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YAMAMOTO Taku  山本 拓

ORCIDConnect your ORCID iD *help
… Alternative Names

山本 拓  ヤマモト タク

TAMAMOTO Taku  山本 拓

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Researcher Number 50104716
Other IDs
External Links
Affiliation (based on the past Project Information) *help 2017 – 2018: 一橋大学, 名誉教授
2016: 一般財団法人統計研究会, 調査研究部, 研究フェロー
2015: (財)統計研究会, その他部局等, その他
2008 – 2014: Nihon University, 経済学部, 教授
2007: Hitotsubashi University, Graduate School of Economics, Professor … More
2006: 一橋大学, 大学院経済学研究科, 教授
2002 – 2005: 一橋大学, 大学院・経済学研究科, 教授
1999 – 2002: 一橋大学, 経済学部, 教授
1999: Hitotsubashi University, Professor, Department of Economics, 大学院・経済学研究科, 教授
1998: 一橋大学, 大学院経済学研究所, 教授
1996: 一橋大学, 経済学部, 教授
1992 – 1994: 一橋大学, 経済学部, 教授
1988 – 1990: Institute of Socio-Economic Planning, University of Tsukuba, 社会工学系, 教授
1987: Faculty of Economics, Yokohama National University, Proffesor, 経済学部, 教授
1986: Associate Professor, Faculty of Economics, Yokohama National University, 経済学部, 助教授 Less
Review Section/Research Field
Principal Investigator
Economic statistics / Economic statistics / 統計学
Except Principal Investigator
Economic statistics / 統計学 / Public finance/Monetary economics / Economic statistics
Keywords
Principal Investigator
時系列分析 / 計量経済学 / ワルド検定 / 構造変化 / Econometrics / 時系列モデル / Wald検定 / 計量経済モデル / 人口統計 / 標本調査 … More / 小地域統計 / 経済統計 / 政府統計 / ラグ変数追加法 / パネル分析 / 統計数学 / 経済統計学 / VARモデル / 単位根 / 非定常性 / 国際情報交流 / 家計調査の改善と応用 / 標本調査票 / 人口予測 / 統計の秘匿 / 地域統計 / SNA / 匿名化 / パネル・データ / パネルデータ / 季節調整 / データの匿名化 / Expectation / Econometric Theory / Structural Change / 期待 / 計量モデル / 日本経済 / Statistical Mathematics / Economic Policy / Panel Data Analysis / Economic Statistics / 経済政策 / Simulation / Financial series / Wavelet / Structural change / Mathematical finance / Finance / Statistical theory / Time series analysis / 長期因果性 / 漸近展開 / 権利行使価格 / バリアー・オプション / 裁定価格理論 / デリバティブ / バリュー・アット・リスク / 信用スプレッド / MCMC手法 / 非定常VARモデル / 共和分 / シミュレーション / 金融時系列 / ウェーブレット / 数理ファイナンス / ファイナンス / 統計理論 / Monte Carlo experiments / VAR models / Time series model / Variable lag / Lag augmentation / Wald test / Hypothesis test / Econometric models / 小標本特性 / ベクトル自己回帰モデル / 非定常時系列分析 / モンテカルロ実験 / 可変ラグ / 仮説検定 / ミクロ経済データ / 政府公表系列 / マクロ時系列 / GDP統計 / 季節調整法 / ベンチマーク法 / ベンチマーク問題 / 季節調節法 / ミクロ統計データ / マクロ時系列データ / 数理統計学 / ラグ変数追加 / 正規近似 / 定数項除去法 / パネルデータ分析 / 単位根検定 / バイアス修正 / 漸近理論 / 小標本バイアス / シミュレーション実験 / 最小二乗法 / 検定のサイズ / 経済変動 / マクロ経済データ / モンテ・カルロ実験 / 検出力 / 検定 / 自己回帰モデル / 大標本理論 / ダ-ビン・ワトソン統計量 / トレンド変数 / 線型回帰モデル … More
Except Principal Investigator
Time Series Analysis / 時系列分析 / 為替レート / 計量経済分析 / Econometric Analysis / 非定常性 / 日本経済 / 計量分析 / 金融市場 / Open Macroeconomic Policy / Expectations Formation / Speculative Bubbles / Capital Mobility / The Exchange Rate / Balance-of-Payments Imbalances / Macroeconometric Model / 期待 / 国際金融 / 国際収支 / マクロ計量経済モデル / 解放マクロ政策 / 期待形成 / 投機的バブル / 内需拡大 / 資本移動 / 貿易黒字 / マクロ計量モデル / Exchange Rate / Consumption function / Unit Roots / Bayesian Analysis / Economic Analysis / Rational Expectation / 消費関数 / 単位根 / ベイズ・モデル / 合理的期待 / Asymptotic Expansions / Small Sample Properties / Empirical Likelihood Method / Generalized Method of Moments / Semiparametric Econometrics / 生存時間解析 / 質的変量分析 / ノンパラメトリック分析 / セミパラメトリック分析 / 計量ファイナンス / 漸新展開 / 計量経済モデル / ノンパラメトリック法 / 漸近展開 / 小標本分布 / 経験尤度法 / GMM法 / セミパラメトリック法 / Contingent Claims / Statistical Time Series Analysis / Semi-Martingale Processes / Continuous Diffusion Processes / Credit Risks / Interest Risks / Financial Risks / 派生証券 / 統計的時系列解析 / セミ・マルチンゲール過程 / 連続拡散過程 / 信用リスク / 金利リスク / 金融リスク / Asset Prices / Swap Contracts / Financial Time Series / Unit Root Tests / Co-integration / Non-stationarity / オプション理論 / フィルター理論 / 長記憶時系列 / 拡散過程 / 時系列モデル / 計量モデル / 資本市場 / 資産価格 / スワップ契約 / 金融時系列 / 単位根検定 / 共和分関係 / Kalman Filter / Factor Models / Stock Returns / Finance / Japanese Economy / Financial Market / 非正規性 / 時系列 / 確率過程 / カルマン・フィルタ- / 因子モデル / 株式収益率 / ファイナンス / 正準相関係数 / 潜在構造モデル / ベイズ推定 / 非線形モデリング / パネル構造方程式 / 共分散構造分析 / 高次元モデリング / 高次元多変量解析 / 尤度比統計量 / 計量経済手法 / 構造方程式モデル / 多変量モデル / 計量経済統計 / シミュレーション / 高次元モデリング手法 / 高次元漸近理論 / 高次元推測理論 / 高次元多変量データ Less
  • Research Projects

