HOSOYA Yuzo 細谷雄三

… Alternative Names

細谷雄三ホソヤユウゾウ

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Researcher Number	40004197
External Links
Affiliation (based on the past Project Information) *help	2006 – 2013: Meisei University, Department of Economics, Professor, 経済学部, 教授 1999 – 2005: 東北大学, 大学院・経済学研究科, 教授 1994 – 1998: 東北大学, 経済学部, 教授 1992: 東北大学, 経済学部, 教授 1987 – 1990: 東北大学, 経済学部, 教授 1986: Faculty of Economics, Tohoku University, 経済学部, 助教授
Review Section/Research Field	Principal Investigator Economic statistics / Economic statistics / 統計学
Keywords	Principal Investigator 因果性 / 経済時系列 / 統計的推測 / 時系列解析 / 因果測度 / 因果性測度 / 非定常時系列 / Whittle likelihood / 長期従属性 / econometrics … More / 計量経済学 / 共和分モデル / 統計的漸近理論 / causality / macroeconomics / マクロ経済学 / causal measures / Whittle尤度関数 / conditional heteroscedasticity / long-range dependence / time-series analysis / 共和分過程 / Wald test / 共和分 / ワルド検定 / スペクトル正準分解 / 経済時系列解析 / グレンジャー検定 / 統計的推定 / 多変量時系列 / 一方向効果 / equilibrium / non-linear models / 雇用量 / 失業率 / マクロ的需要均衡 / 経済均衡 / 非線型モデル / F test / <X^2> test / money balance / nominal GNP / simultaneous test / 階層的F検定 / 一般化尤度比検定 / 貨幣残高 / 名目GNP / マクロ経済変数 / シムズ検定 / frequency domain analysis / Whittle estimators / economic time series / multivariate time series / causal relations / スペクトル密度分解 / 多変量経済時系列 / 偏因果性 / 周波数領域 / ウィットル推定量 / 因果関係 / statistical asymptotic theory / cointeration / cumulant spectrum / higher-order cumulant / long-range dependency / 条件付異分散 / スペクトル解析 / 定常過程 / 高次キュミュラントスペクトラム / 条件付不等分散 / likelihood ratio test / nonstationary time series / statistical Inference / cointegration / 最大法 / ランク検定 / 漸近理論 / 非定常 / 尤度比検定 / cointegration rank test / fractional Brownian motion / フーリエ変換 / 高次キュミュラント / 経済時系より / 条件付き非定常性 / 検定統計量 / 中心極限定理 / 擬似尤度 / ブラウン運動 / 共和分検定 / Whittle型尤度関数 / 条件付き異分散 / cointegration model / causal measure / causal test / ワルド統計量 / 時系列解折 / 因果性検定 / 非線形変換 / 周波数表現 / 非線形変形 / 周波数領域表現 / 修正Box-Cox変換 / アメリカ経済分析 / ウィットル尤度関数 / 方向偏因果性 / 経済時系列データ / 経済時系列モデル / 一方向偏因果性 / 共和分モデル一方向因果性 / 多変量従属関係 / グラフィカルモデル / 不均衡モデル / 最適化 / 統計的検定 / 非線形時系列モデル / マクロ経済 / 最犬法 / 単位根過程 / トレンド / 共和分関係 / 周波数応答関数 / 相互依存尺度 / 長期記憶過程 / 多変量ARMA過程 / 動学的相互依存 / ARMAモデル / パワ-寄与率 Less

Research Projects
(15 results)
Research Products
(46 results)

Non-linear transformation tim-series models and causal analysisPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  2010 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Meisei University
Analysis of the graph structure in economic time-series dataPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Meisei University
Statistical Estimation and Testing for Partial Causal Measures in Multivariate Economic Time SeriesPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Meisei University
  Tohoku University
A study of Ihigher-ooder moment long-range dependence in economic time-seriesPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Statistical Inference for causal measures of long-memory cointegrated tme-seriesPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuso
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Study on long-range dependence and conditional heteroscedasticity in economic time-seriesPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Causal Structure Analysis of Economic Time-Series Data : Method and ApplicationPrincipal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
構造の異なる経済時系列モデル間の統計的検定Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
非定常経済時系列における因果性構造の統計的解析Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
非定常経済時系列間の因果性測度とその統計的推測Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
非定常経済時系列間の相互依存性とその統計的推測Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
時系列の因果性に関する統計的理論とその応用Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
時系列間の統計的因果性に関する理論とその軽量経済学への応用Principal Investigator
- Principal Investigator
  
