KOZUMI HIDEO 古澄英男

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KOZUMI Hideo 古澄英男

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Researcher Number	10261273
Other IDs
External Links
Affiliation (Current)	2025: 関西学院大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2015 – 2024: 関西学院大学, 経済学部, 教授 2005 – 2014: 神戸大学, 経営学研究科, 教授 2006 – 2007: 神戸大学, 大学院・経営学研究科, 教授 2006: Kobe University, Grad. Sch. of Business Administration, Professor, 大学院経営学研究科, 教授 2006: 神戸大学, 経営学研究科, 助教授 … More 2005 – 2006: 神戸大学, 大学院経営学研究科, 助教授 2004 – 2005: 神戸大学, 大学院・経営学研究科, 助教授 2003: 北海道大学, 大学院・経済学研究科, 助教授 2002: 北海道大学, 大学院・法学研究科, 助教授 2000 – 2001: Hokkaido Univ. Grad.School of Econ., Assoc.Prof., 大学院・経済学研究科, 助教授 1999: 北海道大学, 経済学部, 助教授 Less
Review Section/Research Field	Principal Investigator Economic statistics / Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Accounting / Economic statistics / Medium-sized Section 7:Economics, business administration, and related fields / Social systems engineering/Safety system / Statistical science / 経済政策(含経済事情)
Keywords	Principal Investigator マルコフ連鎖モンテカルロ法 / ベイズ統計 / ベイズ推定 / 計量経済学 / ベイズ統計学 / モード回帰 / モード回帰モデル / 統計数学 / 経済統計学 / 高次元データ … More / EMアルゴリズム / パネルデータ / スプライン / 分位点回帰モデル / 時空間計量モデル / 空間計量モデル / プロビットモデル / ヘイズ推定 / ACDモデル / ハザード関数 / スプライン基底 / 標本選別 / カウントデータ … More Except Principal Investigator マルコフ連鎖モンテカルロ法 / ベイズ推定 / 時空間モデル / 高頻度データ / Realized Volatility / 確率的ボラティリティ変動モデル / ベイズ統計学 / 企業価値評価 / ベイズモデル / 時空間モデリング / ローレンツ曲線 / グループ・データ / グループデータ / ジニ係数 / 所得分配 / 不平等 / 所得分布 / Ultra high frequency data / Realized Volatjlity / Endogenous switching model / Sample selection model / Latent variable / Stochastic volatility / Bayesian Statistics / Markov chain Monte Carlo / カウントデータ / ボラティリティ変動モデル / マルコフ切替モデル / 確率的フロンティアモデル / サンプル・セレクションモデル / 確率的ボラティリティ / 内生的スイッチングモデル / サンプルセレクションモデル / 潜在変数 / Interview Survey / Securities Analyst / Finance Scheme / Real Option / Financial Commodity Code / Intangible Information / Growth opportunity / Research and Development / 研究開発 / 資金調達 / 金融機関 / 知的資本 / 知的資産 / 実証分析 / ポアソン回帰モデル / 自主ガイドライン / 資産運用 / アンケート調査 / 証券アナリスト / 資金調達スキーム / リアル・オプション / 金融商品取引法 / 知的資産情報 / 成長機会 / 研究開発投資 / Long Memory / Market with Memory / Portfolio / Path-dependent Options / Stochastic Models / Stock Price Processes / Mathematical Finance / Financial Engineering / 幾何Levy過程 / 時系列モデル / 構造的アプローチ / 長時間記憶 / 市場の記憶 / ポートフォリオ / 経路依存型オプション / 確率モデル / 証券価格過程 / 数理ファイナンス / 金融工学 / state space model / panel data analysis / model selection / Markov chain Monte Carlo Method / hierarchical model / Bayes estimation / spatio-temporal model / latent variable model / 隠れマルコフモデル / 多変量GARCHモデル / ダイナック・ファクター・モデル / マーケッティング・モデル / 状態空間モデル / パネルデータ分析 / モデル選択 / マルコフ連鎖モンテカルロ / 階層モデル / 潜在変数モデル / Japan / psychology of consumer / panel survey / household / consumption / Poland / 心理的要因 / 貯蓄 / バブル / 日本 / 消費心理 / パネルサーベイ / 家計 / 消費 / ポーランド / 新興国投資 / コスト効率性 / グローバル投資 / 国際財務報告基準 / システム設計 / 金融規制 / リスク情報 / 財務・非財務情報 / 極値 / 分位点回帰 / DSGEモデル / 計量経済学 / ペイズ統計学 / 信用リスク / Stochastic Volatility / 金融リスク / ベイズ分析 / ボラティリティ / モンテカルロ法 / マルコフ連鎖 / ニュースインパクト曲線 / 近似ベイズ計算 / 水道需要関数 / 計量ファイナンス / 分位点回帰モデル / 実現ボラティリティ / 長期パフォーマンス / 公募増資 / 自社株買い / 資本政策 / イベント・スタディ / ストック・オプション / 新株予約権 / M&A / 合併・買収 / 自社株 / ディスクロージャー / 財務会計 Less

