| Co-Investigator(Kenkyū-buntansha) |
大森 裕浩 東京大学, 大学院経済学研究科(経済学部), 教授 (60251188)
照井 伸彦 東北大学, 経済学研究科, 教授 (50207495)
各務 和彦 神戸大学, 経営学研究科, 准教授 (00456005)
宮脇 幸治 関西学院大学, 経済学部, 准教授 (40550249)
石原 庸博 大阪大学, 金融保険センター, 講師 (60609072)
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| Budget Amount *help |
¥23,790,000 (Direct Cost: ¥18,300,000、Indirect Cost: ¥5,490,000)
Fiscal Year 2017: ¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2016: ¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2015: ¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Fiscal Year 2014: ¥5,070,000 (Direct Cost: ¥3,900,000、Indirect Cost: ¥1,170,000)
Fiscal Year 2013: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
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| Outline of Final Research Achievements |
In this research project, we have developed new Bayesian econometric models for analyzing high-dimensional economic data. Specifically, we have developed Bayesian models based on covariance regression and proposed variable selection methods by applying the stochastic variable selection and shrinkage priors. For the proposed models, we have also developed efficient simulation-based methods. We have investigated the performance of the proposed approaches by conducting simulation studies and real data analysis.
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