UTokyo Repository

計測誤差と統計学

国友直人
Discussion paper series. CIRJE-J,CIRJE-J-248, (2013-09)

災害と住宅問題

Natural Disasters and the Housing Problem in Japan
国友直人
Discussion paper series. CIRJE-J,CIRJE-J-247, (2013-07)

On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random Sampling

Misaki Hiroumi , Kunitomo Naoto
Discussion paper series. CIRJE-F,CIRJE-F-892, (2013-06)

The SIML Estimation of Integrated Covariance and Hedging Coefficient under Micro-market noise and Random Sampling

Kunitomo Naoto , Misaki Hiroumi
Discussion paper series. CIRJE-F,CIRJE-F-893, (2013-06)

災害と住宅問題 : 東日本大震災からの教訓

Natural Disaster and Housing Problem : The Case of Higashi-Nihon-Daishinsai
国友直人
經濟學論集,79(1),2-16 (2013-04)

pdf

A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors

Sato Seisho , Kunitomo Naoto
Discussion paper series. CIRJE-F,CIRJE-F-803, (2011-06)

ベンチマーク問題と経済時系列 : GDP 速報とGDP 確報を巡って

On Benchmarking and Temporal Distributions for Economic Time Series with an Application to Japanese GDP
国友直人 , 川崎能典
Discussion paper series. CIRJE-J,CIRJE-J-234, (2011-04)

日本のマクロ経済統計の課題：季節性・構造変化・平滑化問題

On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing
国友直人 , 佐藤整尚
Discussion paper series. CIRJE-J,CIRJE-J-230, (2010-12)

An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity

Kunitomo Naoto , Akashi Kentaro
Discussion paper series. CIRJE-F,CIRJE-F-780, (2010-12)

On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise

Kunitomo Naoto , Sato Seisho
Discussion paper series. CIRJE-F,CIRJE-F-758, (2010-08)

景気判断と平滑化問題 : GDP 公表値を巡って

Measuring Business Conditions and A Smoothing Problem : A Case of Japanese GDP
佐藤整尚 , 国友直人
Discussion paper series. CIRJE-J,CIRJE-J-218, (2010-04)

最近のマクロ経済変動と季節調整 : 貿易統計を題材に

On Recent Macro-fluctuations and Seasonal Adjustment Problem : A Case of Japanese Import and Export Data
高岡慎 , 国友直人
Discussion paper series. CIRJE-J,CIRJE-J-219, (2010-04)

Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise

Kunitomo Naoto , Sato Seisho
Discussion paper series. CIRJE-F,CIRJE-F-733, (2010-04)

Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation

Akashi Kentaro , Kunitomo Naoto
Discussion paper series. CIRJE-F,CIRJE-F-707, (2010-01)

The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations

Akashi Kentaro , Kunitomo Naoto
Discussion paper series. CIRJE-F,CIRJE-F-708, (2010-01)

The Limited Information Maximum Likelihood Estimator as an Angle

Anderson T. W. , Naoto Kunitomo , Yukitoshi Matsushita
Discussion paper series. CIRJE-F,CIRJE-F-619, (2009-05)

Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations

Kunitomo Naoto , Yukitoshi Matsushita
Discussion paper series. CIRJE-F,CIRJE-F-611, (2009-02)

Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise

Kunitomo Naoto , Seisho Sato
Discussion paper series. CIRJE-F,CIRJE-F-601, (2008-11)

Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity

Kunitomo Naoto , Yukitoshi Matsushita
Discussion paper series. CIRJE-F,CIRJE-F-588, (2008-09)

Lasso 分位点回帰の理論と損害保険への応用

Lasso-Quantile Regression and its Application to a Non-life Insurance Problem
加藤賢悟 , 国友直人 , 増田智巳
Discussion paper series. CIRJE-J,CIRJE-J-203, (2008-08)

Language

インデックスツリー

コンテンツ募集中！

カテゴリごと