Bayesian spatio-temporal modeling of income inequality
- Principal Investigator
  
  各務和彦
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Nagoya City University
Econometric Analysis of Modal Regression Models and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  KOZUMI Hideo
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Kwansei Gakuin University
Bayesian econometric analysis of high-dimensional dataPrincipal Investigator
- Principal Investigator
  
  KOZUMI Hideo
- Project Period (FY)
  2013 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kwansei Gakuin University
  Kobe University
A Comprehensive Research on the Design of Optimum Disclosure System against the Background of the Global Risk Exposure
- Principal Investigator
  
  YOSANO TADANORI
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Accounting
- Research Institution
  Kobe University
Econometric Analysis of Quantile RegressionModels andTheir ApplicationsPrincipal Investigator
- Principal Investigator
  
  KOZUMI Hideo
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Bayesian econometric analysis of financial risk and economic behavior
- Principal Investigator
  
  OMORI YASUHIRO
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Comprehensive Research on the Firm' Financial and Disclosure Policies regarding Mergers and Acquisitions, Employee Stock Option, and Share Buyback Plan.
- Principal Investigator
  
  TADANORI Yosano
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Accounting
- Research Institution
  Kobe University
Econometric Modeling of Spatio-Temporal Data and Its ApplicationsPrincipal Investigator
- Principal Investigator
  
  KOZUMI Hideo
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Bayesian econometric analysis of semiparametirc model
- Principal Investigator
  
  OMORI Yasuhiro
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
クレジット・スコアリングのための計量分析に関する研究Principal Investigator
- Principal Investigator
  
  古澄英男
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
Theoretical and Empirical Research on Valuation of Intellectual Property
- Principal Investigator
  
  SAKAKIBARA Shigeki
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Accounting
- Research Institution
  Kwansei Gakuin University
  Kobe University
Studies on Modeling of Stock Processes and Its Applications
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Statistical Analysis of Structure using Latent Variable Model
- Principal Investigator
  
  WAGO Hajime
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Statistical science
- Research Institution
  Nagoya University
取引ごとに観測される金融データの計量分析に関する研究Principal Investigator
- Principal Investigator
  
  古澄英男
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
  Hokkaido University
標本選別があるカウントデータの計量経済学的分析Principal Investigator
- Principal Investigator
  
  古澄英男
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hokkaido University
Comparative Study on Consumption Pattern in Poland and Japan
- Principal Investigator
  
  YOSHINO Etsuo
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  HOKKAIDO UNIVERSITY

All 2017 2015 2014 2012 2011 2010 2009 2008 2007 2006 2005 2004 Other

All Journal Article Presentation Book

[Book] ベイズ計算統計学2015
- Author(s)
  古澄英男
- Total Pages
  208
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-25245035
[Journal Article] ラプラス確率的フロンティアモデルのベイズ推定2017
- Author(s)
  古澄英男
- Journal Title
  
  経済学論究
  
  Volume: 71 Pages: 197-216
- Data Source
  KAKENHI-PROJECT-25245035
[Journal Article] Generalized multiple-point Metropolis algorithms for approximate Bayesian computation2014
- Author(s)
  G. Kobayashi and H. Kozumi
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: (印刷中) Issue: 4 Pages: 675-692
- DOI
  10.1080/00949655.2013.836652
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-13J06738, KAKENHI-PROJECT-21243018
[Journal Article] An Integrated purchase model using Gaussian copula2014
- Author(s)
  Kobayashi, G., K. Kakamu, E. Sato and H. Kozumi
- Journal Title
  
  Behaviormetrika
  
  Volume: 41 Pages: 147-167
- NAID
  130004699265
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25245035
[Journal Article] 分位点回帰モデルのセミパラメトリックベイズ分析2012
- Author(s)
  張若茜・古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 206-2 Pages: 33-45
- NAID
  110009444064
- Data Source
  KAKENHI-PROJECT-21243018
[Journal Article] 分位点回帰モデルのセミパラメトリックベイズ分析2012
- Author(s)
  張若茜、古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 206 Pages: 33-45
- NAID
  110009444064
- Data Source
  KAKENHI-PROJECT-22330069
[Journal Article] Bayesian analysis of quantile regression for censored dynamic panel data2012
- Author(s)
  小林弦矢, 古澄英男
- Journal Title
  
