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Economerric theory and EmpiricalApplications of Panel Data Analysis

Research Project

Project/Area Number 17203016
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionHitotsubashi University

Principal Investigator

YAMAMOTO Taku  Hitotsubashi University, Graduate School of Economics, Professor (50104716)

Co-Investigator(Kenkyū-buntansha) HONDA Yuzo  Osaka University, Graduate School of Economics, Professor (80137249)
KUNITOMO Naoto  University of Tokyo, Graduate School of Economics, Professor (10153313)
KUROZUMI Eiji  Hitotsubashi University, Graduate School of Economics, Associate Professor (00332643)
KAWAGUCHI Daiji  Hitotsubashi University, Graduate School of Economics, Associate Professor (80346139)
KITAMURA Yukinobu  Hitotsubashi University, Institute of Economic Research, 教授 (70313442)
Project Period (FY) 2005 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥26,650,000 (Direct Cost: ¥20,500,000、Indirect Cost: ¥6,150,000)
Fiscal Year 2007: ¥9,360,000 (Direct Cost: ¥7,200,000、Indirect Cost: ¥2,160,000)
Fiscal Year 2006: ¥9,490,000 (Direct Cost: ¥7,300,000、Indirect Cost: ¥2,190,000)
Fiscal Year 2005: ¥7,800,000 (Direct Cost: ¥6,000,000、Indirect Cost: ¥1,800,000)
KeywordsEconomic Statistics / Panel Data Analysis / Econometrics / Economic Policy / Statistical Mathematics
Research Abstract

Main results, among many contributions, are summarized as follows
1. A new estimation method for dynamic panel data models with less bias and size distortion of the test has been developed.
2. It has been shown that the limited information maximum likelihood estimator is more efficient than the GMM for some models with weak or many instrumental variables.
3. A new limited information maximum likelihood method has been proposed for structural dynamic panel data models.
4. A new method has been proposed for estimating cointegrating vectors when there is a structural change in time series. it contains important implications on the dynamic panel data analysis.
5. Based upon the panel data on Japanese unlisted firms, the effect of cash constraint has been investigated in the investment function.
6. Using panel data from Japanese firms, it has been shown that the male-female wage differential can be only partially explained by the productivity differential.
7. Using the Family Income and Expenditure Survey, it has been shown that households with low income face the disposable income constraint in their consumption behavior.
8. Various aspects of intergenerational changes in marriage behavior in recent Japan have been investigated using panel data

Report

(4 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • Research Products

    (178 results)

All 2008 2007 2006 2005 2000 Other

All Journal Article (115 results) (of which Peer Reviewed: 39 results) Presentation (56 results) Book (7 results)

  • [Journal Article] Union Wage Effect in Japan2008

    • Author(s)
      Hiromi Hara and Daiji Kawaguchi
    • Journal Title

      Industrial Relations Vol.47(in press)

    • NAID

      120006932982

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Wage Distribution in Japan: 1989-20032008

    • Author(s)
      Ryo Kambayashi, Daiji Kawaguchi and Izumi Yokoyama
    • Journal Title

      Canadian Journal of Economics 41(4)(in press)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Working Mothers and Sons' Preferences regarding Female Labor Supply: Direct Evidence from Stated Preferences2008

    • Author(s)
      Daiji Kawaguchi and Junko Miyazaki
    • Journal Title

      Journal of Population Economics Vol.21(in press)

    • NAID

      120006930418

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Causal Effect of Graduating from a Top University on Promotion:Evidence from the University of Tokyo's Admission Freeze in 19692008

    • Author(s)
      Daiji Kawaguchi and Wenjie Ma
    • Journal Title

      Economics of Education Review 27(2)

      Pages: 184-196

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Green Taxes and Double Dividends in a Dynamic Economy2008

    • Author(s)
      Gerhard Glomm, Daiji Kawaguchi and Facundo Sepulveda
    • Journal Title

      Journal of Policy Modeling 31(1)

      Pages: 19-32

    • NAID

      120006932983

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Pension System in Japan and Retirement Needs of the Japanese Elderly2008

    • Author(s)
      Yukinobu Kitamura, Chia Ngee-Choon, and Albert K. C. Tsui
    • Journal Title

      Ageing in Southeast and East Asia-Family, Social Protection and Policy Challenges, edited by Lee Hock Guan, Institute of Advanced Studies, Singapore

      Pages: 1-21

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008

    • Author(s)
      黒住 英司
    • Journal Title

      日本統計学会誌(シリーズJ) 38(1)(in press)

    • NAID

      110006950753

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008

    • Author(s)
      Kazuhiko Hayakawa and Eiji Kurozumi
    • Journal Title

      Mathematics and Computers in Simulation (in press)

