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YAMAGUCHI Keiko  山口 圭子

ORCIDConnect your ORCID iD *help
Researcher Number 60534964
Other IDs
Affiliation (based on the past Project Information) *help 2019: 兵庫県立大学, 国際商経学部, 講師
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
時系列分析 / 経済統計学 / 計量経済学 / 長期記憶モデル / 構造変化
Except Principal Investigator
国際会計基準 / 会計制度 / ビジネス慣行 / グローバル経済 / 経済政策
  • Research Projects

    (3 results)
  • Research Products

    (5 results)
  • Co-Researchers

    (16 People)
  •  Structural change in semiparametric long memory time seriesPrincipal Investigator

    • Principal Investigator
      YAMAGUCHI Keiko
    • 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 modelsPrincipal 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 parameter2012

    • 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 Breaks2012

    • 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 Topics2012

    • 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 dataIII2012

    • 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
  • 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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