    (18 results)
  • Research Products

    (76 results)
  • Co-Researchers

    (46 People)
  •  Proposals for economic and official statistics in the perspective of theoretical statistics and applicationsPrincipal Investigator

    • Principal Investigator
      Yamamoto Taku
    • Project Period (FY)
      2015 – 2018
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
      The Institute of Statistical Research
  •  Theoretical Foundations and Applications of Economic and Official StatisticsPrincipal Investigator

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2011 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Nihon University
  •  Statistical Inference for High-Dimensional Data and Its Applications

    • Principal Investigator
      SUGIYAMA Takakazu
    • Project Period (FY)
      2009 – 2011
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Economic statistics
    • Research Institution
      Soka University
      Chuo University
  •  Econometric Analysis of the Panel Unit Root : Case Where Cross Section Dimension is FinitePrincipal Investigator

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2008 – 2010
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Nihon University
  •  Economerric theory and EmpiricalApplications of Panel Data AnalysisPrincipal Investigator

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2005 – 2007
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Research on Statistical Theory and Time Series Analysis for Mathematical FinancePrincipal Investigator

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2002 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Semiparametric Econometrics

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      University of Tokyo
  •  Measuring Financial Risks

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      1999 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Faculty of Economics, University of Tokyo
  •  Lag Augmentation in Dynamic Econometric ModelsPrincipal Investigator

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      1998 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  動学的計量モデルの推定におけるバイアス修正とその効果Principal Investigator

    • Principal Investigator
      山本 拓
    • Project Period (FY)
      1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  日本経済の変動・構造変化についての非定常時系列分析Principal Investigator

    • Principal Investigator
      山本 拓
    • Project Period (FY)
      1994
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  漸近正規分布に基づく単位根の検定Principal Investigator

    • Principal Investigator
      山本 拓
    • Project Period (FY)
      1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi 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
  •  トレンドを持つ説明変数とダ-ビン・ワトソン統計量Principal Investigator