    • NAID

      120001267764

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008

    • Author(s)
      Eiji Kurozumi and Yoichi Arai
    • Journal Title

      Journal of Time Series Analysis Vol. 28(in press)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] 非定常な動学的パネル分析:展望2008

    • Author(s)
      早川和彦・千木良弘朗・山本 拓
    • Journal Title

      経済研究 59(2)

      Pages: 126-138

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Union Wage Effect in Japan2008

    • Author(s)
      Hiromi, Hara, Daiji, Kawaguchi
    • Journal Title

      Industrial Relations (in press)

    • NAID

      120006932982

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Wage Distribution in Japan: 1989-20032008

    • Author(s)
      Ryo, Kambayashi, Daiji, Kawaguchi, Izumi, Zokoyama
    • Journal Title

      Canadian Journal of Economics (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Working Mothers and Sons' Preferences regarding Female Labor Supply: Direct Evidence from Stated Preferences2008

    • Author(s)
      Daiji, Kawaguchi, Junko, Miyazaki
    • Journal Title

      Journal of Population Economics (in press)

    • NAID

      120006930418

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Causal Effect of Graduating from a Top University on Promotion: Evidence from the University of Tokyo's Admission Freeze in 19692008

    • Author(s)
      Daiji, Kawaguchi, Wenjie, Ma
    • Journal Title

      Economics of Education Review 27-2

      Pages: 184-196

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Green Taxes and Double Dividends in a Dynamic Economy2008

    • Author(s)
      Gerhard, Glomm, Daiji, Kawaguchi, Facundo, Sepulveda
    • Journal Title

      Journal of Policy Modeling 31-1

      Pages: 19-32

    • NAID

      120006932983

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Pension System in Japan and Retirement Needs of the Japanese Elderly in Ageing in Southeast and East Asia-Family, Social Protection and Policy Challenges, edited by Lee Hock Guan2008

    • Author(s)
      Yukinobu, Kitamura, Chia, Ngee-Choon, Albert, K.C. Tsui
    • Journal Title

      Institute of Advanced Studies, Singapore

      Pages: 1-21

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Time Series Analysis of Economic Data and Unit Root Test: Development and Overview(in Japanese)2008

    • Author(s)
      Eiji, Kurozumi
    • Journal Title

      Journal of the Japan Statistical Society(J Series) (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Role of "Leads" in the iDynamic OLS Estimation of Cointegrating Regression Models2008

    • Author(s)
      Kazuhiko, Hayakawa, Eiji, Kurozumi
    • Journal Title

      Mathematics and Computers in Simulation (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008

    • Author(s)
      Eiji, Kurozumi, Yoichi, Arai
    • Journal Title

      Journal of Time Series Analysis (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Non-Stationary Dyanamic Panel Data Models(in Japaneses)2008

    • Author(s)
      Kazuhiko, Hayakawa, Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Keizai, Kenkyu (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Union Wage Effect in Japan2008

    • Author(s)
      Hiromi Hara and Daiji Kawaguchi
    • Journal Title

      Industrial Relations in press

    • NAID

      120006932982

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Wage Distribution in Japan: 1989-20032008

    • Author(s)
      Ryo Kambayashi, Daiji Kawaguchi and Izumi Yokoyama
    • Journal Title

      Canadian Journal of Economics in press

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Working Mothers and Sons' Preferences regarding Female Labor Supply: Direct Evidence from Stated Preferences2008

    • Author(s)
      Daiji Kawaguchi and Junko Miyazaki
    • Journal Title

      Journal of Population Economics in press

    • NAID

      120006930418

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Causal Effect of Graduating from a Top University on Promotion: Evidence from the University of Tokyo's Admission Freeze in 19692008

    • Author(s)
      Daiji Kawaguchi and Wenjie Ma
    • Journal Title

      Economics of Education Review 27(2)

      Pages: 184-196

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Pension System in Japan and Retirement Needs of the Japanese Elderly2008

    • Author(s)
      Yukinobu Kitamura, Chia Ngee-Choon, and Albert K.C. Tsui
    • Journal Title

      Ageing in Southeast and East Asia-Family, Social Protection and Policy Challenges, edited by Lee Hock Guan

      Pages: 1-21

    • Related Report
      2007 Annual Research Report
  • [Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008

    • Author(s)
      黒住 英司
    • Journal Title

      日本統計学会誌(シリーズJ) in press

    • NAID

      110006950753

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008

    • Author(s)
      Kazuhiko Hayakawa and Eiji Kurozumi
    • Journal Title

      Mathematics and Computers in Simulation in press

    • NAID

      120001267764

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008

    • Author(s)
      Eiji Kurozumi and Yoichi Arai
    • Journal Title

      Journal of Time Series Analysis (in press)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 非定常な動学的パネル分析:展望2008

