Yamada Hiroshi 山田宏

… Alternative Names

YAMADA Hiroshi 山田宏

Less

Researcher Number	90292078
Other IDs
Affiliation (Current)	2025: 広島大学, 人間社会科学研究科(社), 教授
Affiliation (based on the past Project Information) *help	2020 – 2023: 広島大学, 人間社会科学研究科(社), 教授 2016 – 2019: 広島大学, 社会科学研究科, 教授 2012 – 2015: 広島大学, 社会(科)学研究科, 教授 2008 – 2011: Hiroshima University, 大学院・社会科学研究科, 教授 2007: Hiroshima University, 教授 … More 2006: Hiroshima University, Graduate School of Social Sciences, Associate Professor, 大学院社会科学研究科, 助教授 2004 – 2005: Hiroshima University, Graduate School of Social Sciences, Associate Professor, 大学院・社会科学研究科, 助教授 2002 – 2003: 広島大学, 経済学部, 助教授 Less
Review Section/Research Field	Principal Investigator Economic policy / Economic statistics / Basic Section 07040:Economic policy-related / Medium-sized Section 7:Economics, business administration, and related fields / Economic statistics Except Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics
Keywords	Principal Investigator 空間自己相関 / モランのI / ギアリーのc / 空間計量経済学 / HPフィルター / l1トレンドフィルター / トレンド / 景気先行指数 / バンドパスフィルタ / 景気循環 … More / 重み付き隣接行列 / グラフフーリエ変換 / 隣接行列 / グラフラプラシアン / グラフ理論 / von Neumann比 / 離散コサイン変換 / グラフ・フーリエ変換 / bHPフィルター / MoranのI / Gearyのc / スペクトルグラフ理論 / グラフ・ラプラシアン / スペクトル・グラフ理論 / 情報量基準 / 次元削減操作変数法 / 次元削減 / 非負値行列分解 / トレンド推定 / 平滑化 / 経時データ / 罰則付分位点回帰 / 操作変数法 / 高次元漸近展開 / パネル回帰分析 / スムージング / グラフ正則化 / BNP検定統計量 / ファクターモデル / フィルタリング / 正則化 / 非負値行列因子分解 / 変数選択 / 高次元漸近理論 / 高次元多変量線形回帰モデル / 高次元データ / 調整パラメーター / l1トレンド・フィルター / ESフィルター / ブリッジ回帰 / ブリッジ・フィルター / bridge filter / Band-pass Filter / Leading Indicator / Business Cycle / 先行指標 / 景気変動 / バンドパス・フィルター / ホドリック・プレスコット・フィルター / 経済協力開発機構 / 周波数領域因果性検定 / フィルター / 景気循環成分 / 景気 / 景気循環の連動性 / シミュレーション実験 / co-trending / シュミュレーション実験 / 仮説検定 / 残差の和分系列 … More Except Principal Investigator ARCH / Multiple testing / Weak factors / 罰則項付縮小ランク回帰 / 共トレンド推定 / Asset pricing / 景気循環成分 / ホドリック・プレスコット・フィルター / トレンド / 罰則化法 / ファクターモデル / 時系列データ / パネルデータ / Marked point process / 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 / シミュレーション分析 / 株価時系列 / 経済時系列 / ジャンプ過程 / 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 / GARCHモデル / 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 / 単位根 / 構造変化 Less

Development and application of weighted adjacency matrix estimation methods based on multivariate dataPrincipal Investigator
- Principal Investigator
  
  山田宏
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Hiroshima University
Applying Spectral Graph Theory to Spatial EconometricsPrincipal Investigator
- Principal Investigator
  
  YAMADA HIROSHI
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Challenging Research (Exploratory)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Hiroshima University
Econometric analysis of time series and panel data using factor models and penalization methods: theory and applications
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University
Statistical Analysis of High-Dimensional DataPrincipal Investigator
- Principal Investigator
  
  YAMADA HIROSHI
- Project Period (FY)
  2016 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Bridge Filter: A New Filter ClassPrincipal Investigator
- Principal Investigator
  