    • Principal Investigator
      山本 拓
    • Project Period (FY)
      1989
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      University of Tsukuba
  •  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
  •  Theory of Structural Change and Japanese EconomyPrincipal Investigator

    • 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
  •  Trade Surpluses, the Exchange Rate, and Open Macroeconomic Policies Including the Expansion of Domestic Demand -- Theory and Empirical Studies

    • Principal Investigator
      ONITSUKA Yusuke
    • Project Period (FY)
      1986 – 1987
    • Research Category
      Grant-in-Aid for Co-operative Research (A)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      The Yokohama National 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 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2003 Other

All Journal Article Presentation Book

  • [Book] 統計と日本社会-データサイエンス時代の展開2019

    • Author(s)
      国友 直人、山本 拓(編著)、柳川 尭、椿 広計、鈴木 督久、山口 景子、佐和 隆光、 竹村 彰通、中西 寛子、青山 和裕、下川 敏雄、深尾 京司、池内 健太、多田 洋介、阿向 泰二郎、川崎 茂、美添 泰人、北村 行伸
    • Total Pages
      304
    • Publisher
      東京大学出版会
    • ISBN
      9784130434010
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Book] 動学的パネルデータ分析2011

    • Author(s)
      千木良弘朗・早川和彦・山本拓
    • Total Pages
      338
    • Publisher
      知泉書館
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Book] 動学的パネルデータ分析2011

    • Author(s)
      千木良弘朗、早川和彦、山本拓
    • Total Pages
      338
    • Publisher
      知泉書館
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Book] 動学的パネルデータ分析2011

    • Author(s)
      山本拓, 他
    • Total Pages
      338
    • Publisher
      知泉書館
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] 経済統計・政府統計の理論と応用 20192019

    • Author(s)
      国友 直人、山本 拓、久保川 達也 編
    • Journal Title

      CIRJE Research Report Series

      Volume: 25 Pages: 1-162

    • Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の理論と応用 20182018

    • Author(s)
      国友直人、山本拓、久保川達也編
    • Journal Title

      CIRJE Research Report Series

      Volume: 24 Pages: 1-146

    • Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の理論と応用 20172017

    • Author(s)
      国友直人・山本拓・久保川達也編
    • Journal Title

      CIRJE Rsearch Report Series

      Volume: 23 Pages: 1-126

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の理論と応用20162016

    • Author(s)
      山本拓・国友直人・川崎能典編
    • Journal Title

      CIRJE RESEARCH REPORT SERIES

      Volume: 21 Pages: 1-127

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用IV2015

    • Author(s)
      国友直人・山本拓 共編
    • Journal Title

      CIRJE報告書R-18( 東京大学経済学部)

      Volume: CIRJE-R-18

    • Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 共和分分析に基づく予測とその応用2014

    • Author(s)
      山本拓
    • Journal Title

      日本統計学会雑誌

      Volume: 43 Pages: 315-334

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Evaluation of Statistical Methods for Forecasting Mortality: The Lee-Carter Method and Its Alternative2014

    • Author(s)
      Taku Yamamoto,Hiroaki Chigira and Chisako Yamamoto
    • Journal Title

      Proceedings of the 59th World Statistics Conference

      Volume: 59th Pages: 3506-3511

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] ASEAN+3の最適通貨圏形成に関する計量分析2014

    • Author(s)
      山本拓,武藤誠
    • Journal Title

      商学論究(関西学院大学商学部)

      Volume: 61 Pages: 49-67

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用‐III2014

    • Author(s)
      川崎能典・国友直人・山本拓 共編
    • Journal Title

      CIRJE報告書 R-16

      Volume: CIRJE-R-16

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用II2013

    • Author(s)
      国友直人・山本拓 編
    • Journal Title

      CIRJE-R-12研究報告書

      Volume: CIRJE-R-12

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Effect of Violation of the Normal Assumption on MI and ML Estimators in the Analysis of Incomplete Data2012

    • Author(s)
      北條新太郎・山本倫生・狩野裕
    • Journal Title

      Proceedings of Statistical Inference for High-Dimensional Data and Its Applications(杉山高一編集)(絢文社)

