• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Kunitomo Naoto  国友 直人

ORCIDConnect your ORCID iD *help
… Alternative Names

KUNITOMO Naoto  国友 直人

Less
Researcher Number 10153313
External Links
Affiliation (Current) 2025: 東京経済大学, 経営学部, 客員研究員
Affiliation (based on the past Project Information) *help 2021 – 2023: 東京経済大学, 経営学部, 客員研究員
2016 – 2020: 明治大学, 政治経済学部, 特任教授
2018: 東京大学, 経済学研究科(研究院), 教授
2012 – 2015: 東京大学, 経済学研究科(研究院), 教授
2014: 東京大学, 大学院経済学研究科, 教授 … More
2011: 東京大学, 経済学研究科
1996 – 2011: 東京大学, 大学院・経済学研究科, 教授
2010: 東京大学, 経済学研究科, 教授
2006: 東京大学, 経済学研究科, 教授
2005 – 2006: 東京大学, 大学院経済学研究科, 教授
2002: University of Tokyo, Graduate School of Economics, Professor, 大学院経済学研究科, 教授
1997 – 1999: 東京大学, 経済学部, 教授
1997: 東京大学, 大学院経済学研究科
1993 – 1995: Faculty of Economics, University of Tokyo, Professor., 経済学部, 教授
1992: 東京大学, 経済学部, 助教授
1987 – 1990: 東京大学, 経済学部, 助教授
1986: Associate Professor, Faculty of Economics, University of Tokyo, 経済学部, 助教授 Less
Review Section/Research Field
Principal Investigator
Economic statistics / Economic statistics / 統計学 / Basic Section 07030:Economic statistics-related
Except Principal Investigator
Economic statistics / Economic statistics / 経済政策(含経済事情) / Statistical science / 統計学 / Basic Section 60030:Statistical science-related / Statistical science / Statistical science
Keywords
Principal Investigator
Time Series Analysis / 非定常性 / 時系列分析 / 計量経済分析 / マクロ経済時系列 / Asymptotic Expansions / Small Sample Properties / Empirical Likelihood Method / Generalized Method of Moments / 経験尤度法 … More / 経済時系列 / 時系列解析 / Financial Time Series / Co-integration / 単位根検定 / 共和分関係 / Econometric Analysis / 日本経済 / 計量分析 / 金融市場 / 確率過程 / 金融リスク / リスク尺度 / 信用リスク / ミクロ計量経済分析 / ミクロ金融市場 / 公的統計 / 季節性 / 直近の構造変化 / X-13ARIMA-SEATS / トレンド・循環・季節性 / 非定常経済時系列 / 点確率過程 / 計量経済学 / 点過程(ジャンプ過程)と確率過程 / マクロ経済データと金融データ / 統計的時系列分析の理論と応用 / 時系列フィルタリング / 高頻度金融データ / 点過程アプローチ / 時系列計量分析 / SIMLフィルタリング / Levy過程 / 高頻度金融時系列 / マクロ時系列 / 点過程 / 非定常時系列 / Exchange Rate / Consumption function / Unit Roots / Bayesian Analysis / Economic Analysis / Rational Expectation / 為替レート / 消費関数 / 単位根 / ベイズ・モデル / 合理的期待 / Asymptotic Theory / Limited Information Maximum Likelihood Method / Micro-econometrics / 制限情報最尤法 / 小標本・大標本理論 / マルコフ連鎖モンテカルロ法 / 制限情報尤法 / 一般化モーメント法 / セミ・パラメトリック法 / Semiparametric Econometrics / 生存時間解析 / 質的変量分析 / ノンパラメトリック分析 / セミパラメトリック分析 / 計量ファイナンス / 漸新展開 / 計量経済モデル / ノンパラメトリック法 / 漸近展開 / 小標本分布 / GMM法 / セミパラメトリック法 / Contingent Claims / Statistical Time Series Analysis / Semi-Martingale Processes / Continuous Diffusion Processes / Credit Risks / Interest Risks / Financial Risks / 派生証券 / 統計的時系列解析 / セミ・マルチンゲール過程 / 連続拡散過程 / 金利リスク / Missing Observations / Spectrul Analysis / DECOMP / X-12-ARIMA / Seasonal Adjustment / Economic Time Series / 同時転換自己回帰モデル / 非線形性 / 欠損値問題 / スペクトル分析 / DECOMP法 / X-12-ARIMA法 / 季節調整法 / Missing Observation / Simulataneous Switching / Strong dependence / Unit roots / Non-linearity / 非正則スペクトル密度関数 / 転換時系列モデル / 非線形モデル / 同時転換時系列 / 欠足時系列 / 強従属性 / Asset Prices / Swap Contracts / Unit Root Tests / Non-stationarity / オプション理論 / フィルター理論 / 長記憶時系列 / 拡散過程 / 時系列モデル / 計量モデル / 資本市場 / 資産価格 / スワップ契約 / 金融時系列 / Kalman Filter / Factor Models / Stock Returns / Finance / Japanese Economy / Financial Market / 非正規性 / 時系列 / カルマン・フィルタ- / 因子モデル / 株式収益率 / ファイナンス / 再帰的現象 / 希な現象 / 統計的リスク管理 / 社会・経済リスク / 高頻度金融データの統計学 / 保険の統計学 / 稀な現象と再帰的現象 / 統計学 / 再起的事象 / 希な事象 / 保険リスク / 経済リスク / 高頻度金融データの計量理論 / 社債の価格理論 / 統計的強度モデル / 統計的金融リスク管理論 / 高頻度ファイナンス計量分析 / 金融危機 / パネル計量経済モデル / 公益産業 / 開発経済 / 産業組織 / ノンパラメトリック実証分析 / プログラム政策評価 / ミクロ計量経済モデル / (5) パネル・データ分析 / (4) セミ・パラメトリック法 / (3) 政策プログラム評価問題 / (2) ミクロ・データ解析 / (1) ミクロ計量経済学 / 有限母集団推定の一般理論 / 回帰推定 / 比推定 / 補助情報 / 小地域推定問題 / 有限母集団 / 標本調査論 … More
Except Principal Investigator
計量経済学 / 季節調整法 / Econometrics / 日本経済 / 多変量解析 / 人口統計 / 標本調査 / 小地域統計 / 数理統計学 / 経済統計 / 政府統計 / リスク解析 / ミクロ統計データ / 欠測値 / パワー寄与率 / 多変量時系列 / 時系列の分解 / R / 統計ソフトウェア / 状態空間モデル / 国際情報交流 / 家計調査の改善と応用 / 標本調査票 / 人口予測 / 統計の秘匿 / 地域統計 / SNA / 匿名化 / パネル・データ / パネルデータ / 季節調整 / データの匿名化 / シンボリックデータ / 活断層の線分近似 / ポアンカレ:コーン / ポアソン過程 / ハザードモデル / 角度データのクラスタリング / 線分の角度データ / 空間サンプリング / 不完全データ / 空間統計 / 災害のリスク評価 / 津波 / 地震 / 活断層 / 線分の空間モデル / 災害の数理モデル / 極値統計学 / 空間・時系列分析 / 点過程モデル / 災害と地名 / 線分の分布 / 角度データの一様性 / 凸包 / 角度データの解析 / 線分過程 / 地震の統計モデル / 時空間統計モデル / 点過程 / 統計モデル / 自然災害 / ポアンカレコーン / Rao検定 / 位置データ / 角度データ / 空間時系列 / リスク評価 / 線分モデル / 空間点過程 / Expectation / Econometric Theory / Structural Change / 期待 / 時系列モデル / 計量モデル / 時系列分析 / 計量経済モデル / 構造変化 / Statistical Mathematics / Economic Policy / Panel Data Analysis / Economic Statistics / 統計数学 / 経済政策 / パネル分析 / 経済統計学 / Limited to subregion / Confidentiality of individual information / Time-series cross section / Rotation Sampling / Accuracy Evaluation of Survey / Official Statistics / 調査の制度評価 / 小地域限定 / 個別情報の秘匿 / 時系列断層 / ローテーションサンプリング / 調査の精度評価 / 官庁統計 / Dose-response analysis / Changepoint hypothesis / Convexity / Simultaneous Confidence intervals / Monotone hypothesis / Restricted least squares method / Optimal design of experiments / Sigmoidicity / 凸錐 / 変曲点モデル / 勾配変化モデル / 変化点モデル / S字性 / 凸性 / 単調性 / 傾向性仮説 / 用量・反応解析 / 変化点問題 / 凸性仮説 / 同時信頼区間 / 単調仮説 / 制約付き最小二乗法 / 最適実験計画 / S字性仮説 / International Currency System / Volatility change in exchange rate / Assymetry in variance model / Volatility model / Linkage of Currency and Stock Price / Asian Currency Crisis / Asian Economic Growth / 多変量GARCH / 為替レート / 多変量GARCHモデル / アジア諸国の経済成長 / 国際通貨システム / 非対称変動モデル / 分散変動波及モデル / 為替レートの実証分析 / 通貨のボラティリティの変化 / 通貨と株価の連動性 / アジア通貨危機 / income distribution / wealth accumulation / Self-employment / 所得文配 / 所得分配 / 資産形成 / 自営業 / sample autocorrelation / autoregressive model / missing observations / nonlinear model / seasonal adjustment method / long-memory model / nonstationary model / 転換時系列モデル / 単位根検定 / 標本自己相関関数 / 自己回帰モデル / 非線形モデル / 長期記憶モデル / 非定常モデル / Economic Integration / Labor / Government / Firm / Economic Growth / Italian Economy / Japanese Economy / マーケティング / 二重構造 / 企業統治 / 農業政策 / 金融制度 / 流通制度 / 金融市場 / 中小企業 / マクロ経済 / 経済制度 / 経済統合 / 労働市場 / 政府 / 企業 / 経済成長 / イタリア経済 / Multivariate Analysis / Asymptotic Theory, / Mathematical Statistics, / 漸近理論 / 経済経営分析 / 予測 / 意思決定分析 / 事前分布 / 主観確率 / ベイズ統計学 / ミクロ経済データ / 政府公表系列 / マクロ時系列 / GDP統計 / ベンチマーク法 / ベンチマーク問題 / 季節調節法 / マクロ時系列データ / 正準相関係数 / 潜在構造モデル / ベイズ推定 / 非線形モデリング / パネル構造方程式 / 共分散構造分析 / 高次元モデリング / 高次元多変量解析 / 尤度比統計量 / 計量経済手法 / 構造方程式モデル / 多変量モデル / 計量経済統計 / シミュレーション / 高次元モデリング手法 / 高次元漸近理論 / 高次元推測理論 / 高次元多変量データ / 環境リスク / 安全性 / ファイナンス / 医薬生物統計 / 情報科学 / 統計科学 / モデル化 / 欠測値の処理 / 同種時系列の季節調整 / Stein法 / 小集団特性値 / 補助情報の利用 / X-12法 / 同時季節調整 / 小地域推定 / セミマクロ統計 Less
  • Research Projects