  Yamada Hiroshi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
Business Cycle Synchronization and Developing Business Cycle IndicatorsPrincipal Investigator
- Principal Investigator
  
  YAMADA HIROSHI
- Project Period (FY)
  2010 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Hiroshima University
Business Cycle Analysis Using Band-Pass FilterPrincipal Investigator
- Principal Investigator
  
  YAMADA Hiroshi
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Hiroshima University
Developing New Business Cycle Composite Indicators Using Wavelet AnalysisPrincipal Investigator
- Principal Investigator
  
  YAMADA Hiroshi
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  HIROSHIMA UNIVERSITY
OLS残差の和分系列を用いた検定手法に関する研究Principal Investigator
- Principal Investigator
  
  山田宏
- Project Period (FY)
  2002 – 2003
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hiroshima University
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

[Journal Article] A New Perspective on Moran’s Coefficient: Revisited2024
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Mathematics
  
  Volume: 12 Issue: 2 Pages: 253-253
- DOI
  10.3390/math12020253
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K01377
[Journal Article] Spatial Smoothing Using Graph Laplacian Penalized Filter2024
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Spatial Statistics
  
  Volume: 60 Pages: 100799-100799
- DOI
  10.1016/j.spasta.2023.100799
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] A unified perspective on some autocorrelation measures in different fields: A note2023
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Open Mathematics
  
  Volume: 21 Issue: 1
- DOI
  10.1515/math-2022-0574
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] Geary’s c and Spectral Graph Theory: A Complement2023
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Mathematics
  
  Volume: 11 Issue: 20 Pages: 4228-4228
- DOI
  10.3390/math11204228
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K01377
[Journal Article] HPX filter: a hybrid of Hodrick-Prescott filter and multiple regression2023
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Studies in Nonlinear Dynamics and Econometrics
  
  Volume: - Issue: 4 Pages: 661-671
- DOI
  10.1515/snde-2023-0004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] Quantile regression version of Hodrick-Prescott filter2022
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Empirical Economics
  
  Volume: - Issue: 4 Pages: 1631-1645
- DOI
  10.1007/s00181-022-02292-8
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK-PRESCOTT FILTERS2021
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Econometric Theory
  
  Volume: 38 Issue: 3 Pages: 419-453
- DOI
  10.1017/s0266466621000189
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H01484
[Journal Article] Geary’s c and Spectral Graph Theory2021
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Mathematics
  
  Volume: 9 Issue: 19 Pages: 2465-2465
- DOI
  10.3390/math9192465
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] $$\ell _{1}$$ Common Trend Filtering2021
- Author(s)
  Yamada Hiroshi、Bao Ruoyi
- Journal Title
  
  Computational Economics
  
  Volume: 59 Issue: 3 Pages: 1005-1025
- DOI
  10.1007/s10614-021-10114-9
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20H01484
[Journal Article] A pioneering study on discrete cosine transform2020
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: - Issue: 15 Pages: 5364-5368
- DOI
  10.1080/03610926.2020.1838547
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K20759
[Journal Article] A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK-PRESCOTT FILTER2020
- Author(s)
  Yamada Hiroshi
- Journal Title
  
  Econometric Theory
  
  Volume: 36 Issue: 5 Pages: 961-981
- DOI
  10.1017/s0266466619000379
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] Principle of Duality in Cubic Smoothing Spline2020
- Author(s)
  Du Ruixue、Yamada Hiroshi
- Journal Title
  
  Mathematics
  
  Volume: 8 Issue: 10 Pages: 1839-1839
- DOI
  10.3390/math8101839
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] An Explicit Formula for the Smoother Weights of the Hodrick-Prescott Filter2019
- Author(s)
  Hiroshi Yamada, Fatima Tuj Jahra
- Journal Title
  