      Volume: 1 Pages: 70-79

    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] 経済統計・政府統計の数理的基礎と応用-I2012

    • Author(s)
      国友直人・山本拓共編
    • Journal Title

      CIRJE RESEARCH REPORT SERIES

      Volume: 10 Pages: 179-179

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] 小標本特性に優れたパネル単位根検定2012

    • Author(s)
      千木良弘朗、山本拓
    • Journal Title

      Proceedings of Statistical Inference for High-Dimensional Data and Its Applications(杉山高一編集)(絢文社)

      Volume: 1 Pages: 49-58

    • NAID

      120005261198

    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] The Effect of Estimating Parameters onLong-Term Forecasts for CointegratedSystems2012

    • Author(s)
      Chigira, H. and Taku, Y
    • Journal Title

      Journal of Forecasting

      Volume: Vol. 31, No.4 Issue: 4 Pages: 344-360

    • DOI

      10.1002/for.1230

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530205, KAKENHI-PROJECT-23243039
  • [Journal Article] 小標本特性に優れたパネル単位根検定2011

    • Author(s)
      千木良弘朗, 山本拓
    • Journal Title

      Tohoku Economics Research Group Discussion Paper

      Volume: 268 Pages: 17-17

    • NAID

      120005261198

    • Data Source
      KAKENHI-PROJECT-23243039
  • [Journal Article] Forecasting in Large Cointegrated Systems2009

    • Author(s)
      Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Journal of Forecasting 26

      Pages: 631-650

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Journal Article] Forecasting in Large Cointegrated Systems2009

    • Author(s)
      千木良弘朗, 山本拓
    • Journal Title

      Journal of Forecasting Vol.26

      Pages: 631-650

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Journal Article] Forecasting in Large Cointegrated Systems2009

    • Author(s)
      Yamamoto, T.
    • Journal Title

      Journal of Forecasting

      Volume: 26巻 Pages: 631-650

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] Forecasting in Large Cointegrated Systems2009

    • Author(s)
      山本拓
    • Journal Title

      Journal of Forecasting 26

      Pages: 631-650

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Journal Article] 非定常な動学的パネル分析:展望2008

    • Author(s)
      早川和彦・千木良弘朗・山本 拓
    • Journal Title

      経済研究 59(2)

      Pages: 126-138

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 非定常な動学的パネル分析 : 展望2008

    • Author(s)
      早川和彦, 千木良弘朗, 山本拓
    • Journal Title

      経済研究 59

      Pages: 126-138

    • Data Source
      KAKENHI-PROJECT-20530177
  • [Journal Article] 非定常な動学的パネル分析:展望2008

    • Author(s)
      早川和彦・千木良弘朗・山本 拓
    • Journal Title

      経済研究 (印刷中)

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 非定常な動学的パネル分析2008

    • Author(s)
      早川和彦、千木良弘朗、山本拓
    • Journal Title

      展望、経済研究 Vol.59

      Pages: 126-138

    • Data Source
      KAKENHI-PROJECT-20530177
  • [Journal Article] Non-Stationary Dyanamic Panel Data Models(in Japaneses)2008

    • Author(s)
      Kazuhiko, Hayakawa, Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Keizai, Kenkyu (in press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Hiroshima Economic Review 31(1)

      Pages: 21-34

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods 36

      Pages: 981-1003

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki Chigira and Taku Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods 36

      Pages: 981-1003

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Finite Sample Modification of the Granger Non-Causality Test in Cointegrated Vector Autoregressions2007

    • Author(s)
      Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Communications in Statistics, Theory and Methods (forthcomig)

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Hiroshima Economic Review 31-1

      Pages: 21-34

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46・2

      Pages: 159-176

    • NAID

      110007629882

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis (forthcoming)

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 経済における時系列分析:概観と展望2006

    • Author(s)
      山本 拓
    • Journal Title

      日本統計学会雑誌 36・1(forthcoming)

    • NAID

      110004717821

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Time Series Analysis in Economics: Overview(in Japanese)2006

    • Author(s)
      Taku, Yamamoto
    • Journal Title

      Journal of the Japan Statistical Society(J Series) 35-2

      Pages: 81-101

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] 経済における時系列分析:概観と展望2006

    • Author(s)
      山本 拓
    • Journal Title

      日本統計学会雑誌 35(2)

      Pages: 81-101

    • NAID

      110004717821

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis 27(5)

