MORIMUNE Kimio 森棟公夫

Researcher Number	20109078
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Affiliation (based on the past Project Information) *help	2011: 椙山女学園大学, 現代マネジメント学部, 教授 2005: Kyoto University, Graduate school of economics, professor, 経済研究所, 教授 2003 – 2005: 京都大学, 経済学研究科, 教授 2004: 京都大学, 大学院・経済学研究所, 教授 2001 – 2002: 京都大学, 大学院・経済学研究科, 教授 1992 – 2000: 京都大学, 経済研究所, 教授 1986 – 1990: Professor, The Kyoto Institute of Economic Research, Kyoto University, 経済研究所, 教授
Review Section/Research Field	Principal Investigator Economic statistics / 統計学 / Economic statistics Except Principal Investigator Economic statistics / 統計学 / Statistical science / Public finance/Monetary economics / Economic statistics
Keywords	Principal Investigator Econometrics / unit root / 共和分 / 単位根 / cointegration / ボラティリティ / 計量経済学 / 構造変化 / 収益率 / ランダム・ウォーク … More / ノイズ / 間引き標本 / シミュレーション / スペシフィケーション・バイアス / バイアス / 二次モーメント / 二次モーメント推定 / 二次モーメントバイアス / クロス・ボラティリティ / 高頻度データ / マーケット・マイクロストラクチャー・ノイズ / 完全情報最尤法 / 三段階最小2乗法 / 同時方程式モデル / FIML推定量 / LIML推定量 / モカテカルロ実験 / 2SLS推定量 / Full Information Method / Three Stage Least Squares / Asymptotic Expansion / Small Sample Analyses / 同時方程式 / ランダムウォーク / 誤差修正モデル / ベクトル自己回帰 / ランダムウォーク / simultaneous equation / random walk / error correction model / voctor auto-regression / マクロ経済 / 因果性 / 貨幣供給量 / Cointegration / Unit root / Macro economics / Causality / Structural change / 自己回帰移動平均過程 / 連検定 / ベクトル時系列 / Bootstrap / Nonparametric / ブラウン運動 / 長期均衡 / トレンド / autoregressive moving average / cointegation / volatility / run test / 連立方程式推定 / 最尤推定量 / 三段階最小2乗推定量 / 非線型回帰 / 同時連立方程式 / 尤度比検定 / ラグランジェ乗数検定 / Simul taneous Equations Model / Maximum Likelihood Estimator … More Except Principal Investigator 時系列分析 / 小地域統計 / 人口予測 / 日本経済 / Time Series Analysis / センサスレジスター / 人口センサスの代替法 / 人口変動 / データリンケージ / 世界人口センサス / センサスの精度 / 金融市場 / 計量分析 / 非定常性 / Econometric Analysis / 計量モデル / 時系列モデル / 漸近理論 / 計量経済学 / Bootstrap / 世界人口ヤンサス / ヤンサスの精度 / 人口研究 / 社会変動 / 高齢化 / 社会人口 / ファイナンス / 株式収益率 / 因子モデル / カルマン・フィルタ- / 確率過程 / 時系列 / 非正規性 / Financial Market / Japanese Economy / Finance / Stock Returns / Factor Models / Kalman Filter / 計量経済分析 / 共和分関係 / 単位根検定 / 金融時系列 / スワップ契約 / 資産価格 / 資本市場 / 拡散過程 / 長記憶時系列 / フィルター理論 / オプション理論 / Non-stationarity / Co-integration / Unit Root Tests / Financial Time Series / Swap Contracts / Asset Prices / 数理統計学 / 多変量解析 / Mathematical Statistics, / Asymptotic Theory, / Multivariate Analysis / 株式持合 / コ-ポレート・ガバナンス / メイン・バンク制 / 経営不振と銀行 / 円・ドル交換比率 / 貨幣需要 / バブル経済 / 資産価格決定論 / 現代景気循環論 / Intercorporate shareholding / Corporate governance / Main bank system / Distress and Bank / Yen-dollar rate / Money demand / セミパラメトリック法 / EL法 / モーメント条件 / ブーストラップ法 / Empirical likelihood / First order asymptotics / GMM / Heterogeneity test / Higher order asymptotics / Semiparametric estimation / Semiparametric Paradox / 経験尤度関数 / シュミレーション / 時系列解析 / 因果性 / ジャンプ付拡散過程 / セミパラメトリック推定 / シミュレーション / Semiparametric methods / EL estimation / Moment conditions / 合理的期待 / ベイズ・モデル / 単位根 / 消費関数 / 為替レート / Rational Expectation / Economic Analysis / Bayesian Analysis / Unit Roots / Consumption function / Exchange Rate / 構造変化 / 計量経済モデル / 期待 / Econometrics / Structural Change / Econometric Theory / Expectation Less

