TANIZAKI HISASHI 谷崎久志

… Alternative Names

Tanizaki Hisashi 谷崎久志

TANIZAKI Hisashi 谷崎久志

谷崎久志タニザキヒサシ

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Researcher Number	60248101
Other IDs
External Links
Affiliation (Current)	2025: 大阪大学, 大学院経済学研究科, 教授
Affiliation (based on the past Project Information) *help	2022 – 2023: 大阪大学, 大学院経済学研究科, 教授 2017 – 2021: 大阪大学, 経済学研究科, 教授 2012 – 2015: 大阪大学, 経済学研究科(研究院), 教授 2011: 大阪大学, 経済学研究科, 教授 2008 – 2010: 神戸大学, 経済学研究科(研究院), 教授 … More 2008 – 2009: Kobe University, 大学院・経済学研究科, 教授 2003 – 2009: 神戸大学, 経済学研究科, 教授 2003 – 2005: 神戸大学, 大学院・経済学研究科, 助教授 2004: 神戸大学, 大学院・経済学研究所, 教授 2000 – 2002: 神戸大学, 経済学研究科, 助教授 1996: 神戸大, 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 Economic statistics / Statistical science
Keywords	Principal Investigator 状態空間モデル / SVモデル / ビットコイン / バイアス是正 / ブートストラップ法 / 並べ替え検定 / ボラティリティ / ブートストラップ / モンテ・カルロ / 非正規 … More / 非線形 / ノンパラメトリック・モデル / GARCHモデル / 深セン株式取引所総合指数 / 上海株式取引所総合指数 / 価格クラスタリング / ESFG / COVID-19 / Volatilioty / 計量経済学 / AI需要システム / 家計行動 / 消費者意識基本調査 / 消費者トラブル / AIDS / Stock Market / Day-of-the-Week Effect / Bitcoin / Stochastic Volatility / 非線形状態空間モデル / プライス・クラスタリング / 実現ボラティリティ / 株価変動 / Monte Carlo / Bias Correction / Permutation Test / Empirical Likelihood / 信頼区間 / 回帰係数 / 平均の差の検定 / ノンパラメトリック検定 / target密度関数 / sampling密度関数 / MHアルゴリズム / モンテ・カルロ法 / 乱数 / 確率的変動モデル / マルコフ・スイッチング・モデル / カーネル推定 / 経験尤度 / 構造変化 / 時系列分析 / コンピュータ・インテンシブ / 株価の変動 / ブ-トストラップ / シミュレ-ション / ガンマ乱数 / ノンパラメトリック推定 / 非線形フィルタ / シミュレーション / MCMC / リサンプリング法 / 棄却法 / 乱数生成 / スムージング / フィルタリング … More Except Principal Investigator Bootstrap / セミパラメトリック推定 / モーメント条件 / 経済統計学 / セミパラメトリック法 / 漸近理論 / Moment conditions / EL estimation / Semiparametric methods / シミュレーション / 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 / EL法 / 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 / マルコフ連鎖モンテカルロ法 / 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 / ベイズ推定 / 時空間モデル / 潜在変数モデル / リスク分析 / ファイナンス / アクチュアリー / ベイズ分析 / ノンセミパラメトリック局外数 / 二次漸近効率 / ノンセミパラメトリック推定 / 統計数理 / 経済統計 / 統計数学 / モ-メント条件 / ノンパラメトリック法 / Cressie-Read Power Divergence / マイクロストラクチャーノイズ / Cressie-Read power divergence / マイクロストラクチャノイズ / 長記憶 / セミパラメトリック / ノンパラメトリック Less

株価・金利・為替・ビットコインの変動要因の推定・検定に関する研究Principal Investigator
- Principal Investigator
  
  谷崎久志
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Osaka University
On estimation of state space model without specifying transition equation: taking an example of stock return volatilityPrincipal Investigator
- Principal Investigator
  
  Tanizaki Hisashi
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Computer-Intensive Statistical Methods and their Applications in EconometricsPrincipal Investigator
- Principal Investigator
  
  Tanizaki Hisashi
- Project Period (FY)
  2011 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Bayesian modeling for actuary and finance
- Principal Investigator
  
  NAKATSUMA Teruo (NAKATUMA Teruo)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Keio University
Semiparametric Econometrics based on moment conditions-theory and applications
- Principal Investigator
  
  NISHIYAMA Yoshihiko (YOSHIHIKO Nishiyama)
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
Computer-Intensive Econometric Methods and their Empirical StudiesPrincipal Investigator
- Principal Investigator
  
  TANIZAKI Hisashi
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe 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
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
On Computer-Intensive Estimation and Testing Procedures in EconometricsPrincipal Investigator
- Principal Investigator
  