    • Author(s)
      早川和彦・千木良弘朗・山本 拓
    • Journal Title

      経済研究 (印刷中)

    • Related Report
      2007 Annual Research Report
  • [Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007

    • Author(s)
      Yoichi Arai and Eiji Kurozumi
    • Journal Title

      Econometric Reviews 26(6)

      Pages: 705-739

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Testing the Morale Theory of Nominal Wage Rigidity2007

    • Author(s)
      Daiji Kawaguchi and Fumio Ohtake
    • Journal Title

      Industrial and Labor Relations Review 61(1)

      Pages: 55-72

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] A Market Test of Sex Discrimination:Evidence from Japanese Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      International Journal of Industrial Organization 25(3)

      Pages: 441-460

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Impact of Minimum Wage on Female Employment in Japan2007

    • Author(s)
      Daiji Kawaguchi and Ken Yamada
    • Journal Title

      Contemporary Economic Policy 25(1)

      Pages: 107-118

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] パネルデータ分析2007

    • Author(s)
      北村行伸
    • Journal Title

      ESP 426

      Pages: 24-27

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Journal Article] Marriage Behavior from the Perspective of Intergenerational Relationships2007

    • Author(s)
      Kazuyasu Sakamoto and Yukinobu Kitamura
    • Journal Title

      The Japanese Economy 34(4)

      Pages: 76-122

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] 世代間関係から見た結婚行動2007

    • Author(s)
      坂本和靖・北村行伸
    • Journal Title

      経済研究 58(1)

      Pages: 31-46

    • NAID

      120003802815

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo and Y-J. Kim
    • Journal Title

      Japanese Economic Review 88(1)

      Pages: 71-106

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Journal of the Japan Statistical Society 37(2)

      Pages: 191-205

    • NAID

      110006570581

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007

    • Author(s)
      Eiji Kurozumi and Yoichi Arai
    • Journal Title

      Journal of Time Series Analysis 28(4)

      Pages: 471-627

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Hiroshima Economic Review 31(1)

      Pages: 21-34

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki Chigira and Taku Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods 36

      Pages: 981-1003

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007

    • Author(s)
      Yoichi, Arai, Eiji, Kurozumi
    • Journal Title

      Econometric Reviews 26-6

      Pages: 705-739

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Testing the Morale Theory of Nominal Wage Rigidity2007

    • Author(s)
      Daiji, Kawaguchi, Fumio, Ohtake
    • Journal Title

      Industrial and Labor Relations Review 61-1

      Pages: 55-72

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Market Test of Sex Discrimination: Evidence from Japanese Panel Data2007

    • Author(s)
      Daiji, Kawaguchi
    • Journal Title

      International Journal of Industrial Organization 25-3

      Pages: 441-460

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Impact of Minimum Wage on Female Employment in Japan2007

    • Author(s)
      Daiji, Kawaguchi, Ken, Yamada
    • Journal Title

      Contemporary Economic Policy 25-1

      Pages: 107-118

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Panel Data Analysis(in Japanese)2007

    • Author(s)
      Yukinobu, Kitamura
    • Journal Title

      ESP No.426

      Pages: 24-27

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Marriage Behavior from the Perspective of Intergenerational Relationships2007

    • Author(s)
      Kazuyasu, Sakamoto, Yukinobu, Kitamura
    • Journal Title

      The Japanese Economy 34-4

      Pages: 76-122

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Marriage Behavior from the Perspective of Intergenerational Relationships(in Japanese)2007

    • Author(s)
      Kazuyasu, Sakamoto, Yukinobu, Kitamura
    • Journal Title

      Keizai Kenkyu 58-1

      Pages: 31-46

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto, Kunitomo, Y-J. Kim
    • Journal Title

      Japanese Economic Review 88-1

      Pages: 71-106

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007

    • Author(s)
      Eiji, Kurozumi
    • Journal Title

      Journal of the Japan Statistical Society 37-2

      Pages: 191-205

    • NAID

      110006570581

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007

    • Author(s)
      Eiji, Kurozumi, Yoichi, Arai
    • Journal Title

      Journal of Time Series Analysis 28-4

      Pages: 471-627

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Hiroshima Economic Review 31-1

      Pages: 21-34

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods 36

      Pages: 981-1003

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Market Test of Sex Discrimination: Evidence from Japanese Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      International Journal of Industrial Organization 25(3)

      Pages: 441-460

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 21世紀成年者縦断調査に基づく子供の成長パターンの測定2007

    • Author(s)
      北村行伸
    • Journal Title

      厚生労働科学研究費補助金・統計情報高度利用総合研究事業平成18年度報告書『パネル調査(縦断調査)に関する総合的分析システムの開発研究』

      Pages: 101-123

    • Related Report
      2007 Annual Research Report
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo and Y-J. Kim
    • Journal Title