金融時系列分析におけるノンパラメトリック・ボラティリティ推定Principal Investigator
- Principal Investigator
  
  森棟公夫
- Project Period (FY)
  2011 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Sugiyama Jogakuen 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
Qualitative and Quantitative Analyses of the Non-stationary VariablesPrincipal Investigator
- Principal Investigator
  
  MORIMUNE Kimio
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
2000年世界人口センサスの方法的展開と社会意義にかんする多面的研究-構造転換期における統計情報と行政情報の接合・総合分析-
- Principal Investigator
  
  濱砂敬郎
- Project Period (FY)
  2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kyushu University
2000年世界人口センサスの方法的展開と社会意義にかんする多面的研究-構造転換期における統計情報と行政情報の接合・総合分析-
- Principal Investigator
  
  濱砂敬郎
- Project Period (FY)
  1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kyushu University
2000年世界人口センサスの可能性と展望にかんする多面的研究
- Principal Investigator
  
  濱砂敬郎
- Project Period (FY)
  1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kyushu University
非定常ベクトル時系列分析Principal Investigator
- Principal Investigator
  
  KIMIO Morimune
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  KYOTO UNIVERSITY
Capital Market and Business Cycle
- Principal Investigator
  
  TACHIBANAKI Toshiaki
- Project Period (FY)
  1995 – 1996
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  KYOTO UNIVERSITY
Cointegration analysis of the vector moving average processPrincipal Investigator
- Principal Investigator
  
  MORIMUNE Kimio
- Project Period (FY)
  1995 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  KYOTO UNIVERSITY
Ideas and Developments in Various Fields of Mathematical Statistics
- Principal Investigator
  
  TAKEMURA Akimichi
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  Statistical science
- Research Institution
  University of Tokyo
Unitroot and Coibtegration in econonetricsPrincipal Investigator
- Principal Investigator
  
  MORIMUNE Kimio
- Project Period (FY)
  1993 – 1994
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  KYOTO UNIVERSITY
Econometric Methods for Financial Markets and Its Applications to Japanese Economy
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1992 – 1993
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Faculty of Economics, University of Tokyo
New Econometric Methods and Their Applications to Japanese Financial Markets
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  University of Tokyo
Properties of Full Information EstimatorsPrincipal Investigator
- Principal Investigator
  
  MORIMUNE Kimio
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Kyoto University
Theory of Structural Change and Japanese Economy
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  University of Tsukuba
  Yokohama National University
Economic Thery and Econometrics of Qualitatiue Response ModelsPrincipal Investigator
- Principal Investigator
  
  MORIMUNE Kimio
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Kyoto University
Economic Analyses of Rational Expectation Hypotheses and Japanese Economy
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  The University of Tokyo

All 2013 2012 2011 2005 2004 2001

All Journal Article Book

[Book] 教養統計学2012
- Author(s)
  森棟公夫
- Total Pages
  244
- Publisher
  新世社
- Data Source
  KAKENHI-PROJECT-23530258
[Book] 教養　統計学2012
- Author(s)
  森棟公夫
- Total Pages
  254
- Publisher
  新世社
- Data Source
  KAKENHI-PROJECT-23530258
[Book] 基礎コース:計量経済学2005
- Author(s)
  森棟公夫
- Total Pages
  303
- Publisher
  新世社
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13630029
[Book] 基礎コース計量経済学2004
- Author(s)
  森棟公夫
- Total Pages
  303
- Publisher
  新世社
- Data Source
  KAKENHI-PROJECT-13630029
[Journal Article] データ作成に反映される人間2013
- Author(s)
  森棟公夫
- Journal Title
  
  椙山人間学研究
  
  Volume: 8 Pages: 209-215
- NAID
  120005991316
- Data Source
  KAKENHI-PROJECT-23530258
[Journal Article] 統計学に現れる人間2012
- Author(s)
  森棟公夫
- Journal Title
  
  社会とマネジメント
  
  Volume: 9 Pages: 47-66
- NAID
  40019247522
- Data Source
  KAKENHI-PROJECT-23530258
[Journal Article] 統計学に現れる人間2012
- Author(s)
  森棟公夫
- Journal Title
  