    (32 results)
  • Research Products

    (165 results)
  • Co-Researchers

    (131 People)
  •  nonstationary seasonal economic time series analysis: theory and applicationsPrincipal Investigator

    • Principal Investigator
      国友 直人
    • Project Period (FY)
      2022 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07030:Economic statistics-related
    • Research Institution
      Tokyo Keizai University
  •  Research and development of multivariate seasonal adjustment method

    • Principal Investigator
      Kitagawa Genshiro
    • Project Period (FY)
      2018 – 2021
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 60030:Statistical science-related
    • Research Institution
      Meiji University
  •  A new approach to time-series econometric analysis with point processesPrincipal Investigator

    • Principal Investigator
      Kunitomo Naoto
    • Project Period (FY)
      2017 – 2020
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Meiji University
  •  Proposals for economic and official statistics in the perspective of theoretical statistics and applications

    • Principal Investigator
      Yamamoto Taku
    • Project Period (FY)
      2015 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
      The Institute of Statistical Research
  •  Extended spatial point process and mathematical modesl of disasters

    • Principal Investigator
      Kamakura Toshinari
    • Project Period (FY)
      2014 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Statistical science
    • Research Institution
      Chuo University
  •  New Developments in Statistics of Economic Risk and Financial RiskPrincipal Investigator

    • Principal Investigator
      naoto kunitomo
    • Project Period (FY)
      2013 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Meiji University
      The University of Tokyo
  •  Theoretical Foundations and Applications of Economic and Official Statistics

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2011 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Nihon University
  •  New Developments in Financial Econometrics and Financial Markets in JapanPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  Statistical Inference for High-Dimensional Data and Its Applications

    • Principal Investigator
      SUGIYAMA Takakazu
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Soka University
      Chuo University
  •  New Developments in Microeconometrics : Theories and ApplicationsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  リスク許容水準の科学的決定の方法と関連学際研究領域の組織化に関する企画研究

    • Principal Investigator
      Kitagawa Genshiro
    • Project Period (FY)
      2006
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      The Institute of Statistical Mathematics
  •  Economerric theory and EmpiricalApplications of Panel Data Analysis

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Research of theoretical problems for collecting, disclosing, and utilizing official statistics

    • Principal Investigator
      INABA Yoshiyuki, 加納 悟
    • Project Period (FY)
      2004 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Theory and Applications of Micro-econometricsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2003 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  Semiparametric EconometricsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      University of Tokyo
  •  ミクロデータ利用における統計的推測理論の応用

    • Principal Investigator
      竹内 啓
    • Project Period (FY)
      1999
    • Research Category
      Grant-in-Aid for Scientific Research on Priority Areas (A)
    • Research Institution
      Meiji Gakuin University
  •  Measuring Financial RisksPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Faculty of Economics, University of Tokyo
  •  Statistical Inference on Ordered Alternatives and Changepoint Hypotheses

    • Principal Investigator
      HIROTSU Chihiro
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      Meisei University
      The University of Tokyo
  •  Comparative Econometric Analysis of Growth and Currency Stability in the EMU and APEC Countries

    • Principal Investigator
      WAGO Hajime
    • Project Period (FY)
      1998 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (B).
    • Research Field
      Economic statistics
    • Research Institution
      Nagoya University
      Niigata University
  •  ミクロデータ利用における統計的推測理論の応用

    • Principal Investigator
      竹内 啓
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research on Priority Areas
    • Research Institution
      Meiji Gakuin University
  •  Economic Time Series and Seasonal Adjustment MethodsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  Wealth Accumulation and Enterpreneur-ship in Japanese Households

    • Principal Investigator
      GENDA Yuji
    • Project Period (FY)
      1997 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      経済政策(含経済事情)
    • Research Institution
      Gakushuin University
  •  ミクロデータ利用における統計的推測理論の応用Principal Investigator

    • Principal Investigator
      国友 直人
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research on Priority Areas
    • Research Institution
      The University of Tokyo
  •  Nonlinear and nonstationary models in econometric analysis

    • Principal Investigator
      YAJIMA Yoshihiro
    • Project Period (FY)
      1996 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      University of Tokyo
  •  Firms, Market, and Economic Growth : Japan and Italy