      Japanese Economic Review 88-1

      Pages: 71-106

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Journal of the Japan Statistical Society 37(2)

      Pages: 191-205

    • NAID

      110006570581

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods (forthcomig)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007

    • Author(s)
      Eiji Kurozumi, Yoichi Arai
    • Journal Title

      Journal of Time Series Analysis (forthcomig)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007

    • Author(s)
      Yoichi Arai, Eiji Kurozumi
    • Journal Title

      Econometric Reviews (forthcomig)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Journal of the Japan Statistical Society (forthcomig)

    • NAID

      110006570581

    • Related Report
      2006 Annual Research Report
  • [Journal Article] The Causal Effect of Graduating from a Top University on Promotion : Evidence from the University of Tokyo's Admission Freeze in 19692007

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Economics of Education Review (forthcoming)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Testing the Morale Theory of Nominal Wage Rigidity2007

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Industrial and Labor Relations Review (forthcoming)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo, Y-J. Kim
    • Journal Title

      Japanese Economic Review Vol.88・No.1

      Pages: 71-106

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Monetary Policy in the Great Stagnation2006

    • Author(s)
      Yoichi Arai and Takeo Hoshi
    • Journal Title

      Japan's Great Stagnation, edited by M. H. Hutchison and F. Westermann, MIT Press

      Pages: 158-181

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Financial and Capital Markets' Response to Changes in the Central Bank's Target Interest Rate: The Case of Japan2006

    • Author(s)
      Yuzo Honda and Yoshihiro Kuroki
    • Journal Title

      Economic Journal Vol.116, No.513

      Pages: 812-842

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Comment on 'Money Growth and Interest Rates' by Dr. Seok-Kyun Hur2006

    • Author(s)
      Yuzo Honda
    • Journal Title

      Monetary Policy with Very Low Inflation in the Pacific Rim, edited by Takatoshi Ito and Andrew Rose, The University of Chicago Press

      Pages: 124-128

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Incidence and Effect of Job Training among Japanese Women2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Industrial Relations 54(3)

      Pages: 469-477

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Are Computers at Home a Form of Consumption or an Investment? A Longitudinal Analysis for Japan2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Japanese Economic Review 57(1)

      Pages: 69-86

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] パネルデータの意義とその活用2006

    • Author(s)
      北村行伸
    • Journal Title

      日本労働研究雑誌 551

      Pages: 6-16

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] 変額年金保険の統計的リスク管理法:局面転換モデルの利用リスクと保険2006

    • Author(s)
      国友直人&秋山豪太
    • Journal Title

      リスクと保険(日本アクチュアリー会), 2006年度 2(1)

      Pages: 21-40

    • NAID

      40007258161

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis 27(5)

      Pages: 703-723

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] 経済における時系列分析:概観と展望2006

    • Author(s)
      山本 拓
    • Journal Title

      日本統計学会雑誌 35(2)

      Pages: 81-101

    • NAID

      110004717821

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Monetary Policy in the Great Stagnation, in Japan's Great Stagnation, edited by M. H. Hutchison and F. Westermann2006

    • Author(s)
      Yoichi, Arai, Takeo, Hoshi
    • Journal Title

      MIT Press

      Pages: 157-181

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Financial and Capital Markets' Response to Changes in the Central Bank's Target Interest Rate: The Case of Japan2006

    • Author(s)
      Yuzo, Honda, Yoshihiro, Kuroki
    • Journal Title

      Economic Journal 116-513

      Pages: 812-842

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Incidence and Effect of Job Training among Japanese Women2006

    • Author(s)
      Daiji, Kawaguchi
    • Journal Title

      Industrial Relations 54-3

      Pages: 469-477

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Are Computers at Home a Form of Consumption or an Investment? A Longitudinal Analysis for Japan2006

    • Author(s)
      Daiji, Kawaguchi
    • Journal Title

      Japanese Economic Review 57-1

      Pages: 69-86

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Panel Data Analysis and Its Applications(in Japanese)2006

    • Author(s)
      Yukinobu, Kitamura
    • Journal Title

      Nihon Roudou kenkyu Zassi No.551

      Pages: 6-16

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Risk Management Methods of Equity-Linked Insuerance and Practical Problems(in Japanese)2006

    • Author(s)
      Naoto, Kunitomo, Gota, Akiyama
    • Journal Title

      Japanese Journal of Risk and Insurance 2-1

      Pages: 21-40

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Tests for Long-Run Granger Non Causality in Cointegrated Systems2006

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Journal of Time Series Analysis 28-4

      Pages: 703-723

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Time Series Analysis in Economics: Overview(in Japanese)2006

