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MORIMUNE Kimio  森棟 公夫

ORCIDConnect your ORCID iD *help
Researcher Number 20109078
Other IDs
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Affiliation (based on the past Project Information) *help 2011: 椙山女学園大学, 現代マネジメント学部, 教授
2005: Kyoto University, Graduate school of economics, professor, 経済研究所, 教授
2003 – 2005: 京都大学, 経済学研究科, 教授
2004: 京都大学, 大学院・経済学研究所, 教授
2001 – 2002: 京都大学, 大学院・経済学研究科, 教授
1992 – 2000: 京都大学, 経済研究所, 教授
1986 – 1990: Professor, The Kyoto Institute of Economic Research, Kyoto University, 経済研究所, 教授
Review Section/Research Field
Principal Investigator
Economic statistics / 統計学 / Economic statistics
Except Principal Investigator
Economic statistics / 統計学 / Economic statistics / Public finance/Monetary economics / Statistical science
Keywords
Principal Investigator
unit root / Econometrics / cointegration / 単位根 / 共和分 / 構造変化 / 計量経済学 / ボラティリティ / Maximum Likelihood Estimator / Simul taneous Equations Model … More / ラグランジェ乗数検定 / 尤度比検定 / 同時連立方程式 / 非線型回帰 / 三段階最小2乗推定量 / 最尤推定量 / 連立方程式推定 / run test / volatility / cointegation / autoregressive moving average / トレンド / 長期均衡 / ブラウン運動 / Nonparametric / Bootstrap / ベクトル時系列 / 連検定 / 自己回帰移動平均過程 / Structural change / Causality / Macro economics / Unit root / Cointegration / 貨幣供給量 / 因果性 / マクロ経済 / voctor auto-regression / error correction model / random walk / simultaneous equation / ランダム ウォーク / ベクトル自己回帰 / 誤差修正モデル / ランダムウォーク / 同時方程式 / Small Sample Analyses / Asymptotic Expansion / Three Stage Least Squares / Full Information Method / 2SLS推定量 / モカテカルロ実験 / LIML推定量 / FIML推定量 / 同時方程式モデル / 三段階最小2乗法 / 完全情報最尤法 / マーケット・マイクロストラクチャー・ノイズ / 高頻度データ / クロス・ボラティリティ / 二次モーメントバイアス / 二次モーメント推定 / 二次モーメント / バイアス / スペシフィケーション・バイアス / シミュレーション / 間引き標本 / ノイズ / ランダム・ウォーク / 収益率 … More
Except Principal Investigator
時系列分析 / Time Series Analysis / 日本経済 / 人口予測 / 小地域統計 / Bootstrap / 計量経済学 / 漸近理論 / 時系列モデル / 計量モデル / Econometric Analysis / 非定常性 / 計量分析 / 金融市場 / センサスの精度 / 世界人口センサス / データリンケージ / 人口変動 / 人口センサスの代替法 / センサスレジスター / Expectation / Econometric Theory / Structural Change / Econometrics / 期待 / 計量経済モデル / 構造変化 / 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 / Moment conditions / EL estimation / Semiparametric methods / シミュレーション / セミパラメトリック推定 / ジャンプ付拡散過程 / 因果性 / 時系列解析 / シュミレーション / 経験尤度関数 / Semiparametric Paradox / Semiparametric estimation / Higher order asymptotics / Heterogeneity test / GMM / First order asymptotics / Empirical likelihood / ブーストラップ法 / モーメント条件 / EL法 / セミパラメトリック法 / Money demand / Yen-dollar rate / Distress and Bank / Main bank system / Corporate governance / Intercorporate shareholding / 現代景気循環論 / 資産価格決定論 / バブル経済 / 貨幣需要 / 円・ドル交換比率 / 経営不振と銀行 / メイン・バンク制 / コ-ポレート・ガバナンス / 株式持合 / Multivariate Analysis / Asymptotic Theory, / Mathematical Statistics, / 多変量解析 / 数理統計学 / Asset Prices / Swap Contracts / Financial Time Series / Unit Root Tests / Co-integration / 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 / 資本市場 / 資産価格 / スワップ契約 / 金融時系列 / 単位根検定 / 共和分関係 / 計量経済分析 / Kalman Filter / Factor Models / Stock Returns / Finance / Japanese Economy / Financial Market / 非正規性 / 時系列 / 確率過程 / カルマン・フィルタ- / 因子モデル / 株式収益率 / ファイナンス / 社会人口 / 高齢化 / 社会変動 / 人口研究 / ヤンサスの精度 / 世界人口ヤンサス Less
  • Research Projects

    (17 results)
  • Research Products

    (16 results)
  • Co-Researchers

    (25 People)
  •  金融時系列分析におけるノンパラメトリック・ボラティリティ推定Principal Investigator

    • Principal Investigator
      森棟 公夫
    • Project Period (FY)
      2011 – 2012
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Sugiyama Jogakuen University
  •  Statistical inferences by semiparametric empirical likelihood methods

    • Principal Investigator
      NISHIYAMA Yoshihiko
    • Project Period (FY)
      2003 – 2005
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Kyoto University
  •  Qualitative and Quantitative Analyses of the Non-stationary VariablesPrincipal Investigator

    • Principal Investigator
      MORIMUNE Kimio
    • Project Period (FY)
      2001 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kyoto University
  •  2000年世界人口センサスの方法的展開と社会意義にかんする多面的研究-構造転換期における統計情報と行政情報の接合・総合分析-

    • Principal Investigator
      濱砂 敬郎
    • Project Period (FY)
      2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kyushu University
  •  2000年世界人口センサスの方法的展開と社会意義にかんする多面的研究-構造転換期における統計情報と行政情報の接合・総合分析-

    • Principal Investigator
      濱砂 敬郎
    • Project Period (FY)
      1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kyushu University
  •  2000年世界人口センサスの可能性と展望にかんする多面的研究

    • Principal Investigator
      濱砂 敬郎
    • Project Period (FY)
      1998
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Kyushu University
  •  非定常ベクトル時系列分析Principal Investigator

    • Principal Investigator
      KIMIO Morimune
    • Project Period (FY)
      1998 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      KYOTO UNIVERSITY
  •  Capital Market and Business Cycle

    • Principal Investigator
      TACHIBANAKI Toshiaki
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      KYOTO UNIVERSITY
  •  Cointegration analysis of the vector moving average processPrincipal Investigator

    • Principal Investigator
      MORIMUNE Kimio
    • Project Period (FY)
      1995 – 1997
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      KYOTO UNIVERSITY
  •  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
  •  Unitroot and Coibtegration in econonetricsPrincipal Investigator

    • Principal Investigator
      MORIMUNE Kimio
    • Project Period (FY)
      1993 – 1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      KYOTO UNIVERSITY
  •  Econometric Methods for Financial Markets and Its Applications to Japanese Economy

    • 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 Markets

    • 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
  •  Properties of Full Information EstimatorsPrincipal Investigator

    • Principal Investigator
      MORIMUNE Kimio
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      Kyoto University
  •  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 Thery and Econometrics of Qualitatiue Response ModelsPrincipal Investigator

    • Principal Investigator
      MORIMUNE Kimio
    • Project Period (FY)
      1987 – 1988
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      Kyoto University
  •  Economic Analyses of Rational Expectation Hypotheses and Japanese Economy

    • 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 2013 2012 2011 2005 2004 2001

All Journal Article Book

  • [Book] 教養 統計学2012

    • Author(s)
      森棟公夫
    • Total Pages
      244
    • Publisher
      新世社
    • Data Source
      KAKENHI-PROJECT-23530258
  • [Book] 教養 統計学2012

    • Author(s)
      森棟公夫
    • Total Pages
      254
    • Publisher
      新世社
    • Data Source
      KAKENHI-PROJECT-23530258
  • [Book] 基礎コース:計量経済学2005

    • Author(s)
      森棟公夫
    • Total Pages
      303
    • Publisher
      新世社
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630029
  • [Book] 基礎コース計量経済学2004

    • Author(s)
      森棟公夫
    • Total Pages
      303
    • Publisher
      新世社
    • Data Source
      KAKENHI-PROJECT-13630029
  • [Journal Article] データ作成に反映される人間2013

    • Author(s)
      森棟公夫
    • Journal Title

      椙山人間学研究

      Volume: 8 Pages: 209-215

    • NAID

      120005991316

    • Data Source
      KAKENHI-PROJECT-23530258
  • [Journal Article] 統計学に現れる人間2012

    • Author(s)
      森棟公夫
    • Journal Title

      社会とマネジメント

      Volume: 9 Pages: 47-66

    • NAID

      40019247522

    • Data Source
      KAKENHI-PROJECT-23530258
  • [Journal Article] 統計学に現れる人間2012

    • Author(s)
      森棟公夫
    • Journal Title

      社会とマネジメント(椙山女学園大学現代マネジメント学部)

      Volume: 9 Pages: 47-66

    • NAID

      40019247522

    • Data Source
      KAKENHI-PROJECT-23530258
  • [Journal Article] 地球の大きさと最小2乗法2011

    • Author(s)
      森棟公夫
    • Journal Title

      社会とマネジメント(椙山女学園大学現代マネジメント学部)

      Volume: 8 Pages: 111-130

    • NAID

      120005991278

    • Data Source
      KAKENHI-PROJECT-23530258
  • [Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005

    • Author(s)
      Morimune, K, Y.Hoshino
    • Journal Title

      Proceedings of MODSIM05

      Pages: 131-136

    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005

    • Author(s)
      Morimune, K, Hoshino, Y
    • Journal Title

      Proceedings of MODSIMO5 (CD-ROM)

      Pages: 2005-2005

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005

    • Author(s)
      Morimune, K, Hoshino, Y
    • Journal Title

      Proceedings of MODSIM 05 (CD-ROM)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15330040
  • [Journal Article] The Discontinuous Trend Unit Root Test with a break interval2004

    • Author(s)
      Morimune, Nakagawa
    • Journal Title

      The Kyoto Economic Review 73

      Pages: 41-45

    • NAID

      120000906173

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630029
  • [Journal Article] The Discontinuous Trend Unit Root Test with a break interval2004

    • Author(s)
      morimune
    • Journal Title

      The Kyoto Economic Review 73

      Pages: 41-55

    • NAID

      120000906173

    • Data Source
      KAKENHI-PROJECT-13630029
  • [Journal Article] Distribution-free statistical inference for generalized Lorenz dominance based on grouped data2004

    • Author(s)
      Murasawa, Morimune
    • Journal Title

      Mathematics and Computers in Simulation 64

      Pages: 133-142

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630029
  • [Journal Article] Simultaneous Equation Estimation : exact and approximate distribution of estimates2001

    • Author(s)
      Morimune
    • Journal Title

      International Encyclopedia of the Social & Behavioral Sciences 1

      Pages: 14101-14106

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630029
  • [Journal Article] Power comparisons of the discontinuous trend unit root tests2001

    • Author(s)
      Morimune, Nakagawa
    • Journal Title

      The Nonlinear Models of Econometric Inference 1

      Pages: 349-362

    • NAID

      10009946686

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630029
  • 1.  KUNITOMO Naoto (10153313)
    # of Collaborated Projects: 5 results
    # of Collaborated Products: 0 results
  • 2.  YAMAMOTO Taku (50104716)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 3.  TSUKUDA Yoshihiko (10091836)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 4.  WAGO Hajime (00091934)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 5.  SHIBA Tsunemasa (90187386)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 6.  濱砂 敬郎 (70039791)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 7.  森 博美 (40105854)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 8.  猪木 武徳 (00107111)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 9.  松田 芳郎 (30002976)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 10.  大屋 祐雪 (40037099)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 0 results
  • 11.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  YANAI Haruo (60010055)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  YOSHIMURA Isao (30010797)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  HIROTSU Chihiro (60016730)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  TACHIBANAKI Toshiaki (70112000)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  TERUYAMA Hiroshi (30227532)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  ARIGA Kenn (60159506)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  NISHIYAMA Yoshihiko (30283378)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  TANIZAKI Hisashi (60248101)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  HITOMI Kohtaro (00283680)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  HAYASHI Fumio (80159095)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  IMAI Haruo (10144396)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  金谷 太郎 (50378957)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  末石 直也 (40596251)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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