      2015 Annual Research Report
  • [Presentation] 自記式調査票デザインに関するいくつかの実験調査—郵送調査と視線追跡調査による実験—2015

    • Author(s)
      土屋 隆裕・朴 堯星
    • Organizer
      日本行動計量学会第43回大会
    • Place of Presentation
      首都大学東京 (東京都八王子市)
    • Year and Date
      2015-09-03
    • Related Report
      2015 Annual Research Report
  • [Presentation] Change in trading rules and its impact on the distributional properties of commodity futures2015

    • Author(s)
      Kawasaki, Y. , Aoki, Y.
    • Organizer
      Joint Statistical Meeting 201
    • Place of Presentation
      Washington State Convention Center, Seattle (USA)
    • Year and Date
      2015-08-11
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Evidence Based Anonymization2015

    • Author(s)
      Hoshino, N.
    • Organizer
      The 60th World Statistical Congress (ISI2015)
    • Place of Presentation
      Rio de Janeiro (Brazil)
    • Year and Date
      2015-07-27
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Scale mixture of skewed Kalman filter and its application2015

    • Author(s)
      Kawasaki, Y. , Kurisu, D.
    • Organizer
      Workshop on Complex Systems Modeling and Estimation Challenges in Big Data 2015 (CSM2015)
    • Place of Presentation
      The Institute of Statistical Mathematics, Tachikawa (Japan)
    • Year and Date
      2015-07-16
    • Related Report
      2015 Annual Research Report
  • [Presentation] Some experiments on mail survey implementations: Handwriting letter, leaflet, envelope, questionnaire design, and schedule.2015

    • Author(s)
      Tsuchiya, T. , Park, Y.
    • Organizer
      Conference of the European Survey Research Association
    • Place of Presentation
      Reykjavik (Iceland)
    • Year and Date
      2015-07-15
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Variable selection and grouping by smooth-threshold estimating equations2015

    • Author(s)
      Kawasaki, Y.
    • Organizer
      Statistical Computing Asia 2015
    • Place of Presentation
      Institute of Statistical Science, Academia Sinica, Taipei (Taiwan)
    • Year and Date
      2015-07-01
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] An Alternative Over-Identifying Restriction Test in the GMM with Grouped Moment Conditions2015

    • Author(s)
      Hayakawa, K.
    • Organizer
      The 21th International Conference on Panel Data
    • Place of Presentation
      Budapest (Hungary)
    • Year and Date
      2015-06-29
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 少子化の原因と保育所整備2015

    • Author(s)
      宇南山卓
    • Organizer
      日本応用経済学会
    • Place of Presentation
      九州産業大学 (福岡県福岡市)
    • Year and Date
      2015-06-24
    • Related Report
      2015 Annual Research Report
  • [Presentation] Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models2015

    • Author(s)
      Kunitomo, N.
    • Organizer
      International Symposium on Recent Developments in Econometric Theory with Applications in Honor of Professor Takeshi Amemiya
    • Place of Presentation
      Xiamen University, Xiamen (China)
    • Year and Date
      2015-06-21
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Applying the Quasi-Multinomial Distribution2015

    • Author(s)
      Hoshino, N.
    • Organizer
      The 24th International Workshop on Matrices and Statistics
    • Place of Presentation
      Haikou (China)
    • Year and Date
      2015-05-28
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research / Invited
  • [Book] 統計と日本社会-データサイエンス時代の展開2019

    • Author(s)
      国友 直人、山本 拓(編著)、柳川 尭、椿 広計、鈴木 督久、山口 景子、佐和 隆光、 竹村 彰通、中西 寛子、青山 和裕、下川 敏雄、深尾 京司、池内 健太、多田 洋介、阿向 泰二郎、川崎 茂、美添 泰人、北村 行伸
    • Total Pages
      304
    • Publisher
      東京大学出版会
    • ISBN
      9784130434010
    • Related Report
      2018 Annual Research Report
  • [Book] Separating Information Maximum Likelihood Method for High-Frequency Financial Data2018

    • Author(s)
      Kunitomo Naoto、Sato Seisho、Kurisu Daisuke
    • Total Pages
      114
    • Publisher
      Springer
    • ISBN
      9784431559306
    • Related Report
      2018 Annual Research Report
  • [Book] 新時代からの挑戦状 : 未知の少親多死社会をどう生きるか2018

    • Author(s)
      厚生労働統計協会編、宮本 太郎、村木 厚子、金子 隆一
    • Total Pages
      190
    • Publisher
      厚生労働統計協会
    • ISBN
      9784875117735
    • Related Report
      2018 Annual Research Report
  • [Book] Introduction to Japanese Household Surveys2018

    • Author(s)
      Unayama Takashi
    • Total Pages
      64
    • Publisher
      Springer
    • Related Report
      2017 Annual Research Report
  • [Book] 統計データの理論と実際2017

    • Author(s)
      椿広計、高部勲、渡辺美智子、土屋隆裕、清水誠
    • Total Pages
      248
    • Publisher
      日本統計協会
    • Related Report
      2017 Annual Research Report
  • [Book] コア・テキスト計量経済学2017

    • Author(s)
      大森裕浩
    • Total Pages
      362
    • Publisher
      新世社
    • Related Report
      2017 Annual Research Report
  • [Book] 統計学2016

    • Author(s)
      久保川達也・国友直人
    • Total Pages
      352
    • Publisher
      東京大学出版会
    • Related Report
      2016 Annual Research Report
  • [Book] 金藤ふゆ子編 「学校を場とする放課後活動の政策と評価の国際比較」(「地域運営学校の取り組みと地域住民の意識---東京都杉並区調査を踏まえて---」(土屋隆裕))2016

    • Author(s)
      土屋隆裕
    • Total Pages
      343
    • Publisher
      福村出版
    • Related Report
      2015 Annual Research Report
  • [Book] 応用をめざす数理統計学2015

    • Author(s)
      国友直人
    • Total Pages
      222
    • Publisher
      朝倉出版
    • Related Report
      2015 Annual Research Report

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Published: 2015-04-16   Modified: 2020-03-30  

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