  TANIZAKI Hisashi
- Project Period (FY)
  2002 – 2005
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
非線形性・非正規性のもとでの状態空間モデルの推定問題についてPrincipal Investigator
- Principal Investigator
  
  谷崎久志
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University
非線形性・非正規性のもとでのフィルタリング・アルゴリズムの導出についてPrincipal Investigator
- Principal Investigator
  
  谷崎久志
- Project Period (FY)
  1996
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Economic statistics
- Research Institution
  Kobe University

[Book] 計量経済学2023
- Author(s)
  谷崎久志・溝渕健一
- Total Pages
  304
- Publisher
  新世社
- ISBN
  9784883843701
- Data Source
  KAKENHI-PROJECT-22K01423
[Book] 統計学2021
- Author(s)
  溝渕　健一、谷崎　久志
- Total Pages
  266
- Publisher
  ミネルヴァ書房
- ISBN
  9784623087969
- Data Source
  KAKENHI-PROJECT-17K03657
[Book] The Power-Saving Behavior of Households: How Should We Encourage Power Saving?2018
- Author(s)
  K. Mizobuchi and H. Tanizaki
- Total Pages
  166
- Publisher
  Nova Science Publishers Inc
- ISBN
  9781536131734
- Data Source
  KAKENHI-PROJECT-17K03657
[Book] 「経済時系列ハンドブック」(第1章1.13節「カルマンフィルター」執筆)2012
- Author(s)
  谷崎久志
- Publisher
  朝倉書店(印刷中)
- Data Source
  KAKENHI-PROJECT-23243038
[Book] 『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）1.13節「カルマンフィルター」2012
- Author(s)
  谷崎久志
- Total Pages
  14
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20243017
[Book] "Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model, " in Handbook of Regional Economics2010
- Author(s)
  K. Kakamu, H. Wago, H. Tanizaki, Tomas P. Nolin
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-18530158
[Book] Handbook of Regional Economics2010
- Author(s)
  K.Kakamu, H.Wago, H.Tanizaki
- Publisher
  Nova Science Publishers, Inc.(近刊)
- Data Source
  KAKENHI-PROJECT-18203014
[Book] Nova Science Publishers, Inc.2008
- Author(s)
  S.Hamori and H.Tanizaki
- Publisher
  Structural VAR Approach to the Sourcesof Exchange Rate Fluctuations in Sub-Saharan African Countries Economics of Developing Countries (T.N. Caldeira, Eds.), hap.1
- Data Source
  KAKENHI-PROJECT-18530158
[Book] Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries2008
- Author(s)
  S. Hamori, H. Tanizaki
- Publisher
  Nova Science Publishers, Inc
- Data Source
  KAKENHI-PROJECT-18203014
[Book] StructuralVAR approach to the sources ofexchange rate fluctuations insub-Saharan African countries, Economics of Developing Countries2008
- Author(s)
  Shigeyuki Hamori and Hisashi Tanizaki, T.N. Calderia eds.
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-20243017
[Book] Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries(.Economics of Developing Countries(T. N. Caldeira, Eds.))2008
- Author(s)
  S. Hamori, H. Tanizaki
- Publisher
  Nova Science Publishers, Inc
- Data Source
  KAKENHI-PROJECT-18203014
[Book] "Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries, " in Economics of Developing Countries2008
- Author(s)
  S. Hamori, H. Tanizaki, Tomas P. Nolin
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-18530158
[Book] “Structural VAR Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries, " in Economics of Developing Countries (T. N. Caldeira Eds. )2008
- Author(s)
  Hamori, S., H. Tanizaki
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-20243017
[Book] Economics of Developing Countries (T.N. Calderia eds.)("Structural VAR approach to the sources of exchange rate fluctuations in sub-Saharan African countries")2008
- Author(s)
  Shigeyuki Hamori, Hisashi Tanizaki
- Publisher
  Nova Science Publishers
- Data Source
  KAKENHI-PROJECT-20243017
[Book] 状態空間モデル, 計量経済学ハンドブック(箕谷千凰彦,縄田和満)2007
- Author(s)
  谷崎久志
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-18530158
[Book] 「状態空間モデル」『計量経済学ハンドブック』2007
- Author(s)
  谷崎久志, 箕谷千凰彦,縄田和満,和合肇(編)
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-18530158
[Book] Computational Methods in Statistics and Econometrics (STATISTICS : textbooks and monographs, Vol.172)2004
- Author(s)
  Tanizaki, H.
- Total Pages
  512
- Publisher
  Mercel Dekker
- Data Source
  KAKENHI-PROJECT-15200022
[Book] Computational Methods in Statistics and Econometrics (STATISTICS : textbooks and monographs, Vol.172)2004
- Author(s)
  H.Tanizaki
- Total Pages
  494
- Publisher
  Mercel Dekker
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Book] in Regional Economics, Nova Science Publishers, Inc.
- Author(s)
  K. Kakamu, H. Wago and H. Tanizaki
- Publisher
  Estimation of Regional Business Cycle in Japan using Bayesian PanelSpatial Autoregressive Probit Model(近刊)
- Data Source
  KAKENHI-PROJECT-18530158
[Book] Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model in Handbook of Regional Economics (Tomas P. Nolin, Eds.)
- Author(s)
  K. Kakamu, H. Wago, H. Tanizaki
- Publisher
  Nova Science Publishers, Inc.
- Data Source
  KAKENHI-PROJECT-18203014
[Book] "Disturbance Terms, " in Encyclopedia of Research Design
- Author(s)
  H. Tanizaki, N. J. Salkind
- Publisher
  SAGE Publications, Inc
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Volatility and returns of ESG indices: evidence from Japan2024
- Author(s)
  Saito Amane、Tanizaki Hisashi
- Journal Title
  