  Studies in Nonlinear Dynamics and Econometrics
  
  Volume: - Issue: 5
- DOI
  10.1515/snde-2018-0035
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] A Note on Whittaker-Henderson Graduation: Bisymmetry of the Smoother Matrix2019
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: - Issue: 7 Pages: 1629-1634
- DOI
  10.1080/03610926.2018.1563183
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] Why Does the Trend Extracted by the Hodrick-Prescott Filtering Seem to be More Plausible Than the Linear Trend?2018
- Author(s)
  Yamada, H.
- Journal Title
  
  Applied Economics Letters
  
  Volume: 25 Issue: 2 Pages: 102-105
- DOI
  10.1080/13504851.2017.1299095
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Some Results on l_1 Polynomial Trend Filtering2018
- Author(s)
  Hiroshi Yamada, Ruixue Du
- Journal Title
  
  Econometrics
  
  Volume: 6 Issue: 3 Pages: 33-33
- DOI
  10.3390/econometrics6030033
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] A Modification of the Whittaker-Henderson Method of Graduation2018
- Author(s)
  Hiroshi Yamada, Ruixue Du
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: - Issue: 15 Pages: 3795-3800
- DOI
  10.1080/03610926.2018.1481974
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] Several Least Squares Problems Related to the Hodrick-Prescott Filtering2018
- Author(s)
  Yamada, H.
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 47 Issue: 5 Pages: 1022-1027
- DOI
  10.1080/03610926.2017.1285934
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Explicit Formulas for the Smoother Weights of the Whittaker-Henderson Graduation of Order 12018
- Author(s)
  Hiroshi Yamada, Fatima Tuj Jahra
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: - Issue: 12 Pages: 3153-3161
- DOI
  10.1080/03610926.2018.1476713
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] A New Method for Specifying the Tuning Parameter of l_1 Trend Filtering2018
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Studies in Nonlinear Dynamics and Econometrics
  
  Volume: - Issue: 4
- DOI
  10.1515/snde-2016-0073
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16H03606
[Journal Article] The Frisch-Waugh-Lovell Theorem for the Lasso and the Ridge Regression2017
- Author(s)
  Yamada, H.
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 46 Issue: 21 Pages: 10897-10902
- DOI
  10.1080/03610926.2016.1252403
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] A Small But Practically Useful Modification to the Hodrick-Prescott Filtering: A Note2017
- Author(s)
  Yamada, H.
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: 46 Issue: 17 Pages: 8430-8434
- DOI
  10.1080/03610926.2016.1179764
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Estimating the Trend in US Real GDP Using the l1 Trend Filtering2017
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Economics Letters
  
  Volume: 24 Issue: 10 Pages: 713-716
- DOI
  10.1080/13504851.2016.1223811
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Measuring the US NAIRU as a Step Function2016
- Author(s)
  Hiroshi Yamada, Gawon Yoon
- Journal Title
  
  Empirical Economics
  
  Volume: 51 Issue: 4 Pages: 1679-1688
- DOI
  10.1007/s00181-015-1048-2
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Selecting the tuning parameter of the l1 trend filter2016
- Author(s)
  Hiroshi Yamada, Gawon Yoon
- Journal Title
  
  Studies in Nonlinear Dynamics & Econometrics
  
  Volume: 20 Issue: 1 Pages: 97-105
- DOI
  10.1515/snde-2014-0089
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Ridge Regression Representations of the Generalized Hodrick-Prescott Filter2015
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Journal of the Japan Statistical Society
  
  Volume: 45 Pages: 121-128
- NAID
  130005266626
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K13010
[Journal Article] Some Theoretical and Simulation Results on the Frequency Domain Causality Test2014
- Author(s)
  Hiroshi Yamada, Wei Yangfeng
- Journal Title
  
  Econometric Reviews
  
  Volume: 33 Issue: 8 Pages: 936-947
- DOI
  10.1080/07474938.2013.808488
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530272
[Journal Article] Is the Productivity-Based Explanation for the Time-Varying US NAIRU Valid?2014
- Author(s)
  Hiroshi Yamada, Gawon Yoon
- Journal Title
  
  Journal of Statistical Science and Application
  
  Volume: 2 Pages: 119-123
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-22530272
[Journal Article] When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices2014
- Author(s)
  Hiroshi Yamada, Gawon Yoon
- Journal Title
  