    • Principal Investigator
      ISHII Kanji
    • Project Period (FY)
      1995 – 1997
    • Research Category
      Grant-in-Aid for international Scientific Research
    • Research Field
      経済政策(含経済事情)
    • Research Institution
      The University of Tokyo
  •  Non-regular Time Series Analysis and Econometric MethodsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1994 – 1995
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Faculty of Economics, University of Tokyo
  •  Ideas and Developments in Various Fields of Mathematical Statistics

    • Principal Investigator
      TAKEMURA Akimichi
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      Statistical science
    • Research Institution
      University of Tokyo
  •  Econometric Methods for Financial Markets and Its Applications to Japanese EconomyPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1992 – 1993
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Faculty of Economics, University of Tokyo
  •  New Econometric Methods and Their Applications to Japanese Financial MarketsPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      統計学
    • Research Institution
      University of Tokyo
  •  ベイズ統計学と経済経営分析

    • Principal Investigator
      鈴木 雪夫
    • Project Period (FY)
      1988
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      統計学
    • Research Institution
      The University of Tokyo
  •  Theory of Structural Change and Japanese Economy

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      1987 – 1988
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      統計学
    • Research Institution
      University of Tsukuba
      Yokohama National University
  •  Economic Analyses of Rational Expectation Hypotheses and Japanese EconomyPrincipal Investigator

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      統計学
    • Research Institution
      The University of Tokyo

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 Other

All Journal Article Presentation Book

  • [Book] データ分析のための統計学入門2021

    • Author(s)
      David Diez, Cetinkaya-Rundel and Christopher Barr, 国友直人, 小暮厚之, 吉田靖
    • Total Pages
      426
    • Publisher
      日本統計協会
    • ISBN
      9784822341053
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] 極値現象の統計分析2021

    • Author(s)
      S.I. レズニック、国友 直人、栗栖 大輔
    • Total Pages
      432
    • Publisher
      朝倉書店
    • ISBN
      9784254122565
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] データ分析のための統計学入門2021

    • Author(s)
      D. Diez, C. Rundel and C. Barr (訳者) 国友直人, 小暮厚之, 吉田靖
    • Total Pages
      401
    • Publisher
      日本統計協会
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] データ分析のための統計学入門2021

    • Author(s)
      国友直人, 小暮厚之, 吉田靖
    • Total Pages
      426
    • Publisher
      日本統計協会
    • ISBN
      9784822341053
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Book] 極値現象の統計分析 ―裾の重い分布のモデリング―2021

    • Author(s)
      国友直人 ・栗栖大輔
    • Total Pages
      413
    • Publisher
      朝倉書店
    • ISBN
      9784254122565
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Book] Stacking strategy for acquisition of an Accurately Controlled Routinely Operated Signal System transfer function, Active Geophysical Monitoring (2nd Edition)2020

    • Author(s)
      Nagao, H., T. Nakajima, and T. Kunitomo
    • Total Pages
      338
    • Publisher
      Elsevier
    • ISBN
      9780081026847
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] 統計と日本社会:データサイエンス時代の展開2019

    • Author(s)
      国友直人、山本拓
    • Total Pages
      293
    • Publisher
      東京大学出版会
    • ISBN
      4130434012
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Book] 統計と日本社会-データサイエンス時代の展開2019

    • Author(s)
      国友 直人、山本 拓(編著)、柳川 尭、椿 広計、鈴木 督久、山口 景子、佐和 隆光、 竹村 彰通、中西 寛子、青山 和裕、下川 敏雄、深尾 京司、池内 健太、多田 洋介、阿向 泰二郎、川崎 茂、美添 泰人、北村 行伸
    • Total Pages
      304
    • Publisher
      東京大学出版会
    • ISBN
      9784130434010
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Book] 統計と日本社会:データサイエンス時代の展開2019

    • Author(s)
      国友直人・山本拓(編)
    • Total Pages
      304
    • Publisher
      東京大学出版会
    • ISBN
      9784130434010
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] Information Maximum Likelihood Method for High-Frequency Financial Data2018

    • Author(s)
      Naoto Kunitomo, Seisho Sato and Daisuke Kurisu
    • Total Pages
      124
    • Publisher
      Springer
    • ISBN
      9784431559283
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Book] Separating Information Maximum Likelihood Method for High-Frequency Financial Data2018

    • Author(s)
      Naoto Kunitomo, Seisho Sato Daisuke Kurisu
    • Total Pages
      114
    • Publisher
      Springer
    • ISBN
      9784431559283
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Book] Separating Information Maximum Likelihood Method for High-Frequency Financial Data2018

    • Author(s)
      Kunitomo Naoto、Sato Seisho、Kurisu Daisuke
    • Total Pages
      114
    • Publisher
      Springer
    • ISBN
      9784431559306
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Book] 『経済リスクの統計学の新展開 :稀な事象と再起的事象2016』2017

    • Author(s)
      国友直人・大森裕浩共編
    • Total Pages
      236
    • Publisher
      東京大学経済学研究科日本経済国際共同研究センター
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Book] 統計学2016

    • Author(s)
      久保川達也・国友直人
    • Total Pages
      352
    • Publisher
      東京大学出版会
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Book] 『統計学』2016

    • Author(s)
      国友 直人、久保川達也
    • Total Pages
      346
    • Publisher
      東京大学出版会
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Book] 応用を目指す数理統計学2015

    • Author(s)
      国友直人
    • Total Pages
      222
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Book] 応用をめざす数理統計学2015

    • Author(s)
      国友直人
    • Total Pages
      222
    • Publisher
      朝倉出版
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Book] CIRJE報告書 R-17 経済リスクの統計学の新展開2013:稀な事象と再起的事象2014

    • Author(s)
      国友直人・川崎能典 共編
    • Total Pages
      152
    • Publisher
      株式会社ミイレー
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Book] CIRJE RESEARCH REPORT SERIES 11計量ファイナンス20112012

    • Author(s)
      国友直人・川崎能典共編
    • Total Pages
      157
    • Publisher
      株式会社ミイレー
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Book] CIRJE RESEARCH REPORT SERIES 11計量ファイナンス2012

    • Author(s)
      国友直人・川崎能典
    • Total Pages
      157
    • Publisher
      株式会社ミイレー
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Book] ファイナンス・景気循環の計量分析2011

    • Author(s)
      国友直人・佐藤整尚共著浅子和美・渡部敏明編
    • Publisher
      ミネルヴァ書房
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Book] 構造方程式と計量経済学2011

    • Author(s)
      國友直人
    • Total Pages
      218
    • Publisher
      朝倉書店
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Book] 21世紀の統計科学Vol.22008

    • Author(s)
      国友直人(山本拓氏との共同監修)
    • Total Pages
      358
    • Publisher
      東京大学出版会
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Book] 21世紀の統計科学Vol.32008

    • Author(s)
      国友直人(山本拓氏との共同監修)
    • Total Pages
      340
    • Publisher
      東京大学出版会
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Book] 21世紀の統計科学Vool.12008

    • Author(s)
      国友直人(山本拓氏との共同監修)
    • Total Pages
      306
    • Publisher
      東京大学出版会
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Book] Methods for Micro-econometrics: Panel Data Analysis(by Cheng Hsiao, Transration.into Japaness)2007

    • Author(s)
      Naoto, Kunitomo
    • Total Pages
      380
    • Publisher
      Toyokeizai Shiposha
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Book] ミクロ計量経済の方法 : パネル分析の方法(C. Hsiao著)2007

    • Author(s)
      国友直人
    • Total Pages
      380
    • Publisher
      東洋経済新報社
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Book] ミクロ計量経済学の方法:パネル分析の方法2007

    • Author(s)
      翻訳:国友直人
    • Total Pages
      380
    • Publisher
      東洋経済新報社
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Book] ミクロ計量経済の方法:パネル分析の方法(C.Hsiao著)2007