  SN Business & Economics
  
  Volume: 4 Issue: 3
- DOI
  10.1007/s43546-024-00627-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K01423
[Journal Article] The response of gold to the COVID-19 pandemic2023
- Author(s)
  Lu Zhaoying、Tanizaki Hisashi
- Journal Title
  
  Studies in Economics and Finance
  
  Volume: 40 Issue: 5 Pages: 859-877
- DOI
  10.1108/sef-05-2023-0258
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01423
[Journal Article] Intraday patterns of price clustering in Bitcoin2022
- Author(s)
  Ma Donglian、Tanizaki Hisashi
- Journal Title
  
  Financial Innovation
  
  Volume: 8 Issue: 1 Pages: 1-25
- DOI
  10.1186/s40854-021-00307-4
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657, KAKENHI-PROJECT-22K01423
[Journal Article] A Study on Market Efficiency with the Indexes of SSEC and SZSEC of China2022
- Author(s)
  G. Duan and H. Tanizaki
- Journal Title
  
  The Journal of Asian Finance, Economics and Business
  
  Volume: 9(9) Pages: 1-8
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01423
[Journal Article] 大学生のキャッシュレス決済に関する計量分析2021
- Author(s)
  渡辺千夏良，谷崎久志
- Journal Title
  
  消費者庁・国際消費者政策研究センター，リサーチ・ディスカッション・ペーパー(Research Discussion Paper)
  
  Volume: No.1 Pages: 1-41
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] Fat-tailed stochastic volatility model and the stock market returns in China2021
- Author(s)
  Ma Donglian、Tanizaki Hisashi
- Journal Title
  
  China Finance Review International
  
  Volume: 11 Issue: 2 Pages: 170-184
- DOI
  10.1108/cfri-03-2018-0028
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] Nonlinear Smoother with Markov Chain Monte Carlo2020
- Author(s)
  Hisashi Tanizaki
- Journal Title
  
  書籍『Nonlinear Filters』(オーム社，S. Suigmoto, M. Murata and K. Ohnishi編)，第9章
  
  Volume: 1 Pages: 347-379
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] 障がい者の消費行動と消費者事故・消費者トラブルに関する計量分析2020
- Author(s)
  谷崎久志・渡辺千夏良
- Journal Title
  
  消費者行政新未来創造オフィス，消費者行政新未来創造ディスカッション・ペーパー・シリーズ
  
  Volume: No.3 Pages: 1-41
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] On the day-of-the-week effects of Bitcoin markets: international evidence2019
- Author(s)
  D. Ma and H. Tanizaki
- Journal Title
  
  China Finance Review International
  
  Volume: 9 Issue: 4 Pages: 455-478
- DOI
  10.1108/cfri-12-2018-0158
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] 「物価モニター調査」を利用したインフレ予想の要因分析2019
- Author(s)
  粟屋拓馬・谷崎久志
- Journal Title
  
  消費者行政新未来創造オフィス，消費者行政新未来創造ディスカッション・ペーパー・シリーズ
  
  Volume: 0002 Pages: 1-32
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] The day-of-the-week effect on Bitcoin return and volatility2019
- Author(s)
  D. Ma and H. Tanizaki
- Journal Title
  
  Research in International Business and Finance
  
  Volume: 49 Pages: 129-136
- DOI
  10.1016/j.ribaf.2019.02.003
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] 消費者事故・トラブルに関する統計分析：「消費者意識基本調査」調査票データを用いて2018
- Author(s)
  吉川純平，谷崎久志
- Journal Title
  