    • Author(s)
      Taku, Yamamoto
    • Journal Title

      Journal of the Japan Statistical Society(J Series) 35-2

      Pages: 81-101

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis Vol.27・No.5

      Pages: 703-723

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Financial and Capital Markets' Response to Changes in the Central Bank' s Target Interest Rate : The Case of Japan2006

    • Author(s)
      Yuzo Honda, Yoshihiro Kuroki
    • Journal Title

      Economic Journal Vol.116・No.513

      Pages: 812-842

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Comment on ‘Money Growth and Interest Rates' by Dr. Seok-Kyun Hur,2006, in Monetary Policy with Very Low Inflation in the Pacific Rim(eds.Takatoshi Ito and Andrew Rose; TheUniversity of Chicago Press)2006

    • Author(s)
      Yuzo Honda
    • Journal Title

      Monetary Policy with Very Low Inflation in the Pacific Rim

      Pages: 124-128

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 世代間関係から見た結婚行動2006

    • Author(s)
      北村行伸, 坂本和靖
    • Journal Title

      経済研究 58巻・1号

      Pages: 31-46

    • NAID

      120003802815

    • Related Report
      2006 Annual Research Report
  • [Journal Article] パネルデータの意義とその活用2006

    • Author(s)
      北村行伸
    • Journal Title

      労働協会雑誌 551号

      Pages: 6-16

    • Related Report
      2006 Annual Research Report
  • [Journal Article] The Incidence and Effect of Job Training among Japanese Women2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Industrial Relations Vol.54・No.3

      Pages: 469-477

    • Related Report
      2006 Annual Research Report
  • [Journal Article] The Impact of Minimum Wage on Female Employment in Japan2006

    • Author(s)
      Daiji Kawaguchi, Ken Yamada
    • Journal Title

      Contemporary Economic Policy Vol.25・No.1

      Pages: 107-118

    • Related Report
      2006 Annual Research Report
  • [Journal Article] A Market Test of Sex Discrimination : Evidence from Japanese Panel Data2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      International Journal of Industrial Organization Vol.25・No.3

      Pages: 441-460

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 労働者の高齢化と新規採用2006

    • Author(s)
      川口 大司
    • Journal Title

      一橋経済学 1巻・1号

      Pages: 35-60

    • NAID

      110007622482

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 社会資本は生産性を高めたのか?2006

    • Author(s)
      大竹文雄, 川口大司
    • Journal Title

      住宅土地経済 2006年夏

      Pages: 10-17

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 変額年金保険の統計的リスク管理法 : 局面転換モデルの利用2006

    • Author(s)
      秋山豪太, 国友直人
    • Journal Title

      リスクと保険(日本アクチュアリー会) 2号

      Pages: 21-40

    • NAID

      40015325562

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46・2

      Pages: 159-176

    • NAID

      110007629882

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 経済における時系列分析:概観と展望2006

    • Author(s)
      山本 拓
    • Journal Title

      日本統計学会雑誌 36・1(forthcoming)

    • NAID

      110004717821

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The Incidence and Effect of Job Training among Japanese Women2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Industrial Relations (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Are Computers at Home a Form of Consumption or an Investment? A Longitudinal Analysis for Japan2006

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Japanese Economic Review 57・1

      Pages: 69-86

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Financial and Capital Markets' Response to Changes in the Central Bank's Target Interest Rate : The Case of Japan2006

    • Author(s)
      Yuzo Honda, Yoshihiro Kuroki
    • Journal Title

      Economic Journal (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Monetary Policy in the Great Recession2006

    • Author(s)
      Yoichi Arai, Takeo Hoshi
    • Journal Title

      Japan's Great Stagnation (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Do Stock Prices Have the Predictive Information on the Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      Hiroshi Yamada and Yuzo Honda
    • Journal Title

      Applied Financial Economics Letters Vol.1

      Pages: 19-23

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Negative Self Selection into Self Employment among African Americans2005

    • Author(s)
      Daiji Kawaguchi
    • Journal Title

      Topics in Economic Analysis and Policy 9(1)

    • NAID

      120000815046

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji Kurozumi, Hiroaki Chigira and Taku Yamamoto
    • Journal Title

      Econometric Theory 21(4)

      Pages: 870-875

    • NAID

      120000823627

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Oxford Bulletin of Economics and Statistics 67(2)

      Pages: 181-206

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] The Rank of a Sub-Matrix of Cointegration2005

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Econometric Theory 21(2)

      Pages: 299-325

    • NAID

      120000819593

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46(2)

      Pages: 159-175

    • NAID

      110007629882

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Do Stock Prices Have the Predictive Information on the Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      Hiroshi, Yamada, Yuzo, Honda
    • Journal Title

      Applied Financial Economics Letters Vol.1

      Pages: 19-23

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Negative Self Selection into Self Employment among African Americans2005