    • Author(s)
      国友 直人(翻訳)
    • Total Pages
      380
    • Publisher
      東洋経済新報社
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Book] 数理ファイナンスの基礎:マリアバン解析と漸近展開の応用2003

    • Author(s)
      国友直人, 高橋明彦
    • Total Pages
      273
    • Publisher
      東洋経済新報社
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Book] Suuri huainansu no kiso : Mariaban kaiseki to zenkintenkai no ouyou2003

    • Author(s)
      Kunitomo Naoto, Takahashi Akihiko
    • Publisher
      Touyoukeizaishinpousya
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 日本の消費者物価指数を巡る課題2024

    • Author(s)
      国友直人(編)
    • Journal Title

      統計エキスパートDP

      Volume: 2024-2 Pages: 1-108

    • Open Access
    • Data Source
      KAKENHI-PROJECT-22K01428
  • [Journal Article] 日本の公的統計と季節調整- X-13ARIMA-SEATSと労働力調査を題材に-2023

    • Author(s)
      国友直人
    • Journal Title

      統計数理研究所・統計エキスパートDiscussion Papers

      Volume: SSE-DP2023-1 Pages: 1-90

    • Data Source
      KAKENHI-PROJECT-22K01428
  • [Journal Article] Local SIML estimation of some Brownian and jump functionals under market micro-structure noise2022

    • Author(s)
      Naoto Kunitomo and Seisho Sato
    • Journal Title

      Journal of Statistics and Data Science

      Volume: 5 Issue: 2 Pages: 831-870

    • DOI

      10.1007/s42081-022-00172-0

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-22K01428
  • [Journal Article] Backward Smoothing for Noisy Non-stationary Time Series,2021

    • Author(s)
      Seisho Sato, Naoto Kunitomo
    • Journal Title

      CARF working paper

      Volume: CARF-F-517

    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Journal Article] Detecting factors of quadratic variation in the presence of market microstructure noise2021

    • Author(s)
      Naoto Kunitomo, Daisuke Kurisu
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 1 Pages: 601-641

    • DOI

      10.1007/s42081-020-00104-w

    • NAID

      210000178972

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-20K13468, KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210
  • [Journal Article] Frequency Regression and Smoothing for Noisy Nonstationary Time Series2021

    • Author(s)
      Seisho Sato, Naoto Kunitomo
    • Journal Title

      CARF working paper

      Volume: CARF-F-519

    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Journal Article] A robust-filtering method for noisy non-stationary multivariate time series with econometric applications2021

    • Author(s)
      Naoto Kunitomo and Seisho Sato
    • Journal Title

      Japanese Journal of Statistics and Data Science(JJSD)

      Volume: forthcoming Issue: 1 Pages: 373-410

    • DOI

      10.1007/s42081-020-00102-y

    • NAID

      210000167024

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210
  • [Journal Article] Comparing estimation methods of non-stationary errors-in-variables models2020

    • Author(s)
      Naoto Kunitomo, Naoki Awaya and Daisuke Kurisu
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: ー Issue: 1 Pages: 73-101

    • DOI

      10.1007/s42081-019-00051-1

    • NAID

      210000164419

    • Peer Reviewed / Open Access / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-19K20881
  • [Journal Article] Detecting Factors of Quadratic Variation in the Presence of Market Microstructure Noise2019

    • Author(s)
      Kunitomo N. and Kurisu D.
    • Journal Title

      MIMS-RBP Statistics & Data Science Series

      Volume: SDS-10 Pages: 1-33

    • NAID

      210000178972

    • Open Access
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Journal Article] 経済統計・政府統計の理論と応用 20192019

    • Author(s)
      国友 直人、山本 拓、久保川 達也 編
    • Journal Title

      CIRJE Research Report Series

      Volume: 25 Pages: 1-162

    • Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] Simultaneous multivariate Hawkes-type point processes and their application to financial markets2018

    • Author(s)
      Kunitomo Naoto、Kurisu Daisuke、Awaya Naoki
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 1 Issue: 2 Pages: 297-332

    • DOI

      10.1007/s42081-018-0017-3

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-17H02513, KAKENHI-PROJECT-18H03210, KAKENHI-PROJECT-19K20881
  • [Journal Article] 経済統計・政府統計の理論と応用 20182018

    • Author(s)
      国友直人、山本拓、久保川達也編
    • Journal Title

      CIRJE Research Report Series

      Volume: 24 Pages: 1-146

    • Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の理論と応用 20172017

    • Author(s)
      国友直人・山本拓・久保川達也編
    • Journal Title

      CIRJE Rsearch Report Series

      Volume: 23 Pages: 1-126

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] “多次元ホークス型モデルによる金融市場の因果性分析2017

    • Author(s)
      国友直人・江原斐夫・栗栖大輔
    • Journal Title

      日本統計学会和文誌

      Volume: 未定

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Journal Article] 多次元ホークス型モデルによるマクロ金融市場の因果性分析2017

    • Author(s)
      国友直人・江原斐夫・栗栖大輔
    • Journal Title

      日本統計学会誌

      Volume: 46-2 Pages: 137-171

    • NAID

      130006243083

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Journal Article] Effects of Jumps and Small Noises in High-Frequency Financial Econometrics2017

    • Author(s)
      Naoto, Kunitomo
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 24 Issue: 1 Pages: 39-73

    • DOI

      10.1007/s10690-017-9223-4

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-16J06454, KAKENHI-PROJECT-17H02513
  • [Journal Article] 多次元ホークス型モデルによるマクロ金融市場の因果性分析2017

    • Author(s)
      国友直人、江原斐夫、栗栖大輔
    • Journal Title

      日本統計学会誌

      Volume: 46 Pages: 137-171

    • NAID

      130006243083

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の理論と応用20162016

    • Author(s)
      山本拓・国友直人・川崎能典編
    • Journal Title

      CIRJE RESEARCH REPORT SERIES

      Volume: 21 Pages: 1-127

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2015

    • Author(s)
      N. Kunitomo and K. Akashi
    • Journal Title

      Annals of Institute of Statistical Mathematics

      Volume: 67-2 Pages: 39-73

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用IV2015

    • Author(s)
      国友直人・山本拓 共編
    • Journal Title

      CIRJE報告書R-18( 東京大学経済学部)

      Volume: CIRJE-R-18

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling2015

    • Author(s)
      Kunitomo, N., H. Misaki and S. Sato
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: 22(3) Issue: 3 Pages: 333-368

    • DOI

      10.1007/s10690-015-9205-3

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15H01943, KAKENHI-PROJECT-25245033
  • [Journal Article] The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2015

    • Author(s)
      N. Kunitomo and K. Akashi
    • Journal Title

      Annals of Institute of Statistical Mathematics

      Volume: 39-73 Pages: 39-73

    • Peer Reviewed / Open Access
    • Data Source
      KAKENHI-PROJECT-26240003
  • [Journal Article] On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random Sampling2015

    • Author(s)
      N. Kunitomo and H. Misaki
    • Journal Title

      International Review of Economics and Finance

      Volume: 印刷中

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用‐III2014

    • Author(s)
      川崎能典・国友直人・山本拓 共編
    • Journal Title

      CIRJE報告書 R-16

      Volume: CIRJE-R-16

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2014

    • Author(s)
      N. Kunitomo and K. Akashi
    • Journal Title

      Discussion paper CIRJE-F-708, Graduate school of Economics, University of Tokyo

      Volume: CIRJE-F-708

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 経済リスクの統計学の新展開2013:稀な事象と再起的事象2014