  消費者行政新未来創造オフィス，消費者行政新未来創造ディスカッション・ペーパー・シリーズ
  
  Volume: No.001 Pages: 1-18
- Data Source
  KAKENHI-PROJECT-17K03657
[Journal Article] 東日本大震災が大阪市の住宅価格に与えた影響について：中古マンション価格を例にとって2015
- Author(s)
  保元大輔・谷崎久志
- Journal Title
  
  大阪大学経済学
  
  Volume: 65 Pages: 39-55
- NAID
  120005764146
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] On Estimation of Almost Ideal Demand System Using Moving Blocks Bootstrap and Pairs Bootstrap Methods2014
- Author(s)
  K. Mizobuchi and H. Tanizaki
- Journal Title
  
  Empirical Economics
  
  Volume: 47 Issue: 4 Pages: 1221-1250
- DOI
  10.1007/s00181-013-0782-6
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 書評『非線形カルマンフィルタ』(片山著，朝倉書店，2011年発行)2013
- Author(s)
  谷崎久志
- Journal Title
  
  『日本統計学会誌』
  
  Volume: 第43巻シリーズJ 第2号 Pages: 305-306
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 日本における株価，外国為替レート，金利のボラティリティの相互作用に関する分析2012
- Author(s)
  谷崎久志
- Journal Title
  
  経済学論究
  
  Volume: 66巻 Pages: 29-46
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] 「日本における株価，外国為替レート，金利のボラティリティの相互作用に関する分析」2012
- Author(s)
  谷崎久志
- Journal Title
  
  『経済学論究』
  
  Volume: 第66巻第1号 Pages: 29-44
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 日本における株価,為替レート,金利のボラティリティの相互作用に関する分析2012
- Author(s)
  谷崎久志
- Journal Title
  
  経済学論究
  
  Volume: 66(印刷中)
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 「カルマンフィルター」2012
- Author(s)
  谷崎久志
- Journal Title
  
  『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編，朝倉書店)
  
  Volume: 1章13節 Pages: 190-203
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] 株価、為替、金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 201
  
  Pages: 15-28
- NAID
  110007528438
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] 株価,為替,金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 201
  
  Pages: 15-28
- NAID
  110007528438
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  H. Tanizaki, A. Namba
- Journal Title
  
  Kobe University Economic Review Vol.55
  
  Pages: 35-51
- NAID
  120002023155
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌
  
  Volume: 第201巻第3号 Pages: 15-28
- NAID
  110007528438
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Disturbance Terms2010
- Author(s)
  H.Tanizaki
- Journal Title
  
  Encyclopedia of Research Design(N.J.Salkind, Eds.), SAGE Publications, Inc.
  
  Pages: 381-383
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  H. Tanizaki, A. Namba
- Journal Title
  
  Kobe University Economic Review Vol.55
  
  Pages: 35-51
- NAID
  120002023155
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第201巻,第3号
  
  Pages: 15-28
- NAID
  110007528438
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model2010
- Author(s)
  K.Kakamu, H.Wago, H.Tanizaki
- Journal Title
  
  Handbook of Regional Economics(Tomas P.Nolin, Eds.), Chap22, Nova Science Publishers, Inc.
  
  Pages: 555-571
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  H.Tanizaki, A.Namba
- Journal Title
  
  Kobe University Economic Review 55
  
  Pages: 35-51
- NAID
  120002023155
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  H.Tanizaki, A.Namba
- Journal Title
  
  Kobe University Economic Review 55
  
  Pages: 35-51
- NAID
  120002023155
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  H.Tanizaki, A.Namba
- Journal Title
  
  Kobe University Economic Review
  
  Volume: Vol.55 Pages: 35-51
- NAID
  120002023155
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Simulation Studies on Cressie-Read Power Divergence Test Statistic under Empirical Likelihood Setup2010
- Author(s)
  谷崎久志
- Journal Title
  
  Kobe University Economic Review 55
  
  Pages: 35-51
- NAID
  120002023155
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] 株価, 為替, 金利のボラティリティの変動要因・相互依存関係について:ノンパラメトリック推定の応用2010
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 201(近刊(掲載確定))
- NAID
  110007528438
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Volatility Transmission between Japan, UK and USA in Daily stock Returns2009
- Author(s)
  H. Tanizaki, S. Hamori
- Journal Title
  
  Empirical Economics Vol. 36, No. 1
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Volatility transmission betweenJapan, UK and USA in daily stockreturns2009
- Author(s)
  Hisashi Tanizaki and Shigeyuki Hamori
- Journal Title
  
  Empirical Economics
  
  Volume: 36 Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Volatility transmission between Japan, UK and USA in daily stock returns2009
- Author(s)
  Hisashi Tanizaki, Shigeyuki Hamori
- Journal Title
  