  細谷雄三
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Tohoku University
Non-linear time-series models of the macroeconomic equilibrium.Principal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  TOHOKU UNIVERSITY
Development of econometric testing method of causality in dynamic macroeconomic models.Principal Investigator
- Principal Investigator
  
  HOSOYA Yuzo
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  TOHOKU UNIVERSITY

All 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004

All Journal Article Presentation Book

[Book] 数字で立証する-裁判と統計-2012
- Author(s)
  ザイゼル, 他著、細谷雄三訳
- Total Pages
  355
- Publisher
  牧野書店
- Data Source
  KAKENHI-PROJECT-22530211
[Book] 数字で立証するー裁判と統計2012
- Author(s)
  ハンス・ザイゼル、ディビッド・ケイ（著）/細谷雄三（訳）
- Total Pages
  355
- Publisher
  牧野書店
- Data Source
  KAKENHI-PROJECT-22530211
[Book] 数字で立証する―裁判と統計2012
- Author(s)
  H. Zaisel and D.H. Kaye著, 細谷雄三訳
- Total Pages
  355
- Publisher
  牧野書店
- Data Source
  KAKENHI-PROJECT-22530211
[Book] 経済モデルは何の役にたつのか―経済経験モデルの特定化とその評価2009
- Author(s)
  C.W.J.グレンジャー著, 細谷雄三訳
- Total Pages
  114
- Publisher
  牧野書店
- Data Source
  KAKENHI-PROJECT-19530190
[Book] 経済モデルは何の役に立つのか-経済経験モデルの特定化と評価2009
- Author(s)
  C. W. J. グレンジャー著, 細谷雄三訳
- Total Pages
  114
- Publisher
  牧野書店
- Data Source
  KAKENHI-PROJECT-19530190
[Book] Inference on transformed stationary time series2008
- Author(s)
  Yuzo Hosoya and Takahiro Terasaka
- Total Pages
  32
- Publisher
  明星大学経済学研究科 Discussion Paper No.11
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] 因果効果の測定(II)2014
- Author(s)
  細谷雄三
- Journal Title
  
  明星大学経済学研究紀要
  
  Volume: 第2号 Pages: 15-15
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] Partial measures of time-series interdependence2013
- Author(s)
  細谷, Y. and 瀧本, T.
- Journal Title
  
  Kyushu Univerisity Faculty of Economics discussion Paper Series
  
  Volume: No. 2013-9 Pages: 31-31
- NAID
  40019891144
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] Partial measures of time-series interdependence2013
- Author(s)
  Yuzo Hosoya and Taro Takimoto
- Journal Title
  
  Kyushu University Faculty of Economics Discussion Paper Series
  
  Volume: No.2013-9 Pages: 1-31
- NAID
  40019891144
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] 因果効果の測定(I)2013
- Author(s)
  細谷雄三
- Journal Title
  
  明星大学経済学研究紀要
  
  Volume: 第1号 Pages: 14-14
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] 因果効果の測定（I)2013
- Author(s)
  細谷　雄三
- Journal Title
  
  明星大学経済学研究紀要
  
  Volume: 第45巻第1号 Pages: 1-14
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] Measuring the partial causality in the frequency domain2012
- Author(s)
  Yuzo Hosoya and Taro Takimoto
- Journal Title
  
  Discussion Paper Series, Graduate School of Economics, Kyushu Univeristy
  
  Volume: No.2012-4 Pages: 1-28
- NAID
  40019546951
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] A numerical method for factorizing the rational spectral density matrix2010
- Author(s)
  Hosoya, Y., Takimoto, T.
- Journal Title
  
  vol.31
  
  Pages: 229-240
- NAID
  40007452553
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] A numerical method for factorizing the rational spectral density matrix2010
- Author(s)
  細谷, Y. and 瀧本, T.
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: vol.31 Pages: 11-11
- NAID
  40007452553
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] A numerical method for factorizing the rational spectral density matrix2010
- Author(s)
  Yuzo Hosoya, Taro Takimoto
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: Vol.31 Pages: 229-240
- NAID
  40007452553
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530211
[Journal Article] nference on transformed stationary time series2009
- Author(s)
  Hosoya, Y., Terasaka, T.
- Journal Title
  
  Journal of Econometrics vol.151
  
  Pages: 129-139
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] スペクトル正準分解と偏因果諸測度の構成2009
- Author(s)
  細谷雄三
- Journal Title
  
  日本統計学会誌 38巻
  
  Pages: 251-279
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] Inference on transformed stationary time series2009
- Author(s)
  Yuzo Hosoya, Takahiro Terasaka
- Journal Title
  
  Journal of Economerics Vol.151
  
  Pages: 129-139
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] スペクトル正準分解と偏因果諸測構成2009
- Author(s)
  細谷雄三
- Journal Title
  
  日本統計学会誌第38巻第2号
  
  Pages: 1-24
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] スペクトル正準分解と因果測度の構成2009
- Author(s)
  細谷雄三
- Journal Title
  
  日本統計学会誌(シリーズJ) 38巻
  
  Pages: 251-279
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] Inference on a set of statistical models2008
- Author(s)
  Hosoya, Y.
- Journal Title
  
  Journal of The apan Statistical Society vol.38,no.1
  
  Pages: 107-118
- NAID
  10030993558
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] Inference on a set of statistical models2008
- Author(s)
  Yuzo Hosoya
- Journal Title
  
  Journal of the Japan Statistical Society Vol. 38
  
  Pages: 107-118
- NAID
  10030993558
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530190
[Journal Article] A modified Box-Cox transformation in the multivariate ARMA model2007
- Author(s)
  Takahiro Terasaka, Yuzo Hosoya
- Journal Title
  
  Journal of The Japan Statistical Society vol.37, no. 1
  
  Pages: 1-28
- NAID
  110006317395
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] A modified Box-Cox transformation in the multivariate ARMA model2007
- Author(s)
  Takahiro Terasaka, Yuzo Hosoya
- Journal Title
  
  To appear in Journal of The Japan Statistical Sociey vol. 37, no.1
- NAID
  110006317395
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] A modified Box-Cox transformation in the multivariate ARMA model2007
- Author(s)
  Takahiro Terasaka, Yuzo Hosoya
- Journal Title
  
  Journal of The Japan Statistical Society vol.37, no.1
- NAID
  110006317395
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] An approach to time-series partial causal analysis2007
- Author(s)
  Yuzo Hosoya, Taro Takimoto
- Journal Title
  
  研究年報「経済学」 68巻3号
  
  Pages: 53-76
- NAID
  40015457144
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] An approach to time-series partial causal analysis2007
- Author(s)
  Yuzo Hosoya, Taro Takimoto
- Journal Title
  
  To appear in Annual Report of Tohoku Economic Society vol.68, no.3
- NAID
  40015457144
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] Inference on the cointegration rank and a procedure for VARMA root-modification2006
- Author(s)
  Taro Takimoto, Yuzo Hosoya
- Journal Title
  
  Journal of The Japan Statistical Society vol.36, no.2
  
  Pages: 149-171
- NAID
  110005716712
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] Inference on the cointegration rank and a procedure for VARMA root-modification2006
- Author(s)
  Taro Takimoto, Yuzo Hosoya
- Journal Title
  
  Journal of The Japan Statistical Society vol. 36, no. 2
  
  Pages: 149-171
- NAID
  110005716712
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] Fractional invariance principle2005
- Author(s)
  Yuzo Hosoya
- Journal Title
  
  Journal of Time Series Analysis Vol.26,No.3
  
  Pages: 463-486
- Data Source
  KAKENHI-PROJECT-17530160
[Journal Article] Fractional Invariance Principle and Fractional Cointegration Asymptotics2005
- Author(s)
  Hosoya, Y.
- Journal Title
  
  研究年報経済学 Vol.66,No.4(掲載予定)
- NAID
  110001136729
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] Testing the One-Way Effect in the Presence of Trend Breaks2005
- Author(s)
  Hosoya, Y., Yao, F., Takimoto, T.
- Journal Title
  
  The Japanese Economic Review Vol.56,No.1
  
  Pages: 107-126
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] Fractional Invariance Principle2005
- Author(s)
  Hosoya, Y.
- Journal Title
  
  Journal of Time Series Analysis Vol.26,No.3
  
  Pages: 463-486
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] Testing the One-Way Effect in the Presence of Trend Breaks.2005
- Author(s)
  Hosoya, Y., Yao, F., Takimoto, T.
- Journal Title
  
