Econometric Modeling of Spatio-Temporal Data and Its Applications

• Project/Area Number: 19530183
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Economic statistics
• Research Institution: Kobe University
• Principal Investigator: KOZUMI Hideo Kobe University, 経営学研究科, 教授 (10261273)
• Project Period (FY): 2007 – 2009
• Project Status: Completed (Fiscal Year 2009)
• Budget Amount: ¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000); Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000); Fiscal Year 2007: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
• Keywords: 計量経済学 / ベイズ統計 / 空間計量モデル / マルコフ連鎖モンテカルロ法 / 時空間計量モデル

Research Abstract

Recent advances in GIS (Geographic Information System) have increased the availability of spatial data, which are observed at geographic locations. In this study, we have developed econometric models and simulation-based methods for analyzing such spatial data. We have also discussed spatial relationships between locations by empirically investigating the problems such as economic inefficiency and convergence in economic growth.

Research Products

• [Journal Article] Does Yardstick Regulation Really Work? Empirical Evidence from Japan's Railway Industry (2009)
  • Author(s): Mizutani, F., Kozumi, H., Matsushima, N.
  • Journal Title: Journal of Regulatory Economics 36 Pages: 308-323
  • Peer Reviewed
• [Journal Article] Does yardstick regulation really work? Empirical evidence from Japan's rail industry (2009)
  • Author(s): Mizutani, F., Kozumi, H., Matsushima, N.
  • Journal Title: Journal of Regulatory Economics 36巻3号 Pages: 308-323
  • Peer Reviewed
• [Journal Article] 再帰的に切断された多変量正規分布による切断正規分布からのシミュレーションについて (2008)
  • Author(s): 古澄英男
  • Journal Title: 国民経済雑誌 第198号 Pages: 21-30
  • NAID: 110006852923
• [Journal Article] マルコフ連鎖モンテカルロ法入門 (2008)
  • Author(s): 古澄英男
  • Journal Title: 「21世紀の統計科学III--数理・計算の統計科学」北川源四郎・竹村彰通(編) Pages: 271-304
  • Peer Reviewed
• [Journal Article] Bayesian Analysis of Semiparametric Structural Equation models (2008)
  • Author(s): Kozumi, H.
  • Journal Title: Proceedings of IASC2008 165
• [Journal Article] 再帰的に切断された多変量正規分布による切断正規分布からのシミュレーションについて (2008)
  • Author(s): 古澄 英男
  • Journal Title: 国民経済雑誌 198巻3号 Pages: 21-30
  • NAID: 110006852923
• [Presentation] Bayesian Analysis of Semiparametric Structural Equation Models (2008)
  • Author(s): Kozumi, H.
  • Organizer: IASC2008 (Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis)
  • Place of Presentation: Pacifico Yokohama.
  • Year and Date: 2008-12-07
• [Presentation] ベイズ計量経済分析 (2008)
  • Author(s): 古澄英男
  • Organizer: 日本経済学会秋季大会
  • Place of Presentation: 近畿大学
  • Year and Date: 2008-09-15
• [Presentation] ペイズ計量経済分析 (2008)
  • Author(s): 古澄 英男
  • Organizer: 日本経済学会秋季大会
  • Place of Presentation: 近畿大学
  • Year and Date: 2008-09-15
• [Presentation] Bayesian Analysis of Spatial Stochastic Frontier Models (2008)
  • Author(s): Kozumi, H.
  • Organizer: 2nd International Workshop on Computational and Financial Econometrics (CFE'08)
  • Place of Presentation: University of Neuchatel(Switzerland)
  • Year and Date: 2008-06-20
• [Presentation] Bayesian Analysis of Spatial Stochastic Frontier Models (2008)
  • Author(s): 古澄 英男
  • Organizer: 2nd International Workshop on Computational and Financial Econometrics (CFE'O8)
  • Place of Presentation: University of Neuchatel (Switerland)
  • Year and Date: 2008-06-20