  Empirical Economics 36
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2009
- Author(s)
  Hamori, S., H. Tanizaki
- Journal Title
  
  Empirical Economics 36
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2009
- Author(s)
  H. Tanizaki, S. Hamori
- Journal Title
  
  Empirical Economics Vol.36,No.1
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] ガンマ乱数生成のアルゴリズムについそ2009
- Author(s)
  谷崎久志
- Journal Title
  
  日本統計学会会報 139
  
  Pages: 12-14
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Volatility Transmission between Japan, UK and USA in Daily stock Returns2009
- Author(s)
  H. Tanizaki, S. Hamori
- Journal Title
  
  Empirical Economics Volume 36, Number 1
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] Volatility Transmission between Japan,UK and USA in Daily Stock Returns2009
- Author(s)
  H.Tanizaki and S.Hamori
- Journal Title
  
  Empirical Economics Vol.36, No.1,
  
  Pages: 27-54
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] A Simple Gamma Random Number Generator forArbitrary Shape Parameters2008
- Author(s)
  H.Tanizaki
- Journal Title
  
  Economics Bulletin Vol.3, No.7,
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008
- Author(s)
  H. Tanizaki
- Journal Title
  
  Economics Bulletin Vol.3,No.7
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] Structural VAB Approach to the Sources of Exchange Rate Fluctuations in Sub-Saharan African Countries2008
- Author(s)
  S. Hamori, H. Tanizaki
- Journal Title
  
  Economics of Developing Countries (T. N. Caldeira, Eds. ), Nova Science Publishers, Inc.
  
  Pages: 1-17
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008
- Author(s)
  H. Tanizaki
- Journal Title
  
  Economics Bulletin Volume 3, Number 7
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] カンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 197
  
  Pages: 17-30
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] ガンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第197巻, 第4号
  
  Pages: 17-30
- NAID
  110006622342
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] ガンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 197-4
  
  Pages: 17-30
- NAID
  110006622342
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] ガンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第197巻,第4号
  
  Pages: 17-30
- NAID
  110006622342
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008
- Author(s)
  H. Tanizaki
- Journal Title
  
  Economics Bulletin Vo1.3, No.7
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008
- Author(s)
  H. Tanizaki
- Journal Title
  
  Economics Bulletin 3-7
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] ガンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第197,第4号
  
  Pages: 17-30
- NAID
  110006622342
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] ガンマ乱数の生成方法について2008
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 197
  
  Pages: 17-30
- NAID
  110006622342
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Sh ape Parameters2008
- Author(s)
  Tanizaki, H.
- Journal Title
  
  Economics Bulletin 3
  
  Pages: 1-10
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20243017
[Journal Article] Volatility Transmission between Japan, UK and USA in Daily Stock Returns2008
- Author(s)
  H. Tanizaki and S. Hamori
- Journal Title
  
  Empirical Economics (近刊)
- NAID
  120001075376
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] A Simple Gamma Random Number Generator for Arbitrary Shape Parameters2008
- Author(s)
  H. Tanizaki
- Journal Title
  
  Economics Bulletin Vol. 3, No. 7
  
  Pages: 1-10
- NAID
  120000943227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007
- Author(s)
  溝渕健一・谷崎久志
- Journal Title
  
  日本統計学会誌 36
  
  Pages: 161-178
- NAID
  110006418656
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Small Sample Properties of Permutation Tests : A Significance Test for Regression Models2007
- Author(s)
  H.Tanizaki
- Journal Title
  
  Kobe University Economic Review Vol. 52
  
  Pages: 27-40
- NAID
  120000946283
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] On Small Sample Properties of Permutation Tests : ASignificance Test for Regression Models2007
- Author(s)
  H.Tanizaki
- Journal Title
  
  Kobe University Economic Review Vol.52
  
  Pages: 27-40
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] 状態空間モデル2007
- Author(s)
  谷崎久志
- Journal Title
  
  『計量経済学ハンドブック』(箕谷・縄田・和合編), 20章,(朝倉書店)
  
  Pages: 621-642
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007
- Author(s)
  溝渕健一・谷崎久志
- Journal Title
  
  日本統計学会誌第37巻,シリーズJ,第1号
  
  Pages: 161-178
- NAID
  110006418656
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] AI需要システムによる弾力性の推定について:ブートストラップ法の応用2007
- Author(s)
  溝渕健一・谷崎久志
- Journal Title
  
  日本統計学会誌 37
  
  Pages: 161-178
- NAID
  110006418656
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] AI 需要システムによる弾力性の推定について : ブ-トストラップ法の応用2007
- Author(s)
  溝渕健一・谷崎久志
- Journal Title
  
