山田宏

Yamada Hiroshi

所属機関・部署：
競争的資金等の研究課題 (1件)：

論文 (43件)：

Boosted Whittaker-Henderson Graduation. Mathematics. 2024. 12. 21. 3377
Moran's I for Multivariate Spatial Data. Mathematics. 2024. 12. 17. 2746
Hiroshi Yamada. Boosted HP Filter: Several Properties Derived from Its Spectral Representation. Computational Science and Its Applications - ICCSA 2024: 24th International Conference, Hanoi, Vietnam, July 1-4, 2024, Proceedings, Part II. 2024
Hiroshi Yamada. Geary's c for Multivariate Spatial Data. Mathematics. 2024. 12. 12. 1820
Spatial Smoothing Using Graph Laplacian Penalized Filter. Spatial Statistics. 2024

書籍 (2件)：

計量経済学の基礎 --統計的手法の理論とプログラミング
東京大学出版会 2007
Co-trending: A Statistical System Analysis of Economic Trends
Springer-Verlag Tokyo 2003

講演・口頭発表等 (6件)：

A Smoothing Method That Looks Like the Hodrick-Prescott Filter
(SH3 Conference on Econometrics 2020)
Whittaker-Henderson Graduation Provides BLUP
(2016 HU-HUE-SMU Tripartite Conference 2016)
A Small But Practically Useful Modification to the l1 Trend Filtering
(12th International Symposium on Econometric Theory and Applications 2016)
Selecting the Tuning Parameter of the l1 Trend Filter
(2015 HEU-HU-SMU Tripartite Conference 2015)
A Practical Method for Selecting the Tuning Parameter of the l1 Trend Filter
(2014 Hitotsubashi-Sogang Conference on Econometrics 2014)

委員歴 (10件)：

全件表示

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山田 宏