2009 Fiscal Year Final Research Report
Semiparametric Econometrics based on moment conditions-theory and applications
| Project/Area Number |
18203014
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| Research Category |
Grant-in-Aid for Scientific Research (A)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Kyoto University |
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Principal Investigator |
NISHIYAMA Yoshihiko Kyoto University, 経済研究所, 教授 (30283378)
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| Co-Investigator(Kenkyū-buntansha) |
YAJIMA Yoshihiro 東京大学, 経済学研究科, 教授 (70134814)
TANIZAKI Hisashi 神戸大学, 経済学研究科, 教授 (60248101)
HITOMI Kotaro 京都工芸繊維大学, 工芸学部, 准教授 (00283680)
NAGAI Keiji 横浜国立大学, 大学院・国際社会科学研究科, 教授 (50311866)
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| Co-Investigator(Renkei-kenkyūsha) |
TANIGUCHI Masanobu 早稲田大学, 理工学術院, 教授 (00116625)
ICHIMURA Hidehiko 東京大学, 経済学研究科, 教授 (50401196)
OYA Kosuke 大阪大学, 経済学研究科, 教授 (20233281)
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| Project Period (FY) |
2006 – 2009
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| Keywords | ノンパラメトリック / セミパラメトリック / 漸近理論 / 長記憶 / マイクロストラクチャノイズ / Cressie-Read power divergence |
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| Research Abstract |
Econometricians have used nonparametric and semiparametric techniques to investigate economic data for empirical justification of economic theories and policy evaluation since 1990s. This is still a relatively new topic in this field. With the advances of IT technology, micro data and panel data are getting accessible more easily and the need for such modeling and statistical methods is becoming more and more important. We have developed such methods aaplicable in econometrics
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[Journal Article]2010
Author(s)
Watanabe, T., Shiraishi, H., Taniguchi, M.
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Journal Title
Cluster analysis for stable processes. Communications in Statistics 39
Pages: 1-14
Peer Reviewed
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[Journal Article]2009
Author(s)
Y. Matsuda, Y. Yajima
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Journal Title
Fourier analysis of irregularly spaced data on R^d J.R.S.S. Ser. B vol.71(1)
Pages: 191-217
Peer Reviewed
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