    • Author(s)
      Daiji, Kawaguchi
    • Journal Title

      Topics in Economic Analysis and Policy 9

      Pages: 9-1

    • NAID

      120000815046

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Equivalence of Two Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji, Kurozumi, Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Econometric Theory 21-4

      Pages: 870-875

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005

    • Author(s)
      Eiji, Kurozumi
    • Journal Title

      Oxford Bulletin of Economics and Statistics 67-2

      Pages: 181-206

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] The Rank of a Sub-Matrix of Cointegration2005

    • Author(s)
      Eiji, Kurozumi
    • Journal Title

      Econometric Theory 21-2

      Pages: 299-325

    • NAID

      120000819593

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46-2

      Pages: 159-175

    • NAID

      110007629882

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Do Stock Prices Have the Predictive Information on the Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      Hiroshi Yamada, Yuzo Honda
    • Journal Title

      Applied Financial Economics Letters 1・1

      Pages: 19-23

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The Rank of a Sub-Matrix of Cointegration2005

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Econometric Theory 21・2

      Pages: 299-325

    • NAID

      120000819593

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005

    • Author(s)
      Eiji Kurozumi
    • Journal Title

      Oxford Bulletin of Economics and Statistics 67・2

      Pages: 181-206

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji Kurozumi, Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Econometric Theory 21・4

      Pages: 870-875

    • NAID

      120000823627

    • Related Report
      2005 Annual Research Report
  • [Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008

    • Author(s)
      Eiji Kurozumi
    • Organizer
      New Zealand Econometric Study Group Metting
    • Place of Presentation
      Auckland University, New Zealand
    • Year and Date
      2008-03-06
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] The Stable Wage Distribution in Japan, 1982-2002: A Counter Example for SBTC?2008

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      American Economic Association Annual Meeting
    • Place of Presentation
      New Orleans, U. S. A.
    • Year and Date
      2008-01-04
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Stable Wage Distribution in Japan, 1982-2002: A Counter Example for SBTC2008

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      American Economic Association Annual Meeting
    • Place of Presentation
      New Orleans U.S.A.
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Stable Wage Distribution in Japan, 1982-2002: A Counter Example for SBTC?2008

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      American Economic Association Annual Meeting
    • Place of Presentation
      New Orleans, U.S.A.
    • Related Report
      2007 Annual Research Report
  • [Presentation] Program Evaluation with Continuous Treatment under Monotonicity Restriction2007

    • Author(s)
      Yoichi Arai
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-25
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms2007

    • Author(s)
      Yuzo Honda
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-25
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2007

    • Author(s)
      Yukinobu Kitamura
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-25
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Program Evaluation with Continuous Treatment under Monotonicity Restriction2007

    • Author(s)
      Yoichi, Arai
    • Organizer
      Hitotsubashi Conference on Econometrics2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-25
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Program Evaluation with Continuous Treatment under Monotonicity Restriction2007

    • Author(s)
      荒井洋一
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-25
    • Related Report
      2007 Annual Research Report
  • [Presentation] Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms2007

    • Author(s)
      本多佑三
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-25
    • Related Report
      2007 Annual Research Report
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2007

    • Author(s)
      Yukinobu Kitamura
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-25
    • Related Report
      2007 Annual Research Report
  • [Presentation] Male-Female Wage and Productivity Differentials:A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-24
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007

    • Author(s)
      Eiji Kurozumi
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-24
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Male-Female Wage and Productivity Differentials: A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-24
    • Related Report
      2007 Annual Research Report
  • [Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007

    • Author(s)
      Eiji Kurozumi
    • Organizer
      Hitotsubashi Conference on Econometrics 2007
    • Place of Presentation
      一橋大学
    • Year and Date
      2007-11-24
    • Related Report
      2007 Annual Research Report
  • [Presentation] Daiji, Kawaguchi, The Stable Wage Distribution in Japan, 1982-2002:A Counter Example for SBTC2007

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      Hitotsubashi,Conference on Econometrics 2007
    • Place of Presentation
      Hitotsubashi University
    • Year and Date
      2007-11-21
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 国債流通市場における情報に基づく物価連動債の評価2007

    • Author(s)
      北村行伸
    • Organizer
      日本経済学会
    • Place of Presentation
      日本大学
    • Year and Date
      2007-09-23
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] Interim Evaluation of Inflation Indexed Bonds in Japan: Based on the JGB Trading Information2007

    • Author(s)
      Yukinobu, Kitamura
    • Organizer
      Japan Economic Association Autumn Meeting
    • Place of Presentation
      Nihon University
    • Year and Date
      2007-09-23
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Male-Female Wage and Productivity Differenials:A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      EALE Annual Meeting
    • Place of Presentation
      Oslo, Norway
    • Year and Date
      2007-09-22
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 「日本における数理統計学の導入過程(2):高等教育への導入」2007