  日本統計学会誌第37巻, シリ-ズJ, 第1号
  
  Pages: 161-178
- NAID
  110006418656
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Small Sample Properties of Permutation Tests: A Significance Test for Regression Models2007
- Author(s)
  H. Tanizaki
- Journal Title
  
  Kobe University Economic Review Vol.52
  
  Pages: 27-40
- NAID
  120000946283
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] AI 需要システムによる弾力性の推定について : ブートストラップ法の応用2007
- Author(s)
  溝渕健一, 谷崎久志
- Journal Title
  
  日本統計学会誌,シリーズJ (近刊)
- NAID
  110006418656
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] On Small Sample Properties of Permutation Tests: A Significance Test for Regression Models2007
- Author(s)
  H. Tanizaki
- Journal Title
  
  Kobe University Economic Review 52
  
  Pages: 27-40
- NAID
  120000946283
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] An Empirical Analysis on the Business CycleTransmission between Japan and theUnited States2006
- Author(s)
  S.Hamori, H.Tanizaki and Y.Matsubayashi
- Journal Title
  
  The Eurasian Review of Economics and Finance Vol.2, No.2
  
  Pages: 1-8
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] 非線形・非正規状態空間モデルの推定について2006
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第193巻,第4号
  
  Pages: 37-52
- NAID
  110004365778
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] 非線形・非正規状態空間モデルの推定について2006
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第193巻, 第4号
  
  Pages: 37-52
- NAID
  110004365778
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers Vol.47,No.1
  
  Pages: 109-124
- NAID
  120000942759
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers 47-1
  
  Pages: 109-124
- NAID
  120000942759
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] On Least-Squares Bias in the AR(p)Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers 47-1
  
  Pages: 109-124
- NAID
  120000942759
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] On Least-Squares Bias in the AR(p) Models: Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H. Tanizaki, S. Hamori, Y.. Matsubayashi
- Journal Title
  
  Statistical Papers Vol.47,No.1
  
  Pages: 109-124
- NAID
  120000942759
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Small Sample Properties of Permutation Tests : A Significance Test for Regression Models2006
- Author(s)
  H.Tanizaki
- Journal Title
  
  Kobe University Economic Review Vol. 52
  
  Pages: 29-42
- NAID
  120000946283
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers Vol.47, No.1
  
  Pages: 109-124
- NAID
  120000942759
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Least-Squares Bias in the AR(p) Models : BiasCorrection Using the BootstrapMethods2006
- Author(s)
  H.Tanizaki, S.Hamori and Y.Matsubayashi
- Journal Title
  
  Statistical Papers Vol.47, No.1
  
  Pages: 109-124
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] n Empirical Analysis on the Business Cycle Transmission between Japan and the United States2006
- Author(s)
  S. Hamori, H. Tanizaki, Y. Matsubayashi
- Journal Title
  
  The Eurasian Review of Economics and Finance Vol.2,No.2
  
  Pages: 1-8
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers Vol. 47, No. 1
  
  Pages: 109-124
- NAID
  120000942759
- Data Source
  KAKENHI-PROJECT-18203014
[Journal Article] On Least-Squares Bias in the AR(p) Models : Bias Correction Using the Bootstrap Methods2006
- Author(s)
  H.Tanizaki, S.Hamori, Y.Matsubayashi
- Journal Title
  
  Statistical Papers Vol. 47, No.1
  
  Pages: 109-124
- NAID
  120000942759
- Data Source
  KAKENHI-PROJECT-18530158
[Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について:モンテカルロ実験による小標本特性2005
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第191巻,第1号
  
  Pages: 59-70
- NAID
  110001044021
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties through Monte Carlo Studies2005
- Author(s)
  H.Tanizaki
- Journal Title
  
  Kobe University Economic Review 50
  
  Pages: 13-25
- NAID
  110004304526
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について:モンテカルロ実験による小標本特性2005
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌 191-1
  
  Pages: 59-70
- NAID
  110001044021
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] 密度関数のカーネル推定量におけるバンド幅の選択について : モンテカルロ実験による小標本特性2005
- Author(s)
  谷崎久志
- Journal Title
  
  国民経済雑誌第191巻,第1号
  
  Pages: 59-70
- NAID
  110001044021
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] マルコフ・スイッチング・モデルによる我が国の地域経済別景気の転換点の推定2004
- Author(s)
  奥村拓史, 谷崎久志
- Journal Title
  
  国民経済雑誌第190巻,第2号
  
  Pages: 45-59
- NAID
  110000938998
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Small Sample Properties of Permutation Tests : Independence Test between Two Samples2004
- Author(s)
  H.Tanizaki
- Journal Title
  