  Journal of International Money and Finance
  
  Volume: 42 Pages: 193-207
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530272
[Journal Article] Japan’s output gap estimation and l1 trend filtering2013
- Author(s)
  Hiroshi Yamada, Lan Jin
- Journal Title
  
  Empirical Economics
  
  Volume: 45 Issue: 1 Pages: 81-88
- DOI
  10.1007/s00181-012-0625-x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530272
[Journal Article] A Note on Bandpass Filters Based on the Hodrick-Prescott Filter and the OECD System of Composite Leading Indicators2011
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Journal of Business Cycle Measurement and Analysis
  
  Volume: 7 Pages: 105-109
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530272
[Journal Article] A Comparison of Two Alternative Composite Leading Indicators for Detecting Japanese Business Cycle Turning Points2010
- Author(s)
  山田宏
- Journal Title
  
  Applied Economics Letters (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530241
[Journal Article] 景気循環のシンクロナイゼーション2008
- Author(s)
  山田宏
- Journal Title
  
  日経研月報 Vol.364
  
  Pages: 20-23
- Data Source
  KAKENHI-PROJECT-19530241
[Journal Article] Evaluation of the Japanese Leading Indicators2008
- Author(s)
  山田宏, 本多佑三, 得津康義
- Journal Title
  
  Journal of Business Cycle Measurement and Analysis (*oecd出版の景気循環専門学術雑誌) Vol.3
  
  Pages: 71-88
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530241
[Journal Article] Do Stock Prices Contain Predictive Information on Business Turning Points? A Wavelet Analysis2005
- Author(s)
  山田宏, 本多祐三
- Journal Title
  
  Applied Financial Economics Letters 1・1
  
  Pages: 19-23
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Do stock prices contain predictive information on business turning points? A wavelet analysis2005
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Financial Economics Letters 1
  
  Pages: 19-23
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Wavelet-based estimation and Japanese industrial stock2005
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Economics Letters 12
  
  Pages: 85-88
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Wavelet-based beta estimation and Japanese industrial stock prices2005
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Economics Letters 12
  
  Pages: 85-88
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Do Stock prices contain predictive infprmation on business Turning points? A wavelet analysis2005
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Financial Economics Letters 1
  
  Pages: 19-23
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Wavelet-Based Beta Estimation and Japanese Industrial Stock Prices2005
- Author(s)
  山田宏
- Journal Title
  
  Applied Economics Letters 12・2
  
  Pages: 85-88
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Real interest rate equqlization : some empirical evidence from the three major world financial markets2002
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Economics 34
  
  Pages: 2069-2073
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] On the linkage of real interest rates between the US and Canada : some additional empirical evidence2002
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  J.International Financial Markets, Institute & Money 12
  
  Pages: 279-289
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] On the linkage of real interest rates between the US and Canada : some additional empirical evidence2002
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  J.International Financial Markets, Institutions & Money 12
  
  Pages: 279-289
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] Real interest rate equalization : some empirical evidence From the three maior world financial markets2002
- Author(s)
  Hiroshi Yamada
- Journal Title
  
  Applied Economics 34
  
  Pages: 2069-2073
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14330005
[Journal Article] A Comparison of Two Alternative Composite Leading Indicators for Detecting Japanese Business Cycle Turning Points
- Author(s)
  山田宏, 永田修一, 本多佑三
- Journal Title
  
