Rchr
J-GLOBAL ID:200901090856308720   Update date: Aug. 31, 2022

Nakagawa Mitsuru

ナカガワ ミツル | Nakagawa Mitsuru
Affiliation and department:
Research field  (1): Economic statistics
Research keywords  (1): Economical Statistics
Research theme for competitive and other funds  (6):
  • 非線形経済システムの統計的性質の研究
  • 非定常時系列に関する検定法の研究
  • Markor Switching Modelの研究
  • Study on the statistical properties of non-linear economic systems.
  • Study on methods of testing of non-stationary time series.
Show all
MISC (9):
  • Nakagawa Mitsuru. Unit root tests with discontinuous trend based on the weighted symmetric estimator. Journal of economics. 2001. 101. 4. 21-37
  • Finite Sample Properties of the Coefficient Tests for Unit Root Tests with Discontinuous Trend. Osaka City University Economic Review. 2001. 36. 2. 61-75
  • Unit Root Tests with Discontinuous Trend based on the Weighted SYmmetric Estimator. The Eeizaigaku Zasshi (Journal of Economics). 2001. 101. 4. 21-37
  • The Discontinuous Trend Unit Root Test When the Break Point is Misspecified. (共著). Mathematics and Computers in Simulation. 1999
  • Markor Switching Modelを用いた日米の景気循環分析. 経済論叢. 1997. 159. 1-2. 71-86
more...
Books (1):
  • Power Comparisons of Discontinuous Trend Unit Root Tests.
    Nonlinear Statistical Modeling, Cambrdge University Press 2001
Education (4):
  • - 1996 Kyoto University
  • - 1996 Kyoto University Graduate School, Division of Economics
  • - 1987 Kyoto University Faculty of Economics Department of Economics
  • - 1987 Kyoto University Faculty of Economics
Professional career (1):
  • Master of Economics
Association Membership(s) (2):
日本統計学会 ,  日本経済学会
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