  International Journal of Pure and Applied Mathematics Vol.13, No.2
  
  Pages: 235-243
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties through Monte Carlo Studies2004
- Author(s)
  H.Tanizaki
- Journal Title
  
  Kobe University Economic Review Vol.50
  
  Pages: 13-25
- NAID
  110004304526
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Asymmetry, Holiday and Day-of-the-Week Effects in Volatility of Daily Stock Returns : The Case of Japan2004
- Author(s)
  H.Tanizaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.34, No.2
  
  Pages: 129-152
- NAID
  110003161357
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Small Sample Properties of Permutation Tests : Independence Between Two Samples 1.2004
- Author(s)
  Hisashi Tanizaki
- Journal Title
  
  International Journal of Pure and Applied Mathematics 13-2
  
  Pages: 235-243
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] On Asymmetry, Holiday and Day-of-the-Week Effects in Volatility of Daily Stock Returns : The Case of Japan2004
- Author(s)
  H.Tanizaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.34,No.2
  
  Pages: 129-152
- NAID
  110003161357
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Power Comparison of Empirical Likelihood Ratio Tests : Small Sample Properties Through Monte Carlo Studies.2004
- Author(s)
  Hisashi Tanizaki
- Journal Title
  
  Kobe University Economic Review 50
  
  Pages: 13-25
- NAID
  110004304526
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Exact Distributions of R^2 and Adjusted R^2 in a Linear Regression Model with Multivariate tError Terms2004
- Author(s)
  K.Ohtani, H.Tanizaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.34,No.1
  
  Pages: 101-109
- NAID
  110003144475
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Small Sample Properties of Permutation Tests : Independence Between Two Samples 1.2004
- Author(s)
  Hisashi Tanizaki
- Journal Title
  
  International Journal of Pure and Applied Mathematics 13,2
  
  Pages: 235-243
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] 「研究成果報告書概要(欧文)」より2004
- Author(s)
  H.Tanizaki
- Journal Title
  
  Computational Methods in Statistics and Econometrics (STATISTICS : texthooks and monographs), Mercel Dekker Vol.172
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Exact Distributions of R2 and Adjusted R2 in a Linear Regression Model with Multivariate t Error Terms2004
- Author(s)
  K.Ohtani, H.Tanizaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.34, No.1
  
  Pages: 101-109
- NAID
  110003144475
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Small Sample Properties of Permutation Tests : Independence Test between Two Samples2004
- Author(s)
  Tanizaki, H.
- Journal Title
  
  International Journal of Pure and Applied Mathematics 13
  
  Pages: 235-243
- Data Source
  KAKENHI-PROJECT-15200022
[Journal Article] Exact Distributions of R^2 and Adjusted R^2 in a Linear Regression Model with Multivariate t Error Terms2004
- Author(s)
  K.Ohtani, H.Tanizaki
- Journal Title
  
  Journal of the Japan Statistical Society Vol.34, No.1
  
  Pages: 101-109
- NAID
  110003144475
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Note on the Sampling Density for the Metropolis-Hastings Algorithm2003
- Author(s)
  J.Geweke, H.Tanizaki
- Journal Title
  
  Communications in Statistics, Theory and Methods Vol.34,No.4
  
  Pages: 775-789
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Note on the Sampling Density for the Metropolis-Hastings Algorithm2003
- Author(s)
  J.Geweke, H.Tanizaki
- Journal Title
  
  Communications in Statistics, Theory and Methods Vol.32, No.4
  
  Pages: 775-789
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Techniques : A Survey and Comparative Study2003
- Author(s)
  H.Tanizaki
- Journal Title
  
  Handbook of Statistics, Stochastic Processes : Modeling and Simulation, Chap. 22, (C.P.Rao and D N Shanbhag, Eds.), North-Holland Vol.21
  
  Pages: 871-929
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] On Regression Models with Autocorrelated Error : Small Sample Properties2003
- Author(s)
  H.Tanizaki
- Journal Title
  
  International Journal of Pure and Applied Mathematics Vol.5, No.2
  
  Pages: 161-175
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Journal Article] An Empirical Analysis on the Business Cycle Transmission between Japan and the United States
- Author(s)
  S.Hamori, H.Tanizaki, Y Matsubayashi
- Journal Title
  
