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Yamaguchi Keiko
山口 圭子
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Alternative Names
YAMAGUCHI Keiko 山口 圭子
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Researcher Number
60534964
Affiliation (Current)
2019: 兵庫県立大学, 国際商経学部, 講師
Affiliation (based on the past Project Information)
*help
2017 – 2018: 兵庫県立大学, 経済学部, 講師
2013: 兵庫県立大学, 経済学部, 講師
2012: 早稲田大学, 商学学術院, 助教
Review Section/Research Field
Principal Investigator
Economic statistics
Except Principal Investigator
Applied economics
Keywords
Principal Investigator
経済統計学 / 時系列分析 / 構造変化 / 長期記憶モデル / 計量経済学
Except Principal Investigator
経済政策 / グローバル経済 / ビジネス慣行 / 会計制度 / 国際会計基準
Research Projects
(
3
results)
Research Products
(
5
results)
Co-Researchers
(
16
People)
Project Start Year (Newest)
Project Start Year (Oldest)
セミパラメトリック長期記憶モデルにおける構造変化
Principal Investigator
Ongoing
Principal Investigator
山口 圭子
Project Period (FY)
2017 – 2019
Research Category
Grant-in-Aid for Young Scientists (B)
Research Field
Economic statistics
Research Institution
University of Hyogo
Inference on nonstationary long memory models
Principal Investigator
Principal Investigator
YAMAGUCHI Keiko
Project Period (FY)
2012 – 2013
Research Category
Grant-in-Aid for Young Scientists (B)
Research Field
Economic statistics
Research Institution
University of Hyogo
Waseda University
Economic research on business and accounting systems in the world
Principal Investigator
SASAKI Hiroo
Project Period (FY)
2012 – 2016
Research Category
Grant-in-Aid for Scientific Research (A)
Research Field
Applied economics
Research Institution
Waseda University
All
2018
2012
All
Journal Article
Presentation
[Journal Article] 非定常長期記憶過程とLocal Whittle推定
2018
Author(s)
山口圭子
Journal Title
商大論集
Volume
: 69
Pages
: 95100-95100
NAID
40021542718
Data Source
KAKENHI-PROJECT-17K13717
[Presentation] Estimating a change point in the long memory parameter
2012
Author(s)
Keiko Yamaguchi
Organizer
Statistical models for financial data III
Place of Presentation
Graz University of Technology, Austria
Invited
Data Source
KAKENHI-PROJECT-24730194
[Presentation] A Simple Test of Long Memory Versus Structural Breaks
2012
Author(s)
Katsumi Shimotsu and Keiko Yamaguchi
Organizer
Waseda Statistical Symposium on Time Series and Related Topics
Place of Presentation
早稲田大学
Data Source
KAKENHI-PROJECT-24730194
[Presentation] Waseda Statistical Symposium on Time Series and Related Topics
2012
Author(s)
山口圭子
Organizer
A simple Test of Long Memory Versus Structural Breaks
Place of Presentation
早稲田大学
Year and Date
2012-07-07
Data Source
KAKENHI-PROJECT-24730194
[Presentation] Statistical models for financial dataIII
2012
Author(s)
山口圭子
Organizer
Estimating a change point in the long memory parameter
Place of Presentation
Graz University of Technology, オーストリア
Year and Date
2012-05-24
Data Source
KAKENHI-PROJECT-24730194
# of Projects (Dsc)
# of Projects (Asc)
1.
SASAKI Hiroo
(30196175)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
2.
片山 東
(00595746)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
3.
山野井 順一
(20386543)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
4.
Baak SaangJoon
(30339923)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
5.
笠島 洋一
(30583166)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
6.
高瀬 浩一
(50289518)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
7.
坂野 慎哉
(70272804)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
8.
大川内 隆朗
(70548370)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
9.
福川 裕徳
(80315217)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
10.
鈴木 孝則
(90409631)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
11.
大門 毅
(80329333)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
12.
市田 敏啓
(80398932)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
13.
AKAHOSHI Takashi
(30609219)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
14.
AKIBA Kenichi
(70570050)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
15.
KATAOKA Takao
(60224432)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
16.
YAGO Kazuhiko
(30242134)
# of Collaborated Projects:
1 results
# of Collaborated Products:
0 results
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