  Applied Economics Letters (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] Nonnegative Definite Matrix Penalized Filtering with Quantile Regression Loss Function2023
- Author(s)
  Hiroshi Yamada
- Organizer
  第30回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] A Unified Perspective on the Simple and Boosted HP Filters and the Results Derived from It2023
- Author(s)
  Hiroshi Yamada
- Organizer
  SH3 Conference on Econometrics 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Spatial Smoothing Using Graph Laplacian Penalized Filter2023
- Author(s)
  山田宏
- Organizer
  The 17th International Symposium on Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Spatial Smoothing Using Graph Laplacian Penalized Filter2023
- Author(s)
  山田宏
- Organizer
  Spatial Statistics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Non-negative Definite Matrix Penalized Filter with Quantile Regression Loss Function2023
- Author(s)
  山田宏
- Organizer
  Advances in Econometrics (AiE) Conference and Festschrift in Honor of Joon Y. Park
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K01377
[Presentation] Spatial Smoothing Using Graph Laplacian Penalized Filter2023
- Author(s)
  山田宏
- Organizer
  The 25th International Conference on Computational Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Spatial Filtering2022
- Author(s)
  山田宏
- Organizer
  第29回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Seasonal Filtering2022
- Author(s)
  山田宏
- Organizer
  The SH3 Virtual Conference on Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] l_{1} common trend filtering: an extension2022
- Author(s)
  Ruoyi Bao, Hiroshi Yamada, Kazuhiko Hayakawa
- Organizer
  IASC-ARS2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Spatial Autocorrelation and Spectral Graph Theory2021
- Author(s)
  山田宏
- Organizer
  The Applied Statistics Workshop 2021 (東京大学)
- Invited
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Spatial Autocorrelation and Spectral Graph Theory2021
- Author(s)
  山田宏
- Organizer
  SH3 Conference on Econometrics 2021
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] Spatial Autocorrelation and Spectral Graph Theory2021
- Author(s)
  山田宏
- Organizer
  2021 Nanyang Econometrics Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20759
[Presentation] A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK-PRESCOTT FILTER2020
- Author(s)
  Hiroshi Yamada
- Organizer
  2020 Nanyang Econometrics Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Non-negative Matrix Factorization of a set of Economic Time Series with Graph Based Smoothing of Basis Vectors and Sparseness of the Coefficients2020
- Author(s)
  Michiaki Ueda, Yuichiro Nomura, Junichi Miyao, Takio Kurita, Hiroshi Yamada
- Organizer
  IEEE International Conference on Systems, Man, and Cybernetics (SMC)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK-PRESCOTT FILTER2019
- Author(s)
  Hiroshi Yamada
- Organizer
  5th Hitotsubashi Summer Institute
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Whittaker-Henderson Graduation and Graph Spectral Filtering2019
- Author(s)
  Hiroshi Yamada
- Organizer
  The SH3 Conference on Econometrics 2019
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Some properties of the quantile regression version of Hodrick-Prescott filtering2019
- Author(s)
  Hiroshi Yamada
- Organizer
  The 3rd International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Whittaker-Henderson Graduation, Discrete Cosine Transform and Graph Spectral Filtering2019
- Author(s)
  山田宏
- Organizer
  2018 年度（第 26 回）関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Bridge Filtering2018
- Author(s)
  Yamada, H.
- Organizer
  The 2018 HU-HUE-SMU Tripartite Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Presentation] Whittaker-Henderson Graduation, Discrete Cosine Transform and Graph Spectral Filtering2018
- Author(s)
  Hiroshi Yamada
- Organizer
  Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis(York - Hiroshima Joint Symposium 2018)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Bridge Filtering2018
- Author(s)
  Yamada, H.
- Organizer
  Shiga University
- Invited
- Data Source
  KAKENHI-PROJECT-15K13010
[Presentation] Whittaker-Henderson Graduation, Discrete Cosine Transform and Graph Spectral Filtering2018
- Author(s)
  Hiroshi Yamada
- Organizer
  BK21PLUS Korean Economic Group International Conference on Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16H03606
[Presentation] Bridge Filtering2017
- Author(s)
  Yamada, H.
- Organizer
  University of York
- Data Source
  KAKENHI-PROJECT-15K13010
[Presentation] Whittaker-Henderson Graduation Provides BLUP2016
- Author(s)
  Hiroshi Yamada
- Organizer
  2016 HU-HUE-SMU Tripartite Conference
- Place of Presentation
  シンガポールマネジメント大学, シンガポール
- Year and Date
  2016-03-24
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Presentation] 1.A Small But Practically Useful Modification to the l1 Trend Filtering2016
- Author(s)
  Hiroshi Yamada
- Organizer
  12th International Symposium on Econometric Theory and Applications (SETA)
- Place of Presentation
  ワイカト大学, ニュージーランド
- Year and Date
  2016-02-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K13010
[Presentation] Measuring the US NAIRU as a Step Function: A New Approach2013
- Author(s)
  Hiroshi Yamada
- Organizer
  9th International Symposium on Econometric Theory and Applications
- Place of Presentation
  ソウル
- Data Source
  KAKENHI-PROJECT-22530272
[Presentation] Some Empirical Evidence on Business Cycle Transmission from the US to Japan2008
- Author(s)
  山田宏
- Organizer
  横浜国立大学金融プログラム・セミナー/ワークショップ
- Place of Presentation
  横浜国立大学
- Year and Date
  2008-03-06
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] Some Empirical Evidence on Business Cycle Transmission from the US to Japan2008
- Author(s)
  山田宏
- Organizer
  景気循環日付研究会
- Place of Presentation
  山口市KKRホテルあさくら
- Year and Date
  2008-03-18
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] A Comparison of Two Alternative Composite Leading Indicators for Detecting Japanese Business Cycle Turning Points2008
- Author(s)
  山田宏, 永田修一, 本多佑三
- Organizer
  日本経済学会2008年度春季大会(ポスターセッション)
- Place of Presentation
  東北大学
- Year and Date
  2008-05-30
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] 日本の景気先行指数に関する比較研究2008
- Author(s)
  山田宏, 永田修一, 本多佑三
- Organizer
  応用時系列研究会
- Place of Presentation
  立教大学
- Year and Date
  2008-06-21
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] A Comparison of Two Alternative Composite Leading Indicators for Detecting Japanese Business Turning Points2007
- Author(s)
  山田宏, 永田修一, 本多佑三
- Organizer
  MODSIM07
- Place of Presentation
  カンターベリー大学(ニュージーランド・クライストチャーチ)
- Year and Date
  2007-12-12
- Data Source
  KAKENHI-PROJECT-19530241
[Presentation] Some Empirical Evidence on Business Cycle Transmission from the US to Japan2007
- Author(s)
  山田宏
- Organizer
  School of Economics and Finance Seminar
- Place of Presentation
  Victoria University of Wellington (ニュージーランド・ウェリントン)
- Year and Date
  2007-11-30
- Data Source
  KAKENHI-PROJECT-19530241