  Computational Statistics
  
  Volume: (掲載確定) Issue: 2 Pages: 359-380
- DOI
  10.1007/s00180-011-0263-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-10J03304, KAKENHI-PROJECT-21243018, KAKENHI-PROJECT-22330069
[Journal Article] 分位点回帰モデルのセミパラメトリックベイズ分析2012
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 206 Pages: 33-45
- NAID
  110009444064
- Data Source
  KAKENHI-PROJECT-23243060
[Journal Article] 分位点回帰モデルのセミパラメトリックベイズ分析2012
- Author(s)
  張若茜・古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 第206巻 Pages: 33-45
- NAID
  110009444064
- Data Source
  KAKENHI-PROJECT-22330069
[Journal Article] Gibbs Sampling Methods for Bayesian Quantile Regression2011
- Author(s)
  Kozumi, Hideo, Kobayashi, Genya
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330095
[Journal Article] Gibbs sampling methods for Bayesian quantile regressio2011
- Author(s)
  Kozumi, H.and Kobayashi, G.
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: 81 Issue: 11 Pages: 1565-1578
- DOI
  10.1080/00949655.2010.496117
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330069, KAKENHI-PROJECT-23243060
[Journal Article] Gibbs Sampling Methods for Bayesian Quantile Regression2011
- Author(s)
  Kozumi, H., Kobayashi, G.
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: (印刷中掲載確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22330069
[Journal Article] Gibbs sampling methods for Bayesian quantile regression2011
- Author(s)
  Hideo Kozumi and Genya Kobayashi
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: Vol.81. No.11 Pages: 1565-1578
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21243018
[Journal Article] Analyst' Perception of Intellectual Capital Information2010
- Author(s)
  Sakakibara, Shigeki, Bo Hanason, Yosano, Tadanori, Kozumi, Hideo
- Journal Title
  
  Australian Accounting Review
  
  Volume: Vol.20 Pages: 274-285
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330095
[Journal Article] EM アルゴリズムによる分位点回帰モデルの推定2010
- Author(s)
  小林弦矢・古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 第202巻 Pages: 21-30
- NAID
  110007645438
- Data Source
  KAKENHI-PROJECT-22330069
[Journal Article] EMアルゴリズムによる分位点回帰モデルの推定2010
- Author(s)
  小林弦矢、古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 202 Pages: 21-30
- NAID
  110007645438
- Data Source
  KAKENHI-PROJECT-22330069
[Journal Article] EMアルゴリズムによる分位点回帰モデルの推定2010
- Author(s)
  小林弦矢, 古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 202-2 Pages: 21-30
- NAID
  110007645438
- Data Source
  KAKENHI-PROJECT-21243018
[Journal Article] EMアルゴリズムによる分位点回帰モデルの推定2010
- Author(s)
  小林弦矢、古澄英男
- Journal Title
  
  国民経済雑誌
  
  Volume: 202 Pages: 21-30
- NAID
  110007645438
- Data Source
  KAKENHI-PROJECT-20330095
[Journal Article] Does yardstick regulation really work? Empirical evidence from Japan's rail industry2009
- Author(s)
  Mizutani, F., Kozumi, H., Matsushima, N.
- Journal Title
  
  Journal of Regulatory Economics 36巻3号
  
  Pages: 308-323
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530183
[Journal Article] Does Yardstick Regulation Really Work? Empirical Evidence from Japan's Railway Industry2009
- Author(s)
  Mizutani, F., Kozumi, H., Matsushima, N.
- Journal Title
  
  Journal of Regulatory Economics 36
  
  Pages: 308-323
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530183
[Journal Article] Does yardstick regulation really work? Empirical evidence from Japan's rail industry2009
- Author(s)
  Mizutani, F., Kozumi, H., Matsushima, N.
- Journal Title
  
  Journal of Regulatory Economics 36
  
  Pages: 308-323
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21243018
[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
- Data Source
  KAKENHI-PROJECT-19530183
[Journal Article] Bayesian Analysis of Semiparametric Structural Equation models2008
- Author(s)
  Kozumi, H.
- Journal Title
  
  Proceedings of IASC2008 165
- Data Source
  KAKENHI-PROJECT-19530183
[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
- Data Source
  KAKENHI-PROJECT-19530183
[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
- Data Source
  KAKENHI-PROJECT-19530183
[Journal Article] 継続時間の計量分析2007
- Author(s)
  古澄英男
- Journal Title
  