    • Author(s)
      国友直人・川崎能典 共編
    • Journal Title

      CIRJE報告書R-17( 東京大学経済学部)

      Volume: CIRJE-R-17

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Journal Article] Separating Information Maximum Likelihood Estimation of the Integrated Volatility and Covariance with Micro-Market Noise2013

    • Author(s)
      Kunitomo, N. and Sato, S.
    • Journal Title

      North American Journal of Economics and Finance

      Volume: - Pages: 282-309

    • DOI

      10.1016/j.najef.2013.02.006

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22240030, KAKENHI-PROJECT-23243039, KAKENHI-PROJECT-23500364
  • [Journal Article] Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise2013

    • Author(s)
      Naoto Kunitomo and Seisho Sato
    • Journal Title

      North American Journal of Economics and Finance

      Volume: 26 Pages: 282-309

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用II2013

    • Author(s)
      国友直人・山本拓 編
    • Journal Title

      CIRJE-R-12研究報告書

      Volume: CIRJE-R-12

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Some properties of the LIML estimator in a dynamic panel structural equation2012

    • Author(s)
      K. Akashi and N. Kunitomo
    • Journal Title

      Journal of Econometrics

      Volume: 166-2 Pages: 167-183

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用-I2012

    • Author(s)
      国友直人・山本拓共編
    • Journal Title

      CIRJE RESEARCH REPORT SERIES

      Volume: 10 Pages: 179-179

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Some properties of the LIML estimator in a dynamic panel structural equation2012

    • Author(s)
      K.Akashi, N.Kunitomo
    • Journal Title

      Journal of Econometrics

      Volume: 166 Pages: 167-183

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] An optimal modification of the LIML estimation for many instruments and persistent heteroscedasicicity2012

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      Annals of Institute of Statistical Mathematics

      Volume: 64 Pages: 881-910

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Some properties of the LIML estimator in a dynamic panel structural equation2012

    • Author(s)
      Naoto Kunitomo with Kentaro Akashi
    • Journal Title

      Journal of Econometrics

      Volume: 166, Issue 2 Pages: 167-183

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 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2011

    • Author(s)
      国友直人・川崎能典
    • Journal Title

      経済学論集

      Volume: 77-1 Pages: 2-19

    • NAID

      40018974093

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise2011

    • Author(s)
      N. Kunitomo and S. Sato
    • Journal Title

      Mathematics and Computers in Simulation

      Volume: 81 Pages: 1272-1289

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficientwith micro-market noise2011

    • Author(s)
      N.Kunitomo, S.Sato
    • Journal Title

      Mathematics and Computers in Simulation

      Volume: 81 Pages: 1272-1289

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise2011

    • Author(s)
      Kunitomo, N., Sato S.
    • Journal Title

      Mathematics and Computers in Simulation

      Volume: 81 Pages: 1272-1289

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] ベンチマーク問題と経済時系列:GDP速報とGDP確報2011

    • Author(s)
      国友直人・川崎能典
    • Journal Title

      経済学論集

      Volume: 77 Pages: 1-19

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] Some Propertes of the LIML Estimator in a Dynamic Panel Structural Equation2011

    • Author(s)
      Akashi K., Kunitomo N.
    • Journal Title

      Journal of Econometrics

      Volume: 166 Pages: 167-183

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise2010

    • Author(s)
      Kunitomo, Naoto, Seisho Sato
    • Journal Title

      東京大学 Discussion Paper

      Volume: CIRJE-F-758

    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] GDP速報の推定法の改善について2010

    • Author(s)
      国友直人、佐藤整尚
    • Journal Title

      経済学論集

      Volume: 76-3 Pages: 1-28

    • NAID

      40018747152

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] 景気判断と平滑化問題(GDP公表値を巡って)2010

    • Author(s)
      佐藤整尚、国友直人
    • Journal Title

      経済学論集

      Volume: 76-2 Pages: 1-21

    • NAID

      40017421335

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments2010

    • Author(s)
      Anderson, T. W., N. Kunitomo and Y. Matsushita
    • Journal Title

      Journal of Econometrics

      Volume: 157-2 Pages: 191-204

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments.2010

    • Author(s)
      国友直人
    • Journal Title

      Journal of Econometrics

      Volume: 157 Pages: 191-204

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] 最近のマクロ変動と季節調整(貿易統計を題材に)2010

    • Author(s)
      高岡慎、国友直人
    • Journal Title

      経済学論集

      Volume: 76-1 Pages: 1-44

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise2010

    • Author(s)
      国友直人
    • Journal Title

      COMPSTAT

      Pages: 106-132

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments2009

    • Author(s)
      Anderson, T.W., N.Kunitomo, Y.Matsushita
    • Journal Title

      Journal of Econometrics (掲載決定)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Journal Article] On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments2009

    • Author(s)
      Anderson, T. W.; Naoto Kunitomo and Yukitoshi Matsushita
    • Journal Title

      Journal of Econometrics (印刷中,)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations2009

    • Author(s)
      Kunitomo, N.
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 100巻 Pages: 1727-1751

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments2009

    • Author(s)
      Anderson, T. W., Naoto Kunitomo and Yukitoshi Matsushita
    • Journal Title

      (CIRJE-F-577) , Journal of Econometrics. (印刷中)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations2009

    • Author(s)
      国友直人
    • Journal Title

      Journal of Multivariate Analysis 100

      Pages: 1727-1751

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations2009

    • Author(s)
      Kunitomo, Naoto and Yukitoshi Matsushita
    • Journal Title

      Journal of Multivariate Analysis (印刷中)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations2009

    • Author(s)
      Kunitomo, Naotoand Yukitoshi Matsushita
    • Journal Title

      (CIRJE-F-611) , Journal of Multivariate Analysis (印刷中)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Improving the LIML Estimation with Many Instruments and PersistentHeteroscedasticity2008

    • Author(s)
      Kunitomo, Naoto
    • Journal Title

      Center for International Research on the Japanese Economy (東京大学 Discussion Paper Series) F-576

      Pages: 1-25

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Improving the Rank-Adjusted Anderson-Rubin Test with Many Instrumentsand Persistent Heteroscedasticity2008

    • Author(s)
      Kunitomo, Naotoand Yukitoshi Matsushita
    • Journal Title

      Center for International Research on the Japanese Economy (東京大学 Discussion Paper Series) CIRJE-F-588

      Pages: 1-26

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments2008

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      CIRJE Discussion Paper F-542

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      Japanese Economic Review 58・1

      Pages: 71-106

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16203014
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      Japanese Economic Review 88・1

      Pages: 71-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-16203014
  • [Journal Article] The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2007

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      CIRJE Discussion Paper F-503

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto, Kunitomo, Y-J. Kim
    • Journal Title

      Japanese Economic Review 88-1

      Pages: 71-106

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo, Y-J. Kim
    • Journal Title

      Japanese Economic Review Vol.88・No.1

      Pages: 71-106

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo with Y.Kim
    • Journal Title

      Japanese Economic Review 88

      Pages: 71-106

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] 「季節調整法」2007

    • Author(s)
      国友 直人
    • Journal Title

      「計量経済学ハンドブック14章(収録)」(図書)朝倉書店

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] On Likelihood Ratio Tests of Structural Coefficients:Anderson-Rubin(1949)revisited2007

    • Author(s)
      Naoto Kunitomo
    • Journal Title

      CIRJE Discussion Paper F-499

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Effects of Stochastic Interest Rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo and Y.-J. Kim (共著)
    • Journal Title

      The Japanese Economic Review Vol.58,no.1

      Pages: 71-106

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo and Y-J. Kim
    • Journal Title

      Japanese Economic Review 88-1

      Pages: 71-106

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto, Kunitomo
    • Journal Title