  The Eurasian Review of Economics and Finance (forthcoming)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14530033
[Presentation] The response of gold to COVID-19 pandemic2022
- Author(s)
  Zhaoying Lu and Hisashi Tanizaki
- Organizer
  The 16th International Symposium on Econometric Theory and Applications, Seoul, South Korea, July 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01423
[Presentation] The day-of-the-week effect on Bitcoin return and volatility2019
- Author(s)
  D. Ma, H. Tanizaki
- Organizer
  The 15th International Symposium on Econometric Theory and Applications (SETA2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657
[Presentation] Reconsidering the volatility of gold: Is gold a hedge or a safe haven?2019
- Author(s)
  Z. Lu, H. Tanizaki
- Organizer
  The 15th International Symposium on Econometric Theory and Applications (SETA2019)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03657
[Presentation] Volatility Models2015
- Author(s)
  谷崎久志
- Organizer
  計量経済学セミナー
- Place of Presentation
  京都大学
- Year and Date
  2015-02-13
- Invited
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] On Estimation of the AIDS Model using Bootstrap Method2011
- Author(s)
  谷崎久志
- Organizer
  Summer Workshop on Economic Theory
- Place of Presentation
  小樽商科大学
- Year and Date
  2011-08-10
- Data Source
  KAKENHI-PROJECT-20243017
[Presentation] On Estimation of the AIDS Model using Bootstrap Method2011
- Author(s)
  谷崎久志
- Organizer
  Summer Workshop on Economic Theory 2011
- Place of Presentation
  小樽商科大学(北海道小樽市)(招待講演)
- Year and Date
  2011-08-10
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors"2007
- Author(s)
  報告者は谷崎久志, 特別セッション
- Organizer
  日本経済学会・春季大会
- Place of Presentation
  大阪学院大学(Invited Speaker)
- Year and Date
  2007-06-03
- Data Source
  KAKENHI-PROJECT-18530158
[Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors2007
- Author(s)
  谷崎久志
- Organizer
  日本経済学会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-03
- Data Source
  KAKENHI-PROJECT-18530158
[Presentation] On Nonlinear Non-Gaussian State Space Models with Correlated Errors2007
- Author(s)
  谷崎久志
- Organizer
  日本経済学会・春季大会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-03
- Data Source
  KAKENHI-PROJECT-18530158

1. NISHIYAMA Yoshihiko (30283378)

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2. HITOMI Kotaro (00283680)

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3. TANIGUCHI Masanobu (00116625)

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4. ICHIMURA Hidehiko (50401196)

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5. OYA Kosuke (20233281)

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6. YAJIMA Yoshihiro (70134814)

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7. NAGAI Keiji (50311866)

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8. NAKATSUMA Teruo (90303049)

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9. SUGITA Katsuhiro (50377058)

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10. KOGURE Atsuyuki (80178251)

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11. ASAI Manabu (90319484)

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12. FUKUSHIGE Mototsugu (10208936)

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13. KUROZUMI Eiji (00332643)

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14. KAWASAKI Yoshinori (70249910)

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15. NAMBA Akio (60324901)

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16. WAGO Hajime (00091934)

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17. SHIGEMASU Kazuo (90091701)

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18. TERUI Nobuhiko (50207495)

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19. OMORI Yoshiro (60251188)

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20. KOZUMI Hideo (10261273)

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21. WATANABE Toshiaki (90254135)

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22. MORIMUNE Kimio (20109078)

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TANIZAKI HISASHI 谷崎 久志

Tanizaki Hisashi 谷崎 久志

TANIZAKI Hisashi 谷崎 久志

谷崎 久志 タニザキ ヒサシ

Research Projects

Research Products

Co-Researchers

株価・金利・為替・ビットコインの変動要因の推定・検定に関する研究Principal Investigator

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Review Section

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On estimation of state space model without specifying transition equation: taking an example of stock return volatilityPrincipal Investigator

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Computer-Intensive Statistical Methods and their Applications in EconometricsPrincipal Investigator

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Bayesian modeling for actuary and finance

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Semiparametric Econometrics based on moment conditions-theory and applications

Principal Investigator

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Computer-Intensive Econometric Methods and their Empirical StudiesPrincipal Investigator

Principal Investigator

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Statistical Analysis of Structure using Latent Variable Model

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Statistical inferences by semiparametric empirical likelihood methods

Principal Investigator

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On Computer-Intensive Estimation and Testing Procedures in EconometricsPrincipal Investigator

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非線形性・非正規性のもとでの状態空間モデルの推定問題についてPrincipal Investigator

Principal Investigator

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非線形性・非正規性のもとでのフィルタリング・アルゴリズムの導出についてPrincipal Investigator

Principal Investigator

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Research Field

Research Institution

[Book] 計量経済学2023

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Book] 統計学2021

TANIZAKI HISASHI 谷崎久志

Tanizaki Hisashi 谷崎久志

TANIZAKI Hisashi 谷崎久志

谷崎久志タニザキヒサシ

[Book] 『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編）1.13節「カルマンフィルター」2012