    • Author(s)
      竹内 惠行
    • Organizer
      日本統計学会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] On the Introduction Process of Mathematical Statistics into Japan(II): An Implimentation into the Higher Education2007

    • Author(s)
      Yoshiyuki, Takeuchi
    • Organizer
      Japan Statistical Society Annual Meeting
    • Place of Presentation
      Kobe University
    • Year and Date
      2007-09-08
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 「日本における数理統計学の導入過程(2):高等教育への導入」2007

    • Author(s)
      竹内 惠行
    • Organizer
      日本統計学会 第75回大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2007-09-08
    • Related Report
      2007 Annual Research Report
  • [Presentation] The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2007

    • Author(s)
      Naoto Kunitomo
    • Organizer
      Econometric Society European Meeting
    • Place of Presentation
      Budapest, Hungary
    • Year and Date
      2007-08-30
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] An Injection of Base Money at Zero Interest Rates: Empirical Evidence from the Japanese Experience 2001-20062007

    • Author(s)
      本多佑三
    • Organizer
      日本政策投資銀行設備投資研究所セミナー
    • Place of Presentation
      日本政策投資銀行
    • Year and Date
      2007-08-30
    • Related Report
      2007 Annual Research Report
  • [Presentation] Male-Female Wage and Productivity Differentials:A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      Econometric Society Far Eastern Meeting
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2007-07-13
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Deferred Wage Payment2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      SOLE Annual Meeting
    • Place of Presentation
      Chicago, U.S.A.
    • Year and Date
      2007-05-05
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007

    • Author(s)
      Eiji Kurozumi
    • Organizer
      The Third Symposium on Econometric Theory and Applications
    • Place of Presentation
      Hong Kong University of Science and Technology, Hong Kong
    • Year and Date
      2007-04-13
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007

    • Author(s)
      Eiji Kurozumi
    • Organizer
      The Third Symposium on Econometric Theory and Applications
    • Place of Presentation
      香港科学技術大学
    • Year and Date
      2007-04-13
    • Related Report
      2007 Annual Research Report
  • [Presentation] Forecasting in Large Cointegrated Systems2007

    • Author(s)
      Taku Yamamoto
    • Organizer
      International Atlantic Economic Society
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2007-03-15
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Forecasting in Large Cointegrated Systems2007

    • Author(s)
      Taku, Yamamoto
    • Organizer
      International Atlantic Economic Society Spring Meeting
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2007-03-15
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Wage Distribution in Japan:1989-20032007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      WEAI Pacific Rim Conference
    • Place of Presentation
      Peking, China
    • Year and Date
      2007-01-13
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Stable Wage Distribution in Japan, 1982-2002: A Counter Example for SBTC2007

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      EALE Annual Meeting
    • Place of Presentation
      Oslo. Norway
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Stable \Vage Distribution in Japan, 1982-2002: A Counter Example for SBTC2007

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      Econometric Society Far Eastern Meeting
    • Place of Presentation
      Taipei, Taiwan
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Wage Distribution in Japan: 1989-20032007

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      WEAI Pacific Rim Conference
    • Place of Presentation
      Peking, China
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Male-Female Wage and Productivity Differentials: A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      EALE Annual Meeting
    • Place of Presentation
      Oslo, Norway
    • Related Report
      2007 Annual Research Report
  • [Presentation] Male-Female Wage and Productivity Differentials: A Structural Approach Using Japanese Firm-level Panel Data2007

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      Econometric Society Far Eastern Meeting
    • Place of Presentation
      Taipei, Taiwan
    • Related Report
      2007 Annual Research Report
  • [Presentation] 個人家計別物価指数の構築と分析2006

    • Author(s)
      北村行伸
    • Organizer
      日本経済学会
    • Place of Presentation
      大阪市立大学
    • Year and Date
      2006-10-21
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2006

    • Author(s)
      Yukinobu Kitamura
    • Organizer
      日本統計学会
    • Place of Presentation
      東北大学
    • Year and Date
      2006-09-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2006

    • Author(s)
      黒住 英司
    • Organizer
      日本統計学会
    • Place of Presentation
      東北大学
    • Year and Date
      2006-09-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 「日本における数理統計学の導入過程:統一的整理の試み」2006

    • Author(s)
      竹内 惠行
    • Organizer
      日本統計学会
    • Place of Presentation
      東北大学川内キャンパス
    • Year and Date
      2006-09-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2006

    • Author(s)
      Yukinobu, Kitamura
    • Organizer
      Japan Statistical Society Annual Meeting
    • Place of Presentation
      Tohoku Univeristy
    • Year and Date
      2006-09-07
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2006