1. Hayakawa Kazuhiko (00508161)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
2. MAEKAWA Koichi (20033748)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. HISAMATSU Hiroyuku (90228726)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. TEE Kianhen (70325140)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. HONDA Yuzo (80137249)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. TOKUTSU Yasuyoshi (30412282)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 栗田多喜夫 (10356941)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
8. 柳原宏和 (70342615)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 若木宏文 (90210856)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 藤越康祝 (40033849)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 山形孝志 (20813231)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. 植松良公 (40835279)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Yamada Hiroshi 山田 宏

YAMADA Hiroshi 山田 宏

Research Projects

Research Products

Co-Researchers

Development and application of weighted adjacency matrix estimation methods based on multivariate dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Applying Spectral Graph Theory to Spatial EconometricsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Econometric analysis of time series and panel data using factor models and penalization methods: theory and applications

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Statistical Analysis of High-Dimensional DataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bridge Filter: A New Filter ClassPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Business Cycle Synchronization and Developing Business Cycle IndicatorsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Business Cycle Analysis Using Band-Pass FilterPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Developing New Business Cycle Composite Indicators Using Wavelet AnalysisPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

OLS残差の和分系列を用いた検定手法に関する研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Analysis of stationary ans non-stationary economic time series with structural changes

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] A New Perspective on Moran’s Coefficient: Revisited2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Spatial Smoothing Using Graph Laplacian Penalized Filter2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A unified perspective on some autocorrelation measures in different fields: A note2023

Author(s)

Journal Title

DOI

Data Source

Yamada Hiroshi 山田宏

YAMADA Hiroshi 山田宏