  蓑谷・縄田・和合編『計量経済学ハンドブック』朝倉書店
  
  Pages: 837-873
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] 継続時間の計量分析2007
- Author(s)
  古澄英男
- Journal Title
  
  蓑谷・縄田・和合編『計量経済学ハンドブック』朝倉書店
  
  Pages: 837-873
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] econometric analysis of duration (in Japanese)2007
- Author(s)
  Kozumi, H.
- Journal Title
  
  Handbook of Econometrics
  
  Pages: 837-873
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] カウントデータに対する内生的スイッチングモデルのベイズ推定について2006
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌 94・5
  
  Pages: 69-77
- NAID
  110004836210
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] On Bayesian estimation of endogenous switching model for count data (in Japanese)2006
- Author(s)
  Kozumi, H.
- Journal Title
  
  Kokumin Keizai Zasshi 94-5
  
  Pages: 69-77
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Value Relevance of R&D Capitalization and Amortization Information2006
- Author(s)
  Sakakibara, S., Yosano, T., Jung, E., Kozumi, H.
- Journal Title
  
  Security Analysts Journal 44 (in Japanese)
  
  Pages: 48-58
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] カウントデータに対する内生的スイッチングモデルのベイズ推定について2006
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌第94巻第5号
  
  Pages: 69-77
- NAID
  110004836210
- Data Source
  KAKENHI-PROJECT-17330103
[Journal Article] 企業の研究開発投資と株価形成2006
- Author(s)
  榊原茂樹, 與三野禎倫, 鄭義哲, 古澄英男
- Journal Title
  
  証券アナリストジャーナル 44-7
  
  Pages: 48-58
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] カウントデータに対する内生的スイッチングモデルのベイズ推定について2006
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌第94巻・第5号
  
  Pages: 69-77
- NAID
  110004836210
- Data Source
  KAKENHI-PROJECT-17730146
[Journal Article] カウントデータに対する内生的スイッチングモデルのベイズ推定について2006
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌第94巻第5号
  
  Pages: 69-77
- NAID
  110004836210
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330103
[Journal Article] 企業の研究開発投資と株価形成2006
- Author(s)
  榊原茂樹, 與三野禎倫, 鄭義哲, 古澄英男
- Journal Title
  
  証券アナリストジャーナル 44・7
  
  Pages: 48-58
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Value relevance of R&D capital information : Evidence from Tokyo Stock Exchange2006
- Author(s)
  Sakakibara, Yosano, Kozumi, Bo
- Journal Title
  
  Discussion Paper Series, Graduate School of Business Administration, Kobe University 2006-6
  
  Pages: 1-28
- Data Source
  KAKENHI-PROJECT-17330103
[Journal Article] 企業の研究開発投資と株価形成2006
- Author(s)
  榊原, 茂樹・與三野, 禎倫・鄭, 義哲・古澄, 英男
- Journal Title
  
  証券アナリストジャーナル 44
  
  Pages: 48-58
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] カウントデ-タに対する内生的スイッチングモデルのべィズ推定について2006
- Author(s)
  古澄英男
- Journal Title
  
  国民経済雑誌 94・5
  
  Pages: 69-77
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Baysian Switching Model : In case of Count Data2006
- Author(s)
  Hideo Kozumi
- Journal Title
  
  Kokumin-Keizai Zasshi 94-5
  
  Pages: 69-77
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330103
[Journal Article] The Research and Development Expenditures and the Stock Price (in Japanese)2006
- Author(s)
  Sakakibara, S., Yosano, T., Jung, E., Kozumi, H.
- Journal Title
  
  Security analysts journal 44-7
  
  Pages: 48-58
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Journal Article] Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods2005
- Author(s)
  Kozumi, H., Zhang, X.
- Journal Title
  
  Computational Statistics 20(4)
  
  Pages: 575-593
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] Bayesian and Non-Bayesian Analysis of Gamma Stochastic Frontier Models by Markov Chain Monte Carlo Methods2005
- Author(s)
  Hideo Kozumi, Xingyuan Zhang
- Journal Title
  
  Computational Statistics (印刷中)
- Data Source
  KAKENHI-PROJECT-14730022
[Journal Article] Posterior analysis of latent competing risk models by paralle tempering2004
- Author(s)
  Kozumi, H.
- Journal Title
  
  Computational Statistics & Data Analysis 46
  
  Pages: 441-458
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] Gibbs Sampling Methods for Bayesian Quantile Regression
- Author(s)
  Kozumi, Hideo, Kobayashi Genya
- Journal Title
  
  Journal of Statistical Computation and Simulation
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330095
[Journal Article] Analyst' Perception of Intellectual Capital Information
- Author(s)
  Sakakibara Shigeki, Bo Hansson, Yosano Tadanori, Kozumi, Hideo
- Journal Title
  
  Australian Accounting Review Vol.20
  
  Pages: 274-285
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330095
[Journal Article] EMアルゴリズムによる分位点回帰モデルの推定
- Author(s)
  小林弦矢、古澄英男
- Journal Title
  
  国民経済雑誌第202巻
  
  Pages: 21-30
- NAID
  110007645438
- Data Source
  KAKENHI-PROJECT-20330095
[Presentation] Bayesian estimation of the generalized Lambda distribution using approximate Bayesian computation.2010
- Author(s)
  古澄英男
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2010-05-28
- Data Source
  KAKENHI-PROJECT-22330069
[Presentation] Bayesian Estimation of the Generalized Lambda Distribution Using Approximate Bayesian Computation2010
- Author(s)
  古澄英男
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2010-05-28
- Data Source
  KAKENHI-PROJECT-22330069
[Presentation] Bayesian Estimation of the Generalized Lambda Distribution Using Approximate Bayesian Computation2010
- Author(s)
  古澄英男
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学(東京都)
- Year and Date
  2010-05-28
- Data Source
  KAKENHI-PROJECT-20330095
[Presentation] Bayesian Analysis of Semiparametric Structural Equation Models2008
- 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
- Data Source
  KAKENHI-PROJECT-19530183
[Presentation] Bayesian Analysis of Spatial Stochastic Frontier Models2008
- 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
- Data Source
  KAKENHI-PROJECT-19530183
[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
- Data Source
  KAKENHI-PROJECT-19530183
[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
- Data Source
  KAKENHI-PROJECT-19530183
[Presentation] Bayesian Analysis of Spatial Stochastic Frontier Models2008
- 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
- Data Source
  KAKENHI-PROJECT-19530183
[Presentation] On the Acceleration of the Gibbs Sampler for the Multinomial Probit Model2007
- Author(s)
  Kozumi, H.
- Organizer
  FCS Conference on Recent Developments in Econometrics
- Place of Presentation
  Department of Economics, Shimonoseki City University
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] On the Acceleration of the Gibbs Sampler for the Multinomial Probit Model2007
- Author(s)
  Kozumi, H.
- Organizer
  FCSコンファレンス「計量経済学の最近の展開」
- Place of Presentation
  下関市立大学
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] On the Acceleration of the Gibbs Sampler for the Multinomial Probit Model2007
- Author(s)
  Kozumi, H.
- Organizer
  FCS Conference
- Place of Presentation
  Shimonoseki City University
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] On the Acceleration of the Gibbs Sampler for the Multinomial Probit Model2007
- Author(s)
  古澄英男
- Organizer
  FCSコンファレンス「計量経済学の最近の展開」
- Place of Presentation
  下関市立大学経済学部
- Year and Date
  2007-02-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18330039
[Presentation] Note on a Bayesian Analysis of the Multinomial Probit Model2005
- Author(s)
  Kozumi, H.
- Organizer
  International Symposium on Bayesian Applied Multivariate Analysis
- Place of Presentation
  東京大学
- Year and Date
  2005-08-23
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Note on a Bayesian Analysis of the Multinomial Probit Model2005
- Author(s)
  Kozumi, H.
- Organizer
  International Symposium on Bayesian Applied Multivariate Analysis
- Place of Presentation
  University of Tokyo
- Year and Date
  2005-08-23
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104

1. OMORI YASUHIRO (60251188)

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2. TADANORI Yosano (80346410)

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KOZUMI HIDEO 古澄 英男

KOZUMI Hideo 古澄 英男

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Econometric Analysis of Modal Regression Models and Their ApplicationsPrincipal Investigator

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Bayesian econometric analysis of high-dimensional dataPrincipal Investigator

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Econometric Analysis of Quantile RegressionModels andTheir ApplicationsPrincipal Investigator

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Econometric Modeling of Spatio-Temporal Data and Its ApplicationsPrincipal Investigator

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クレジット・スコアリングのための計量分析に関する研究Principal Investigator

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取引ごとに観測される金融データの計量分析に関する研究Principal Investigator

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KOZUMI HIDEO 古澄英男

KOZUMI Hideo 古澄英男