| Budget Amount *help |
¥14,950,000 (Direct Cost: ¥11,500,000、Indirect Cost: ¥3,450,000)
Fiscal Year 2021: ¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2020: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2019: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Fiscal Year 2018: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2017: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
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| Outline of Final Research Achievements |
In this research, in order to contribute the development of spatio-temporal econometirics, we have constructed new spatio-temporal econometric models, clarified their statistical properties and considered their applicability to analyze empirical spatio-temporal data. First for nonstationary spatio-temporal random fields, we constructed new models and derived their statistical properties. Furthemore we showed their usefulness for analyzing empirical data. Secondly we constructed new models for large spatio-temporal data sets and efficient procedures to analyze them. Thirdly for financial data analysis, we proposed new models that take their spatio-temporal dependency into account of and more robust estimators based on rank statistics than the least squares estimator. Finally for uraban and regional economic analysis, especially network society anlysis, we constructed effective models and applied them to analyze an effect of a regulation for land use on land prices.
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