      Japanese Economic Review 58-1

      Pages: 71-106

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-16203014
  • [Journal Article] Effects of Stochastic Interest rates and Volatility on Contingent Claims2007

    • Author(s)
      Naoto Kunitomo and Y-J. Kim
    • Journal Title

      Japanese Economic Review 88(1)

      Pages: 71-106

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 季節調整法2007

    • Author(s)
      国友直人
    • Journal Title

      『計量経済学ハンドブック』蓑谷千凰彦他(編)朝倉書店

      Pages: 452-466

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-16203014
  • [Journal Article] 変額年金保険の統計的リスク管理法 : 局面転換モデルの利用2006

    • Author(s)
      秋山豪太, 国友直人
    • Journal Title

      リスクと保険(日本アクチュアリー会) 2号

      Pages: 21-40

    • NAID

      40015325562

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Risk Management Methods of Equity-Linked Insuerance and Practical Problems(in Japanese)2006

    • Author(s)
      Naoto, Kunitomo, Gota, Akiyama
    • Journal Title

      Japanese Journal of Risk and Insurance 2-1

      Pages: 21-40

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 変額年金保険の統計的リスク管理法:局面転換モデルの利用リスクと保険2006

    • Author(s)
      国友直人&秋山豪太
    • Journal Title

      リスクと保険(日本アクチュアリー会), 2006年度 2(1)

      Pages: 21-40

    • NAID

      40007258161

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 変額年金保険の統計的リスク管理法:局面転換モデルの利用リスクと保険2006

    • Author(s)
      秋山豪太・国友直人(共著)
    • Journal Title

      日本アクチュアリー会

      Pages: 1-40

    • NAID

      40007258161

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models2005

    • Author(s)
      Anderson, T.W., Kunitomo, N., Matsushita, Y.
    • Journal Title

      CIRJE-F-321 (Graduate School of University of Tokyo)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Effects of Stochastic Interest Rates and Volatility on Contingent Claims2005

    • Author(s)
      Kunitomo, N., Y.Kim
    • Journal Title

      in Japanese Economics Review (Forthcoming)

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Effects of Stochastic Interest Rates and Volatility on Contingent Claims2005

    • Author(s)
      Kunitomo, N, Y.Kim
    • Journal Title

      Forthcoming in Japanese Economics Review

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 経済季節性と季節転換時系列モデル2005

    • Author(s)
      国友直人, 高岡慎
    • Journal Title

      日本統計学会誌 35・1

      Pages: 1-26

    • NAID

      110003502723

    • Data Source
      KAKENHI-PROJECT-16203014
  • [Journal Article]2005

    • Author(s)
      Anderson, T.W., Kunitomo, N., Matsushita, Y.
    • Journal Title

      Discussion Paper, Faculty of Economics, University of Tokyo CIRJE-F-321

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] A New Light from Old Wisdoms :Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models2005

    • Author(s)
      Anderson, T.W., Kunitomo, N., Matsushita, Y.
    • Journal Title

      Discussion Paper, Faculty of Economics, University of Tokyo CIRJE-F-321

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Takikann risuku kanmihou to henngaku nennkinnhokenn2004

    • Author(s)
      Kunitomo Naoto, Ichiba Tomoyuki
    • Journal Title

      CIRJE-J-113 (Graduate School of University of Tokyo)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 多期間リスク管理法と変額年金保険2004

    • Author(s)
      国友直人, 一場知之
    • Journal Title

      Discussion Paper, Graduate School of Economics, University of Tokyo CIRJE-J-113

      Pages: 1-24

    • NAID

      110004717822

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus2004

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      Stochastic Processes and Applications to Mathematical Financel(S.Watanebe edited)(World Scientific)

      Pages: 195-232

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] kaiseki X-12-ARIMA(2002)2004

    • Author(s)
      Kunitomo Naoto
    • Journal Title

      CIRJE Research Report No.1 (Graduate School of University of Tokyo)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Empirical Likelihood Estimation of Levy Processes2004

    • Author(s)
      Kunitomo, N, Owada, T.
    • Journal Title

      CIRJE-F 272 (Graduate School of University of Tokyo)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Empirical Likelihood Estimation of Levy Processes2004

    • Author(s)
      Kunitomo.N., Owada, T.
    • Journal Title

      Discussion Paper, Graduate School of Economics, University of Tokyo CIRJE-F-272

      Pages: 1-30

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus2004

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      Stochastic Processes and Applications to Mathematical Finance, World Scientific (S.Watanebe edited)

      Pages: 195-232

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 多期間リスク管理法と変額年金保険2004

    • Author(s)
      国友直人, 一場知之
    • Journal Title

      Discussion Paper, Graduate School of Economics, University of Tokyo CIRJE-F-113

      Pages: 1-24

    • NAID

      110004717822

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Empirical Likelihood Estimation of Levy Processes2004

    • Author(s)
      Kunitomo, N., Owada, T.
    • Journal Title

      Discussion Paper, Graduate School of Economics, University of Tokyo. CIRJE-F-272

      Pages: 1-30

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 解説X-12-ARIMA(2002)2004

    • Author(s)
      国友直人
    • Journal Title

      CIRJE Research Report No.1, Graduate School of Economics, University of Tokyo

      Pages: 1-175

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] 解説X-12-ARIMA(2002)2004

    • Author(s)
      国友直人
    • Journal Title

      CIRJE Research Report No.1,Graduate School of Economics, University of Tokyo

      Pages: 1-175

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claims Analysis2003

    • Author(s)
      Kunitomo, N., A.Takahashi
    • Journal Title

      Forthcoming in Annals of Applied Probability

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System2003

    • Author(s)
      Kunitomo, N., Matsushita, Y.
    • Journal Title

      Discussion Paper, Center of International Research on the Japanese Economy, University of Tokyo CIRJE-F-237

      Pages: 1-42

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] On Finite Sample Distributions of the Empirical likelihood Estimator and the GMM Estimator2003

    • Author(s)
      Kunitomo, N., Y.Matsushita
    • Journal Title

      CIRJE-F-200,Faculty of Economics,University of Tokyo

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis2003

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      The Annals of Applied Probability Vol.13, No.3

      Pages: 914-952

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] On Finite Sample Distributions of the Empirical likelihood Estimator and the GMM Estimator2003

    • Author(s)
      Kunitomo, N., Y.Matsushita
    • Journal Title

      Faculty of Economics, University of Tokyo CIRJE-F-200

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] On validity of the Asymptotic Expansion Approach in Contingent Claim Analysis2003

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      The Annals of Applied Probability 13-3

      Pages: 914-952

    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System2003

    • Author(s)
      Kunitomo, N., Matsushita, Y.
    • Journal Title

      CIRJE-F-237 (Center of International Research on the Japanese Economy) (University of Tokyo)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis2003

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      The Annals of Applied Probability 13-3

      Pages: 914-952

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claims Analysis2003

    • Author(s)
      Kunitomo, N., A.Takahashi
    • Journal Title

      Annals of Applied Probability (Forthcoming)

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Improving Small Sample Properties of the Empirical Likelifood Estimation2002

    • Author(s)
      Kunitomo, N.
    • Journal Title

      Faculty of Economics, University of Tokyo CIRJE-F-184

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Estimation of Asymmetrical volatility for Asset Prices : The Simultaneous Switching ARIMA Approach2002

    • Author(s)
      Kunitomo, N., S.Sato
    • Journal Title

      Journal of Japan Statistical Society 32-2

      Pages: 119-140

    • NAID

      110003144443

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Estimation of Asymmetrical Volatility for Asset Prices : The Simultaneous Switching ARIMA Approach2002