      Pages: 703-723

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006

    • Author(s)
      Taku Yamamoto, Eiji Kurozumi
    • Journal Title

      Journal of Time Series Analysis Vol.27・No.5

      Pages: 703-723

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Tests for Long-Run Granger Non Causality in Cointegrated Systems2006

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Journal of Time Series Analysis 28-4

      Pages: 703-723

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Equivalence of Two Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji, Kurozumi, Hiroaki, Chigira, Taku, Yamamoto
    • Journal Title

      Econometric Theory 21-4

      Pages: 870-875

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005

    • Author(s)
      Taku, Yamamoto, Eiji, Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46-2

      Pages: 159-175

    • NAID

      110007629882

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji Kurozumi, Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Econometric Theory 21・4

      Pages: 870-875

    • NAID

      120000823627

    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji Kurozumi, Hiroaki Chigira and Taku Yamamoto
    • Journal Title

      Econometric Theory 21(4)

      Pages: 870-875

    • NAID

      120000823627

    • Description
      「研究成果報告書概要(和文)」より
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005

    • Author(s)
      Taku Yamamoto and Eiji Kurozumi
    • Journal Title

      Hitotsubashi Journal of Economics 46(2)

      Pages: 159-175

    • NAID

      110007629882

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      Eiji Kurozumi, Hiroaki Chigira, Taku Yamamoto
    • Journal Title

      Econometric Theory (forthcoming)

    • NAID

      120000823627

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      山本 拓
    • Journal Title

      Econometric Theory Vol.21(forthcoming)

    • NAID

      120000823627

    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] Equivalence of Two Expressions of the Impact Matrix2005

    • Author(s)
      黒住英司, 千木良弘朗, 山本拓
    • Journal Title

      Econometric Theory (印刷中)

    • NAID

      120000823627

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] Finite Sample Properties of the Granger Non-Causality Test in Possibly Cointegrated Systems2003

    • Author(s)
      山本拓, 千木良弘朗
    • Journal Title

      Bulletin of the International statistical Institute 60

      Pages: 666-667

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] Finite Sample Properties of the Granger Non-Causality Test in Possibly Cointegrated Systems2003

    • Author(s)
      Taku Yamamoto, Hiroaki Chigira
    • Journal Title

      Bulletin of the International Statistical Institute 60

      Pages: 666-667

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Presentation] Statistical Inference in Regression Models with Possibly Integrated Processes2019

    • Author(s)
      千木良 弘朗、 山本 拓
    • Organizer
      科学研究プロジェクト「経済統計・政府統計の理論と応用」研究集会
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] GMM When Regressors are Exogenous2018

    • Author(s)
      Yamamoto Taku、Chigira Hiroaki
    • Organizer
      23rd International Conference on Computational Statistics (Compstat 2018)
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] 真のデータに線形制約がある際の観測誤差の修正-国民経済計算の場合2017

    • Author(s)
      千木良 弘朗, 山本 拓
    • Organizer
      カンファレンス「経済統計・政府統計の理論と応用」
    • Place of Presentation
      東京大学経済学部
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] Forecasting Mortality: Some Recent Developments2017

    • Author(s)
      Yamamoto Tkau、Chigira Hiroaki
    • Organizer
      IISES 33rd International Academic Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] Forecasting mortality: Some recent developments2017

    • Author(s)
      Yamamoto, T., and Chigira, H.
    • Organizer
      83rd International Atlantic Economic Conference
    • Place of Presentation
      Berlin, Germany
    • Year and Date
      2017-03-22
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] An approach to the errors-in-variables regression model2016

    • Author(s)
      Yamamoto, T., Muto, M. and Nakatsuma, T.
    • Organizer
      23rd International Conference on Computational Statistics (COMPSTAT 2016)
    • Place of Presentation
      Oviedo, Spain
    • Year and Date
      2016-08-22
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] On the Treatment of Measurement Error Regression Model2016

    • Author(s)
      Yamamoto, T.
    • Organizer
      International Institute of Social and Economic Sciences(21st International Academic Conference)
    • Place of Presentation
      Miami (USA)
    • Year and Date
      2016-02-10
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] An Approach to the Errors-in-Variables Regression Model2016

    • Author(s)
      Yamamoto, T. , Muto, M. , Nakatsuma, T.
    • Organizer
      81st International Atlantic Economic Conference
    • Place of Presentation
      Lisbon (Portugal)
    • Year and Date
      2016-03-17
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15H01943
  • [Presentation] 観測誤差と線形制約を伴う真のデータの推定に関する新たな近接法2015