    • Author(s)
      Eiji, Kurozumi
    • Organizer
      Japan Statistical Society Annual Meeting
    • Place of Presentation
      Toholku University
    • Year and Date
      2006-09-07
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Empirical Likelihood Estimation of Levy Processes2006

    • Author(s)
      Naoto Kunitomo
    • Organizer
      Econometric Society European Meeting
    • Place of Presentation
      Vienna, Austria
    • Year and Date
      2006-08-28
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Bound Estimate of the Gender Wage Convergence under Employment Compositional Change2006

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      Joint Statistical Meeting
    • Place of Presentation
      Seattle, U.S.A.
    • Year and Date
      2006-08-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006

    • Author(s)
      Eiji Kurozumi
    • Organizer
      Australasian Meeting of the Econometric Society
    • Place of Presentation
      Alice Springs, Australia
    • Year and Date
      2006-07-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006

    • Author(s)
      Eiji, Kurozumi
    • Organizer
      Econometric Society Australian Meeting
    • Place of Presentation
      Alice Spring, Australia
    • Year and Date
      2006-07-07
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Bound Estimate of the Gender Wage Convergence under Employment Compositional Change2006

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      WEAI Annual Meeting
    • Place of Presentation
      San Diego, U.S.A.
    • Year and Date
      2006-07-03
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006

    • Author(s)
      黒住 英司
    • Organizer
      日本経済学会
    • Place of Presentation
      福島大学
    • Year and Date
      2006-06-03
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006

    • Author(s)
      Eiji, Kurozumi
    • Organizer
      Japan Economic Association Spring Meeting
    • Place of Presentation
      Fukushima University
    • Year and Date
      2006-06-03
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2005

    • Author(s)
      Yukinobu Kitamura
    • Organizer
      日本経済学会
    • Place of Presentation
      中央大学
    • Year and Date
      2005-09-18
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2005

    • Author(s)
      Yukinobu, Kitamura
    • Organizer
      Japan Economic Association Autumn Meeting
    • Place of Presentation
      Chuo University
    • Year and Date
      2005-09-18
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Bound Estimate of the Gender Wage Convergence under Employment Compositional Change2005

    • Author(s)
      Daiji Kawaguchi
    • Organizer
      European Society for Population Economics
    • Place of Presentation
      Paris, France
    • Year and Date
      2005-06-17
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data2005

    • Author(s)
      Yukinobu Kitamura
    • Organizer
      Singapore Economic Review Conference
    • Place of Presentation
      Singapore
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] The Bound Estimate of the Gender Wage Convergence under Employment Compositional Change2000

    • Author(s)
      Daiji, Kawaguchi
    • Organizer
      Joint Statistical Meeting
    • Place of Presentation
      Seattle, U.S.A.
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Construction and Analysis of Individual Household Consumer Price Index

    • Author(s)
      Yukinobu, Kitamura
    • Organizer
      Japan Economic Association Autumn Meeting
    • Place of Presentation
      Osaka Chity University
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors

    • Author(s)
      Eiji, Kurozumi
    • Organizer
      The Third Symposium on Econometric Theory and Applications
    • Place of Presentation
      Hong Kong University of Science and Technology, Hong Kong
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] ミクロ計量経済学の方法:パネル分析の方法2007

    • Author(s)
      翻訳:国友直人
    • Total Pages
      380
    • Publisher
      東洋経済新報社
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Book] Methods for Micro-econometrics: Panel Data Analysis(by Cheng Hsiao, Transration.into Japaness)2007

    • Author(s)
      Naoto, Kunitomo
    • Total Pages
      380
    • Publisher
      Toyokeizai Shiposha
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] 統計学を拓いた異才たち2006

    • Author(s)
      翻訳:竹内惠行・熊谷悦生
    • Total Pages
      438
    • Publisher
      日本経済新聞社
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] The Lady Tasting Tea: How Statistics Revolutionized Science in the Twentieth Century"(by D. Salsburg, Transration into Japanese)2006

    • Author(s)
      Yoshiyuki, Takeuchi
    • Total Pages
      438
    • Publisher
      Nihon Keizai Shinbunsha
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] パネルデータ分析2005

    • Author(s)
      北村行伸
    • Total Pages
      282
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] Panel Data Analysis(in Japanese)2005

    • Author(s)
      YuKinobu, Kitamura
    • Total Pages
      282
    • Publisher
      Iwanami Shoten
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] Comment on 'Money Growth and Interest Rates' by Dr. Seok-Kyun Hur, in Monetary Policy with Very Low Inflation in the Pacific Rim edited by Takatoshi Ito and Andrew Rose2000

    • Author(s)
      Yuzo, Honda
    • Publisher
      The University of Chicago Press
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary

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Published: 2005-04-01   Modified: 2016-04-21  

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