    • Author(s)
      Kunitomo, N., S.Sato
    • Journal Title

      Journal of Japan Statistical Society 32-2

      Pages: 119-140

    • NAID

      110003144443

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Improving Small Sample Properties of the Empirical Likelifood Estimation2002

    • Author(s)
      Kunitomo, N.
    • Journal Title

      CIRJE-F-184,Faculty of Economics,University of Tokyo

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus

    • Author(s)
      Kunitomo, N., Takahashi, A.
    • Journal Title

      Stochastic processes and Applications to Mathematical Finance (S.Watanabe)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15530138
  • [Presentation] 消費者物価指数とスキャナー・データの利用問題2024

    • Author(s)
      国友直人
    • Organizer
      科研プロジェクト「非定常季節経済時系列の理論と応用」
    • Invited
    • Data Source
      KAKENHI-PROJECT-22K01428
  • [Presentation] Frequency Regression and Smoothing for Noisy Nonstationary Multivariate Time Series2023

    • Author(s)
      Naoto Kunitomo
    • Organizer
      動学的パネルデータモデルによる多国間経済及びファイナンス波及分析
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-22K01428
  • [Presentation] ノイズを含む非定常時系列における 周波数回帰の理論と応用2021

    • Author(s)
      国友直人
    • Organizer
      統計関連学会連合
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Presentation] ノイズを含む多次元非定常時系列における新しいフィ ルタリング法と応用2020

    • Author(s)
      国友直人
    • Organizer
      統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Presentation] A Robust-filtering Method for Noisy Non-Stationary Multivariate Time Series with an Application to Japanese Macro-consumption2019

    • Author(s)
      国友直人
    • Organizer
      2019年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Presentation] 経済時系列分析の新展開:多次元・トレンド・季節性へのSIMLアプローチ2019

    • Author(s)
      国友 直人
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] Detecting Numbers Factors in Non-Stationary Errors-in-Variables Models2018

    • Author(s)
      国友直人
    • Organizer
      科学研究プロジェクト「新しい時系列計量分析の理論と応用」
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Presentation] Local SIML Estimation of Some Brownian Functionals2018

    • Author(s)
      佐藤整尚・国友直人
    • Organizer
      科学研究プロジェクト「新しい時系列計量分析の理論と応用」
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-17H02513
  • [Presentation] 多変量季節調整法の開発2018

    • Author(s)
      北川源四郎,国友直人,田野倉葉子,佐藤整尚,長尾大道
    • Organizer
      2018年度統計関連学会連合大会
    • Data Source
      KAKENHI-PROJECT-18H03210
  • [Presentation] マクロ消費の状態推定問題2017

    • Author(s)
      国友直人
    • Organizer
      科研プロジェクト「新しい時系列計量分析の理論と応用」・明治大学先端数理科学インスティテュート(MIMS) 研究集会
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] 「Simultaneous multivariate point process models with an application to causality2016

    • Author(s)
      国友直人・栗栖大輔・天野裕介・粟屋直
    • Organizer
      科学研究プロジェクト「経済リスクの統計学の新展開:希な事象と再帰的事象」
    • Place of Presentation
      東京大学
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Presentation] Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models2015

    • Author(s)
      Kunitomo, N.
    • Organizer
      International Symposium on Recent Developments in Econometric Theory with Applications in Honor of Professor Takeshi Amemiya
    • Place of Presentation
      Xiamen University, Xiamen (China)
    • Year and Date
      2015-06-21
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models2015

    • Author(s)
      国友直人
    • Organizer
      International Symposium on Recent Developments in Econometric Theory with Applications in Honor of Professor Takeshi Amemiya
    • Place of Presentation
      Xiamen University, 中国福建省
    • Year and Date
      2015-06-21
    • Invited / Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Presentation] The SIML Estimation of Integrated Covariance and Hedging Coefficients under Micro-market noise and Random Sampling2014

    • Author(s)
      N. Kunitomo and H. Misaki
    • Organizer
      COMPSTAT 2014 (21th International Conference on Computational Statistics
    • Place of Presentation
      Geneve, Switzerland
    • Year and Date
      2014-12-21
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26240003
  • [Presentation] 非定常経済時系列と変数誤差問題2014

    • Author(s)
      国友直人,佐藤整尚
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学本郷キャンパス
    • Year and Date
      2014-09-14
    • Data Source
      KAKENHI-PROJECT-26240003
  • [Presentation] The SIML Estimation of Integrated Covariance and Hedging Coefficients under Micro-market noise and Random Sampling2014

    • Author(s)
      N. Kunitomo and H. Misaki
    • Organizer
      CFE-ERCIM (8th-Computational and Financial Econometrics, 7th-International Conference on Computational and Methodological Statistics)
    • Place of Presentation
      University of Pisa, Pisa (Italy)
    • Year and Date
      2014-12-06
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Presentation] The SIML Estimation of Integrated Covariance and Hedging Coefficients under Micro-market noise and Random Sampling2014

    • Author(s)
      N. kunitomo and H. Misaki
    • Organizer
      CFE-ERCIM, 2014.12. 6 University of Pisa, Pisa, Italy
    • Place of Presentation
      Pisa, Italy
    • Year and Date
      2014-12-06
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-26240003
  • [Presentation] 非定常経済時系列と変数誤差問題2014

    • Author(s)
      国友直人・佐藤整尚
    • Organizer
      2014年度統計関連学会連合大会
    • Place of Presentation
      東京大学(東京都文京区)
    • Year and Date
      2014-09-14
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] The SIML Estimation of Integrated Covariance and Hedging Coefficients under Micro-market noise and Random Sampling2014

    • Author(s)
      N. Kunitomo and H. Misaki
    • Organizer
      COMPSTAT 2014 (21th International Conference on Computational Statistics)
    • Place of Presentation
      The International Conference Centre Geneva, Geneve (Switherland)
    • Year and Date
      2014-08-21
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] The SIML estimation of integrated covariance and hedging coefficient under micro-market noise and random sampling2013

    • Author(s)
      Kunitomo Naoto
    • Organizer
      2013 Asian Meeting of the Econometric Society
    • Place of Presentation
      National University of Singapore (Singapore)
    • Data Source
      KAKENHI-PROJECT-25245033
  • [Presentation] A Robust Estimation of Integrated Volatility, Covariance and Hedging Coefficients under Non-linear Adjustments, Micro-market Noises and Random Sampling2012

    • Author(s)
      国友直人, 佐藤整尚, 三崎広海
    • Organizer
      統計関連学会連合大会(一般講演)
    • Place of Presentation
      北海道大学(札幌市)
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] 2項モデルの予測による金融リスク最小化景気判断と平滑化問題:GDP公表値を巡って2011

    • Author(s)
      佐藤整尚、国友直人
    • Organizer
      応用経済時系列研究会・研究報告会
    • Place of Presentation
      東京都
    • Year and Date
      2011-06-25
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] 景気判断と平滑化問題:GDP公表値を巡って2010

    • Author(s)
      佐藤整尚、国友直人
    • Organizer
      日本統計学会
    • Place of Presentation
      早稲田大学 東京
    • Year and Date
      2010-09-07
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise2010

    • Author(s)
      Naoto Kunitomo, Seisho Sato
    • Organizer
      COMPSTAT 2010 ( 19th International Conference on Computational Statistics )
    • Place of Presentation
      パリ(フランス)
    • Year and Date
      2010-08-24
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Presentation] 景気判断と平滑化問題: GDP公表値を巡って2010

    • Author(s)
      佐藤整尚、国友直人
    • Organizer
      2010統計関連学会連合大会
    • Place of Presentation
      早稲田大学
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise2010