  The Japanese Economic Review Vol.56,No.1
  
  Pages: 107-126
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] Fractional Invariance Principle2005
- Author(s)
  Hosoya, Y.
- Journal Title
  
  Journal of Time Series Analysis Vol.26(掲載予定)
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] Fractional Invariance Principle and Fractional Cointegration Asymptotics2005
- Author(s)
  Hosoya, Y.
- Journal Title
  
  Annual Report of the Economic Society Vol.66,No.4
- NAID
  110001136729
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Journal Article] A Three-Step Procedure for Estimating and Testing Cointegrated ARMAX Models2004
- Author(s)
  Takimoto, T., Hosoya, Y.
- Journal Title
  
  The Japanese Economic Review Vol.55,No.4
  
  Pages: 418-450
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530136
[Presentation] Partial measures of time-series interdependence2013
- Author(s)
  細谷雄三・瀧本太郎
- Organizer
  東北大学サービス・データ科学研究センター科研費シンポジウム
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Partial meausres of time-series interdependence2013
- Author(s)
  Yuzo Hosoya and Taro Takimoto
- Organizer
  東北大学サービス・データ科学研究センター科研費シンポジウム
- Place of Presentation
  東北大学経済学研究科
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on partial causality in the frequency domain2012
- Author(s)
  Taro Takimoto and Yuzo Hosoya
- Organizer
  日本統計学会年次大会
- Place of Presentation
  札幌市
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on partial causal measures in the frequency domain2012
- Author(s)
  瀧本太郎・細谷雄三
- Organizer
  日本応用経済学会春季大会
- Place of Presentation
  福岡大学
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on partial causal measures in the frequency domain2012
- Author(s)
  瀧本太郎・細谷雄三
- Organizer
  日本統計学会年次大会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on partial causality in the frequency domain2012
- Author(s)
  Taro Takimoto and Yuzo Hosoya
- Organizer
  日本応用経済学会春季大会
- Place of Presentation
  福岡市
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on Partial Causal Measures2011
- Author(s)
  瀧本太郎・細谷雄三
- Organizer
  明星大学経済学研究科・研究会
- Place of Presentation
  明星大学27-1502
- Year and Date
  2011-11-25
- Data Source
  KAKENHI-PROJECT-22530211
[Presentation] Inference on transformed stationary time series2008
- Author(s)
  細谷雄三, 寺坂崇弘
- 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-19530190
[Presentation] Inference on transformed stationary time series2007
- Author(s)
  Yuzo Hosoya
- Organizer
  Econometric Conference in honour of P.M.Robins on
- Place of Presentation
  London School of Economics
- Year and Date
  2007-05-26
- Data Source
  KAKENHI-PROJECT-19530190

HOSOYA Yuzo 細谷 雄三

細谷 雄三 ホソヤ ユウゾウ

Research Projects

Research Products

Non-linear transformation tim-series models and causal analysisPrincipal Investigator

Principal Investigator

Project Period (FY)

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Research Institution

Analysis of the graph structure in economic time-series dataPrincipal Investigator

Principal Investigator

Project Period (FY)

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Research Institution

Statistical Estimation and Testing for Partial Causal Measures in Multivariate Economic Time SeriesPrincipal Investigator

Principal Investigator

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A study of Ihigher-ooder moment long-range dependence in economic time-seriesPrincipal Investigator

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Statistical Inference for causal measures of long-memory cointegrated tme-seriesPrincipal Investigator

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Study on long-range dependence and conditional heteroscedasticity in economic time-seriesPrincipal Investigator

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Causal Structure Analysis of Economic Time-Series Data : Method and ApplicationPrincipal Investigator

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構造の異なる経済時系列モデル間の統計的検定Principal Investigator

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非定常経済時系列における因果性構造の統計的解析Principal Investigator

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非定常経済時系列間の因果性測度とその統計的推測Principal Investigator

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非定常経済時系列間の相互依存性とその統計的推測Principal Investigator

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時系列の因果性に関する統計的理論とその応用Principal Investigator

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時系列間の統計的因果性に関する理論とその軽量経済学への応用Principal Investigator

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HOSOYA Yuzo 細谷雄三

細谷雄三ホソヤユウゾウ