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HISAMATSU Hiroyuku  久松 博之

ORCIDConnect your ORCID iD *help
… Alternative Names

HISAMATSU Hiroyuki  久松 博之

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Researcher Number 90228726
Other IDs
External Links
Affiliation (based on the past Project Information) *help 2014 – 2016: 香川大学, 経済学部, 教授
2004: Kagawa University, Department Economics, Professor, 経済学部, 教授
2000 – 2001: 香川大学, 経済学部, 教授
1996 – 1999: 香川大学, 経済学部, 助教授
Review Section/Research Field
Except Principal Investigator
Economic statistics / Economic statistics
Keywords
Except Principal Investigator
単位根 / 構造変化 / ARCH / シミュレーション分析 / 株価時系列 / 共和分 / GARCHモデル / ジャンプ過程 / 非定常時系列 / Marked point process … More / Wavelet analysis / CUSUM test / High frequency date of stock price / Jump diffusion model / Unit root / Structural Change / VARモデル / ARIMAモデル / 経済時系列 / ウェーブレット / マーク付きジャンプ過程 / ジャンプ付き拡散過程 / GH分布 / 株価収益率の分布 / ボラティリティの持続性 / Bipower test / ジャンプ拡散過程 / 日経225 / 株価収益率 / Generalized Hyperbolic / Normal Inverse Gaussian分布 / マーク付き点過程モデル / CUSU検定 / ウェーブレット分析 / 株価高頻度データ / ジャンプ付拡散過程 / nonlinear regression / simulation analysis / time series of stock data / macro economic time series / structural change / cointegration / unit root / SUR model / SURモデル / 漸近分布 / 因果性 / 非線形回帰モデル / 非線形時回帰分析 / マクロ経済時系列 / SUR回帰モデル / Liquidity / Repeated Cross Section / Cohort / Panel / Pseudo / 日経金融行動調査 / 計量経済学 / ミクロデータ / コ-ホ-ト / 企業行動 / 企業財務 / パネル分析 / 企業投資 / 財務データ / 疑似パネルデータ / パネルデータ / 全国消費実態調査 / 企業データ / 疑似パネル / 最適階層選択 / データベース / 企業情報 / ミクロ統計 / 擬似パネル / パネル / 変数間の因果序列 / 金融の量的緩和政策効果 / 緩やかな発散過程 / 株価のバブルモデル / Bootstrap法 / 構造変化点の信頼区間 / 金融緩和政策効果 / 為替変動 / 高頻度データ / 独立成分分析(ICA) / 経済時系列分析 / バブル / ボラティリティ / 非正規性 / 因果序列 / 独立成分分析 Less
  • Research Projects

    (4 results)
  • Research Products

    (1 results)
  • Co-Researchers

    (21 People)
  •  Monitaring of parameter chamge in economic time series model

    • Principal Investigator
      MAEKAWA Koichi
    • Project Period (FY)
      2014 – 2016
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hiroshima University of Economics
  •  Analysis of stationary ans non-stationary economic time series with structural changes

    • Principal Investigator
      MAEKAWA Koichi
    • Project Period (FY)
      2002 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Hiroshima University
  •  Methods For Nonstationary And Nonlinear Models In Economic Time Series And Their Applications

    • Principal Investigator
      MAEKAWA Koichi
    • Project Period (FY)
      1999 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hiroshima University
  •  Panel Database and its Statistical Analysis on the Network

    • Principal Investigator
      BAN Kanemi
    • Project Period (FY)
      1996 – 1998
    • Research Category
      Grant-in-Aid for Scientific Research on Priority Areas
    • Research Institution
      OSAKA UNIVERSITY

All 2015

All Journal Article

  • [Journal Article] 単位根の漸近理論とその応用2015

    • Author(s)
      久松 博之
    • Journal Title

      香川大学経済学部研究年報

      Volume: 54 Pages: 43-77

    • NAID

      40020404232

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-26380279
  • 1.  MAEKAWA Koichi (20033748)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 2.  TEE Kian Heng (70325140)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  BAN Kanemi (30027578)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 4.  YOSHIDA Atsushi (60240272)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 5.  SUZUKI Kazuyuki (40226501)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  PINTO Dos Santos (20274045)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  ODAKI Mitsuhiro (00194564)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  KURATA Hiroshi (50284237)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  YAMADA Hiroshi (90292078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  得津 康義 (30412282)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  河合 研一 (50425831)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  永田 修一 (50546893)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  森本 孝之 (80402543)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  片山 直也 (80452720)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  小川 一夫 (90160746)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  福地 純一郎 (00274043)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  北岡 孝義 (60116572)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  LEE Sangyeol
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  Kusdhianto Setiawan
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  Amirullah Setya Hardi
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  Alessio Moneta
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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