  社会とマネジメント(椙山女学園大学現代マネジメント学部)
  
  Volume: 9 Pages: 47-66
- NAID
  40019247522
- Data Source
  KAKENHI-PROJECT-23530258
[Journal Article] 地球の大きさと最小2乗法2011
- Author(s)
  森棟公夫
- Journal Title
  
  社会とマネジメント(椙山女学園大学現代マネジメント学部)
  
  Volume: 8 Pages: 111-130
- NAID
  120005991278
- Data Source
  KAKENHI-PROJECT-23530258
[Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005
- Author(s)
  Morimune, K, Y.Hoshino
- Journal Title
  
  Proceedings of MODSIM05
  
  Pages: 131-136
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005
- Author(s)
  Morimune, K, Hoshino, Y
- Journal Title
  
  Proceedings of MODSIMO5 (CD-ROM)
  
  Pages: 2005-2005
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] Testing Homogeneity of A Large Data Set By Bootstrapping2005
- Author(s)
  Morimune, K, Hoshino, Y
- Journal Title
  
  Proceedings of MODSIM 05 (CD-ROM)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330040
[Journal Article] The Discontinuous Trend Unit Root Test with a break interval2004
- Author(s)
  Morimune, Nakagawa
- Journal Title
  
  The Kyoto Economic Review 73
  
  Pages: 41-45
- NAID
  120000906173
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13630029
[Journal Article] The Discontinuous Trend Unit Root Test with a break interval2004
- Author(s)
  morimune
- Journal Title
  
  The Kyoto Economic Review 73
  
  Pages: 41-55
- NAID
  120000906173
- Data Source
  KAKENHI-PROJECT-13630029
[Journal Article] Distribution-free statistical inference for generalized Lorenz dominance based on grouped data2004
- Author(s)
  Murasawa, Morimune
- Journal Title
  
  Mathematics and Computers in Simulation 64
  
  Pages: 133-142
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13630029
[Journal Article] Simultaneous Equation Estimation : exact and approximate distribution of estimates2001
- Author(s)
  Morimune
- Journal Title
  
  International Encyclopedia of the Social & Behavioral Sciences 1
  
  Pages: 14101-14106
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13630029
[Journal Article] Power comparisons of the discontinuous trend unit root tests2001
- Author(s)
  Morimune, Nakagawa
- Journal Title
  
  The Nonlinear Models of Econometric Inference 1
  
  Pages: 349-362
- NAID
  10009946686
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13630029

1. KUNITOMO Naoto (10153313)

# of Collaborated Projects: 5 results

# of Collaborated Products: 0 results
2. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. TSUKUDA Yoshihiko (10091836)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
4. WAGO Hajime (00091934)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
5. SHIBA Tsunemasa (90187386)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
6. 濱砂敬郎 (70039791)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
7. 森博美 (40105854)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
8. 猪木武徳 (00107111)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
9. 松田芳郎 (30002976)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
10. 大屋祐雪 (40037099)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
11. TAKEMURA Akimichi (10171670)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. YANAI Haruo (60010055)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. YOSHIMURA Isao (30010797)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. AKAHIRA Masafumi (70017424)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. HIROTSU Chihiro (60016730)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. TACHIBANAKI Toshiaki (70112000)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. TERUYAMA Hiroshi (30227532)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. ARIGA Kenn (60159506)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. NISHIYAMA Yoshihiko (30283378)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. TANIZAKI Hisashi (60248101)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. HITOMI Kohtaro (00283680)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
22. HAYASHI Fumio (80159095)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. IMAI Haruo (10144396)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. 金谷太郎 (50378957)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. 末石直也 (40596251)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

MORIMUNE Kimio 森棟 公夫

Research Projects

Research Products

Co-Researchers

金融時系列分析におけるノンパラメトリック・ボラティリティ推定Principal Investigator

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Qualitative and Quantitative Analyses of the Non-stationary VariablesPrincipal Investigator

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非定常ベクトル時系列分析Principal Investigator

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Cointegration analysis of the vector moving average processPrincipal Investigator

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Unitroot and Coibtegration in econonetricsPrincipal Investigator

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Properties of Full Information EstimatorsPrincipal Investigator

Principal Investigator

Project Period (FY)

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Research Institution

MORIMUNE Kimio 森棟公夫

[Book] 教養統計学2012

[Book] 教養　統計学2012