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J-GLOBAL ID:200901053795256045   Update date: Apr. 03, 2023

Namba Akio

ナンバ アキオ | Namba Akio
Affiliation and department:
Job title: Professor
Research field  (1): Economic statistics
Research theme for competitive and other funds  (4):
  • 2018 - 2023 縮小推定法および関連手法の応用可能性に関する研究
  • 2014 - 2018 構造変化を考慮したモデルの計量分析に関する研究
  • 2011 - 計量経済学におけるコンピュータ・インテンシブな統計手法の開発とその実証研究
  • 2006 - バッギングを用いた推定の理論的・実証的分析
Papers (33):
  • Akio Namba. Bootstrapping the Stein-Rule Estimators. Journal of Quantitative Economics. 2021. 19. S1. 219-237
  • Akio Namba. A Study on an Application of the Bootstrap Methods to the Stein Variance Estimator. 2021. 224. 3. 33-44
  • Akio Namba. Simulation Studies on the Approximation of the Distributions of the Stein-Rule Estimators by Asymptotic and Bootstrap Methods. 2020. 221. 2. 73-84
  • Akio Namba, Haifeng Xu. A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model. Journal of Statistical Computation and Simulation. 2018. 88. 11. 2034-2047
  • Akio Namba, Kazuhiro Ohtani. MSE performance of the weighted average estimators consisting of shrinkage estimators. Communications in Statistics - Theory and Methods. 2018. 47. 5. 1204-1214
more...
MISC (4):
  • 難波 明生. 確率変数の収束と中心極限定理. 経済学・経営学学習のために. 2012. 2012. 55-62
  • Namba Akio. Simulation Studies on the Confidence Interval Based on the Smoothed Bootstrap Using the Cross-Validation. Journal of economics and business administration. 2010. 201. 4. 77-88
  • 難波 明生. 統計学へのMapleの簡単な応用. 経済学・経営学学習のために. 2006. 2006. 47-55
  • Namba Akio, Ohtani Kazuhiro. Bootstrapping the Stein Variance Estimator. 神戸大学経済学研究科 Discussion Paper. 2002. 201
Books (1):
  • 計量経済学講義
    日本評論社 2015
Lectures and oral presentations  (3):
  • MSE performance of the weighted average estimators consisting of shrinkage estimators
    (Ecosta 2017 2017)
  • A Sufficient Condition For The MSE Dominance Of The Positive-Part Shrinkage Estimator When Each Individual Regression Coefficient Is Estimated In a Misspecified Linear Regression Model
    (Econometric Seminar 2016)
  • Simulations on the Wild Bootstrap Tests for a Structural Break when the Break Point is Unknown and the Variance Changes with the Break
    (The 1st Annual International Conference on Applied Econometrics in Hawaii 2015)
Education (1):
  • - 2000 神戸大学 大学院経済学研究科経済学・経済政策専攻博士課程後期課程退学
Professional career (2):
  • 修士(経済学) (神戸大学)
  • 博士(経済学) (神戸大学)
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