片山直也

カタヤマナオヤ | Katayama Naoya

所属機関・部署：
職名：教授

研究分野 (1件)：経済統計

競争的資金等の研究課題 (6件)：

全件表示

論文 (19件)：

Naoya Katayama. The portmanteau tests and the LM test for ARMA models with uncorrelated errors. Advances in Time Series Methods and Applications: the A. Ian McLeod Festschrift. Editors: W. K. Li, David Stanford and Hao Yu, Springer. 2016. 131-150
Naoya Katayama. Proposal of Robust M Tests and Their Applications. Woking Paper Series, Economic Society of Kansai University. 2013. F-65
Naoya Katayama. Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors. JOURNAL OF TIME SERIES ANALYSIS. 2012. 33. 6. 863-872
Naoya Katayama. Chi-Squared Portmanteau Tests for Weak Vector Autoregressive Models. Woking Paper Series, Economic Society of Kansai University. 2012. F-54
Naoya Katayama. Robust M Tests Using Projection Matrices. Woking Paper Series, Economic Society of Kansai University. 2012. F-56

書籍 (2件)：

講演・口頭発表等 (21件)：

Comments on A Top-Down Method for Rational Bubbles: Application of the Threshold Bounds Testing Approach
(日本ファイナンス学会第24回大会 2016)
Identification and Goodness of Fit Tests for SVAR Models with Application to the Effects of the Quantitative Easing Policy by the Bank of Japan
(XXIV International Rome Conference on Money, Banking and Finance 2015)
Comments on Insight from a Bayesian VAR model with drifting parameters of the French housing and credit markets
(XXIV International Rome Conference on Money, Banking and Finance 2015)
Proposal of Two Robust M tests
(2012 (EC)2 Conference 2012)
Chi-Squared Portmanteau Statistics for Vector Autoregressive Models with Uncorrelated Errors
(Hitotsubashi Conference on Econometrics 2010 2010)

学位 (1件)：

経歴 (1件)：

所属学会 (2件)：

Econometric Society , 日本統計学会

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片山 直也