    • Author(s)
      千木良 弘朗, 山本 拓
    • Organizer
      研究集会「経済統計・政府統計の数理的基礎と応用2014」
    • Place of Presentation
      東京大学(東京都文京区)
    • Year and Date
      2015-01-31
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] Evaluation of Statistical Methods for Forecasting Mortality: The Lee-Carter Method and Its Alternative2013

    • Author(s)
      Taku Yamamoto,Hiroaki Chigira and Chisako Yamamoto
    • Organizer
      59th World Statistics Congress
    • Place of Presentation
      Hong Kong Convention and Exhibition Centre ( Hong Kong,China)
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] 共和分分析に基づく予測とその応用2013

    • Author(s)
      山本拓
    • Organizer
      2013統計関連学会連合大会
    • Place of Presentation
      大阪大学(豊中市)
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] Lee-Carter予測に関する時系列分析の理論的な長所と短所の解明と代替的予測法の提案2012

    • Author(s)
      千木良 弘朗, 山本 拓
    • Organizer
      研究集会「経済統計・政府統計の数理的基礎と応用2012」
    • Place of Presentation
      青森公立大学 (青森市)
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] Lee-Carter予測に関する時系列分析の理論的視点からの評価と代替案2012

    • Author(s)
      千木良 弘朗, 山本 拓.
    • Organizer
      『わが国の長寿化の要因と社会・経済に与える影響に関する人口学的研究』研究会
    • Place of Presentation
      国立社会保障・人口問題研究所
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] A New Test for a Unit Root in Dynamic Heterogeneous Panel Data Models2011

    • Author(s)
      Chigira, Hiroaki, Yamamoto, Taku
    • Organizer
      58^<th> World Congress of the International Statistical Institute
    • Place of Presentation
      Dublin, Ireland
    • Year and Date
      2011-08-23
    • Data Source
      KAKENHI-PROJECT-23243039
  • [Presentation] A New Test for a Unit Root in Dynamic Heterogeneous Panel Data Models2011

    • Author(s)
      Chigira, H., Yamamoto, T.
    • Organizer
      58th World Congress of the International Statistical Institute
    • Place of Presentation
      Dublin, Ireland
    • Year and Date
      2011-08-23
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems2010

    • Author(s)
      山本拓
    • Organizer
      19^<th> International Conference on Computational Statistics (COMPSTAT2010)
    • Place of Presentation
      Paris
    • Year and Date
      2010-08-24
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Presentation] The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems2010

    • Author(s)
      Hiroaki Chigira, Taku Yamamoto
    • Organizer
      19th International Conference on Computational Statistics
    • Place of Presentation
      Paris
    • Year and Date
      2010-08-24
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems2010

    • Author(s)
      Hiroaki Chigira and Taku Yamamoto
    • Organizer
      19th International Conference on Computational Statistics
    • Place of Presentation
      フランス
    • Data Source
      KAKENHI-PROJECT-21330049
  • [Presentation] The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems2010

    • Author(s)
      千木良弘朗, 山本拓
    • Place of Presentation
      パリ
    • Year and Date
      2010-08-24
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Presentation] Cointegration, Integration and Long-term Forecasting2009

    • Author(s)
      Hiroaki Chigira, Taku Yamamoto
    • Organizer
      4^<th> Japanese-European Bayesian Econometrics and Statistics Meeting
    • Place of Presentation
      バルセロナ(スペイン)
    • Year and Date
      2009-08-23
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Presentation] Cointegration, Integration and Long-term Forecasting2009

    • Author(s)
      千木良弘朗, 山本拓
    • Organizer
      4th Japanese-European Bayesian Econometrics and Statistics Meeting
    • Place of Presentation
      バルセロナ
    • Year and Date
      2009-08-23
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Presentation] Cointegration, Integration, and Long-term Forecasting2009

    • Author(s)
      山本拓, 千木良弘朗
    • Organizer
      67th International Atlantic Economic Conference
    • Place of Presentation
      ローマ
    • Year and Date
      2009-03-12
    • Data Source
      KAKENHI-PROJECT-20530177
  • [Presentation] Forecasting in Large Cointegrated Systems2007

    • Author(s)
      Taku, Yamamoto
    • Organizer
      International Atlantic Economic Society Spring Meeting
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2007-03-15
    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Presentation] Forecasting in Large Cointegrated Systems2007

    • Author(s)
      Taku Yamamoto
    • Organizer
      International Atlantic Economic Society
    • Place of Presentation
      Madrid, Spain
    • Year and Date
      2007-03-15
    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-17203016
  • [Presentation] Forecasting Mortality: Some Analytical, Experimental and Empirical Evidences

    • Author(s)
      Taku Yamamoto, Hiroaki Chigira, Chisako Yamamoto
    • Organizer
      21th International Conference on Computational Statistics
    • Place of Presentation
      The International Conference Centre Geneva, Geneve (Switherland)
    • Year and Date
      2014-08-19 – 2014-08-22
    • Data Source
      KAKENHI-PROJECT-23243039
  • 1.  KUNITOMO Naoto (10153313)
    # of Collaborated Projects: 11 results
    # of Collaborated Products: 9 results
  • 2.  TSUKUDA Yoshihiko (10091836)
    # of Collaborated Projects: 4 results
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  • 3.  WAGO Hajime (00091934)
    # of Collaborated Projects: 4 results
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  • 4.  SHIBA Tsunemasa (90187386)
    # of Collaborated Projects: 4 results
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  • 5.  MORIMUNE Kimio (20109078)
    # of Collaborated Projects: 4 results
    # of Collaborated Products: 0 results
  • 6.  CHIIRA Hiroaki (30447122)
    # of Collaborated Projects: 3 results
    # of Collaborated Products: 24 results
  • 7.  SATO Seishou (60280525)
    # of Collaborated Projects: 3 results
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  • 8.  UNAYAMA Suguru (20348840)
    # of Collaborated Projects: 3 results
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  • 9.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 2 results
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  • 10.  KAWASAKI Yoshinori (70249910)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 3 results
  • 11.  TSUCHIYA Takahiro (00270413)
    # of Collaborated Projects: 2 results
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  • 12.  HOSHINO Nobuaki (00313627)
    # of Collaborated Projects: 2 results
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  • 13.  KUBOKAWA Tatsuya (20195499)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 3 results
  • 14.  TAKAOKA Makoto (60376663)
    # of Collaborated Projects: 2 results
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  • 15.  YAJIMA Yoshihiro (70134814)
    # of Collaborated Projects: 2 results
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  • 16.  TAKAHASHI Hajime (70154838)
    # of Collaborated Projects: 2 results
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  • 17.  OHMORI Yasuhiro (60251188)
    # of Collaborated Projects: 2 results
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  • 18.  KUROZUMI Eiji (00332643)
    # of Collaborated Projects: 2 results
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  • 19.  SUGIYAMA Takakazu (70090371)
    # of Collaborated Projects: 1 results
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  • 20.  FUJIKOSHI Yasunori (40033849)
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  • 21.  KAMAKURA Toshinari (40150031)
    # of Collaborated Projects: 1 results
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  • 22.  KANO Yutaka (20201436)
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  • 23.  MURAKAMI Hidetoshi (60453677)
    # of Collaborated Projects: 1 results
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  • 24.  TUKADA Shinnichi (10319022)
    # of Collaborated Projects: 1 results
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  • 25.  TAKEDA Yuichi (90349241)
    # of Collaborated Projects: 1 results
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  • 26.  SAKAORI Fumitake (90386475)
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  • 27.  KAMIYA Tazuya (50201439)
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  • 28.  TSUKAHARA Hideatsu (10282550)
    # of Collaborated Projects: 1 results
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  • 29.  NAWATA Kazumitsu (00218067)
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  • 30.  HAYAKAWA Takeshi (00000183)
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  • 31.  TANAKA Katsuto (40126595)
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  • 32.  KUWANA Yoichi (30272769)
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  • 37.  ONITSUKA Yusuke (00028052)
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  • 38.  HIRAYAMA Kenjiro (70165207)
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  • 42.  深尾 京司 (30173305)
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  • 43.  川崎 茂 (40631304)
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  • 44.  早川 和彦 (00508161)
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  • 45.  金子 隆一 (30415814)
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  • 46.  HAYASHI Masayoshi
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