2009 Fiscal Year Final Research Report
Computer-Intensive Econometric Methods and their Empirical Studies
| Project/Area Number |
18530158
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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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 | Kobe University |
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Principal Investigator |
TANIZAKI Hisashi Kobe University, 大学院・経済学研究科, 教授 (60248101)
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| Project Period (FY) |
2006 – 2009
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| Keywords | モンテ・カルロ / シミュレーション / 非線形フィルタ / ブートストラップ |
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| Research Abstract |
By recent progress of personal computers, computer-intensive estimation methods and testing procedures have been applied to empirical studies. One of the computer-intensive methods is due to random numbers (so-called Monte Carlo method). Another of the computer-intensive methods includes nonparametric estimation and test. We have considered these computer-intensive methods in a field of Econometrics and applied them to empirical studies.
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[Remarks] 「ガンマ乱数生成のアルゴリズムについて」『日本統計学会会報』(第139号, pp.12-14, 2009年4月号に収録)
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[Remarks] 「統計学～中心極限定理について」『経済学・経営学学習のために』(国民経済雑誌別冊,平成21年度前期号) pp.11-18,2009
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[Remarks] 「統計推理論」『経済学研究のために(第9版)』(pp.107-112, 2006)
