Hitomi Kohtaro

ヒトミコウタロウ | Hitomi Kohtaro

Affiliation and department：
Job title： Professor

Research field (1)： Economic statistics

Research keywords (2)：計量経済学 , Econometrics

Research theme for competitive and other funds (15)：

2023 - 2027 データ駆動パラメータが統計的機械学習に与える影響の高次漸近特性の理論的解明と応用
2020 - 2024 Sequential Analysis of Time Series Data and Tests of the Existence of Financial Bubbles
2019 - 2023 経済時系列の逐次統計解析とその応用~金融バブルの検出
2019 - 2023 大規模データを使った因果推論のためのミクロ計量経済分析とEBPMへの応用
2017 - 2021 Test for the existence of moments

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Papers (10)：

Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama. Optimal minimax rates of specification testing with data-driven bandwidth. Econometric Reviews. 2023. 1-26
Kohtaro Hitomi, Masamune Iwasawa, Yoshihiko Nishiyama. Optimal minimax rates against non-smooth alternatives. The Econometrics Journal. 2021. 25. 2. 322-339
Yoshihiko Nishiyama, Kohtaro Hitomi, Yoshinori Kawasaki, Kiho Jeong. A consistent nonparametric test for nonlinear causality-Specification in time series regression. JOURNAL OF ECONOMETRICS. 2011. 165. 1. 112-127
Kohtaro Hitomi, Yoshihiko Nishiyama, Ryo Okui. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS. ECONOMETRIC THEORY. 2008. 24. 6. 1717-1728
Eric A. Hanushek, Victor Lavy, Kohtaro Hitomi. Do Students Care about School Quality? Determinants of Dropout Behavior in Developing Countries. Journal of Human Capital. 2008. 1. 2. 69-105

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MISC (8)：

Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, Junfan Tao. A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive Process. Advances in Econometrics. 2023. 115-153
Sueishi, Naoya, Liu, Qingfeng, Hitomi, Kohtaro, Nishiyama, Yoshihiko. Efficiency Improvement by Local Moments in Grouped Data Analysis. 21COE Interfaces for Advanced Economic Analysis Discussion Paper. 2006. 107. 1-12
人見光太郎. 韓国の金融市場統合の時期について. 大阪大学経済学. 1995. 44. 3-4. 21-29
Hitomi Kohtaro. Effects of Oil Price Shock on Current Accounts : Philippine and Korea. Osaka Daigaku keizaigaku = The Economic review of Osaka University. 1995. 45. 1. 48-62
タイプ3ト-ビットモデルのセミパラメトリックな2段階推定量. 大阪大学経済学. 1995. 45. 2. 53-64

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Books (3)：

Education (4)：

Professional career (2)：

Work history (2)：

Association Membership(s) (2)：

日本統計学会 , 日本経済学会

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