    • Author(s)
      国友直人、佐藤整尚
    • Organizer
      日本統計学会
    • Place of Presentation
      早稲田大学 東京
    • Year and Date
      2010-09-07
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise2010

    • Author(s)
      Naoto Kunitomo and Seisho Sato
    • Organizer
      COMPSTAT 2010(19th International Conference on Computational Statistics)
    • Place of Presentation
      パリ(フランス)
    • Year and Date
      2010-08-24
    • Data Source
      KAKENHI-PROJECT-21243019
  • [Presentation] The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations2007

    • Author(s)
      Naoto Kunitomo
    • Organizer
      Econometric Society European Meeting
    • Place of Presentation
      Budapest, Hungary
    • Year and Date
      2007-08-30
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Presentation] The Empirical Likelihood Estimation of Levy Processes2006

    • Author(s)
      Naoto Kunitomo
    • Organizer
      Econometric Society European Meeting
    • Place of Presentation
      Vienna, Austria
    • Year and Date
      2006-08-28
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • 1.  YAMAMOTO Taku (50104716)
    # of Collaborated Projects: 10 results
    # of Collaborated Products: 9 results
  • 2.  SATO Seishou (60280525)
    # of Collaborated Projects: 8 results
    # of Collaborated Products: 15 results
  • 3.  YAJIMA Yoshihiro (70134814)
    # of Collaborated Projects: 8 results
    # of Collaborated Products: 0 results
  • 4.  OMORI Yasuhiro (60251188)
    # of Collaborated Projects: 6 results
    # of Collaborated Products: 1 results
  • 5.  OHYA Kousuke (20233281)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 6.  KUBOKAWA Tatsuya (20195499)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 4 results
  • 7.  WAGO Hajime (00091934)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 8.  MORIMUNE Kimio (20109078)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 9.  KAWASAKI Yoshinori (70249910)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 8 results
  • 10.  TSUKUDA Yoshihiko (10091836)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 11.  竹内 啓 (20012114)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 12.  TSUKAHARA Hideatsu (10282550)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 13.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 14.  TAKAOKA Makoto (60376663)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 15.  UNAYAMA Suguru (20348840)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 16.  SHIBA Tsunemasa (90187386)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 17.  TAKAHASHI Hajime (70154838)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 18.  Kitagawa Genshiro (20000218)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 1 results
  • 19.  KAMAKURA Toshinari (40150031)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 20.  TSUCHIYA Takahiro (00270413)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 21.  HOSHINO Nobuaki (00313627)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 22.  CHIGIRA Hiroaki (30447122)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 23.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 24.  HIROTSU Chihiro (60016730)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 25.  ISHIKAWA Tsuneo (90107483)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 26.  KANOH Satoru (50114971)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 27.  西尾 敦 (00143686)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 28.  金子 隆一 (30415814)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 29.  ICHIMURA Hidehiko (50401196)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  SAWADA Yasuyuki (40322078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 31.  OHASHI Hiroshi (00361577)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  OHTA Wataru (20293681)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  HAYASHI Takaki (80420826)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  NAKAGAWA Hidetoshi (30361760)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  SUGIYAMA Takakazu (70090371)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 36.  FUJIKOSHI Yasunori (40033849)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 37.  KANO Yutaka (20201436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 38.  MURAKAMI Hidetoshi (60453677)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 39.  TUKADA Shinnichi (10319022)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 40.  TAKEDA Yuichi (90349241)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 41.  SAKAORI Fumitake (90386475)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 42.  YANAI Haruo (60010055)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 43.  YOSHIMURA Isao (30010797)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 44.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 45.  ISHII Kanji (20012122)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 46.  YOSHIKAWA Hiroshi (30158414)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 47.  OKUNO-FUJIWARA Masahiro (40114988)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 48.  IWAMI Toru (30105845)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 49.  IWAI Katsuhito (00143355)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 50.  GENDA Yuji (90245366)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 51.  ASAKO Kazumi (60134194)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 52.  FUKAO Mitsuhiro (30296743)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 53.  FUKUDA Shinichi (00221531)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 54.  KAMIYA Tazuya (50201439)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 55.  NAWATA Kazumitsu (00218067)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 56.  KOBAYASHI Masahito (60170354)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 57.  KURATA Hiroshi (50284237)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 58.  INABA Yoshiyuki (80312437)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 59.  KATSUURA Masaki (70224467)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 60.  SAI Shido (30186910)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 61.  HONDA Yuzo (80137249)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 62.  KUROZUMI Eiji (00332643)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 63.  KAWAGUCHI Daiji (80346139)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 64.  KITAMURA Yukinobu (70313442)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 65.  HAYASHI Fumio (80159095)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 66.  岸野 洋久 (00141987)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 67.  椿 広計 (30155436)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 68.  稲垣 敏之 (60134219)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 69.  金藤 浩司 (40233902)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 70.  山本 和夫 (60143393)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 71.  田中 周二 (30451305)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 72.  清水 泰隆 (70423085)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 73.  沖本 竜義 (70420304)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 74.  鈴木 雪夫 (40012108)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 75.  松原 望 (20000185)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 76.  早川 毅 (00000183)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 77.  赤池 弘次 (70000180)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 78.  三輪 芳朗 (90109158)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 79.  森 建資 (00116683)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 80.  西村 清彦 (70164580)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 81.  片平 秀貴 (10107112)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 82.  岡崎 哲二 (90183029)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 83.  梅沢 豊 (50012125)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 84.  伊藤 元重 (10128564)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 85.  馬場 康維 (90000215)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 86.  美添 泰人 (80062868)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 87.  西郷 浩 (00205626)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 88.  渡邉 則生 (10182940)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 89.  栗原 考次 (20170087)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 90.  西井 龍映 (40127684)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 91.  宿久 洋 (50244223)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 92.  尾形 良彦 (70000213)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 93.  山田 正 (80111665)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 94.  川崎 茂 (40631304)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 95.  早川 和彦 (00508161)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 96.  栗栖 大輔 (70825835)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 5 results
  • 97.  中野 純司 (60136281)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 98.  田野倉 葉子 (60425832)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 1 results
  • 99.  姜 興起 (70254662)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 100.  長尾 大道 (80435833)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 101.  KUSUOKA Sigeo
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 102.  ICHIBA Tomoyuki
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 103.  MIWA Tetsuhisa
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 104.  HAYASHI Masayoshi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 105.  FLAVIO Caspr
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 106.  BRUNO Miconi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 107.  UGO Pagano
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 108.  LIONELLO Pun
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 109.  ALESSANDRO V
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 110.  SECOND Tardi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 111.  MASSIM DiMat
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 112.  MAURIZIO Fra
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 113.  LUIGI Luini
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 114.  FRANCESCA Be
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 115.  ALESSANDRO I
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 116.  FRANCECO Far
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 117.  MICONI Bruno
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 118.  TARDITI Sebo
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 119.  PUNZO Lionel
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 120.  CASPRINI Fla
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 121.  VWRCELLI Ale
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 122.  PAGANO Ugo
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 123.  MATTEO Massi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 124.  FARINA Franc
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 125.  FRANCESCO Ma
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 126.  SERENA Sordi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 127.  LUINI Luigi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 128.  CAMINATI Mau
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 129.  BETTIO Franc
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 130.  STIRATI Anto
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 131.  FRANZINI Mau
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

URL: 

Are you sure that you want to link your ORCID iD to your KAKEN Researcher profile?
* This action can be performed only by the researcher himself/herself who is listed on the KAKEN Researcher’s page. Are you sure that this KAKEN Researcher’s page is your page?

この研究者とORCID iDの連携を行いますか?
※ この処理は、研究者本人だけが実行できます。

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi