Rchr
J-GLOBAL ID：200901066062499078
Update date: Feb. 01, 2024
Maekawa Kouichi
マエカワ コウイチ | Maekawa Kouichi
Affiliation and department：
Homepage URL (1)：
http://home.hiroshima-u.ac.jp/rcfe/
Research field (4)：
Money and finance
, Public economics, labor economics
, Economic policy
, Economic statistics
Research theme for competitive and other funds (26)：
- 2023 - 2026 Theory and applications of Econometric models with mixed Data sampling
- 2018 - 2022 Statistical inference for non-Gaussian Structural VAR model and its application
- 2014 - 2017 Monitaring of parameter chamge in economic time series model
- 2011 - 2014 Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and management
- 2011 - 2014 Statistical inference for extended models in financial time series
- 2007 - 2010 Theory and Applications for Mathematical Methods in Statistical Science
- 2006 - 2008 Econometric Analysis of High Frequency Financial Time Series
- 2002 - 2004 Analysis of stationary ans non-stationary economic time series with structural changes
- 2002 - 2004 金融時系列の構造変化の検定とモデリング
- 2002 - 2004 Modeling and testing of structural change in financial time series
- 2002 - 2003 大学全入時代における入学者選抜方法に関する研究
- 1999 - 2001 Methods For Nonstationary And Nonlinear Models In Economic Time Series And Their Applications
- 1996 - 1998 Panel Database and its Statistical Analysis on the Network
- 1994 - 1996 Study of Economic and Managerial Perfomance in Japan and U.K.
- 1994 - 1996 Theory and application of integration and co-integration analysis for economic time series
- 1991 - 1993 Theory and Applications of Statical Inference for Economic Time Series
- 1988 - 1989 Long-memory time series; its foundations and applications to economics.
- 1986 - 1986 経済時系列における因果性検定の理論的基礎と応用
- 1985 - 1986 Analysis of Time Series Data: Theory and its Applications
- 1981 - 1981 計量経済学における諸推定量, 検定統計量の小標本特性の漸近展開による研究
- 1978 - 1978 回帰モデルにおける構造変化に関する研究
- 1977 - 1977 同時方程式体系における構造変化の検定について
- Price Theory of Financial derivatives and its application
- 経済時系列分析
- Price Theory of Financial derivatives and its application
- Economic Time Series Analysis
Show all
Papers (65)：
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Koichi Maekawa, Tadashi Nakanishi. Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach. Journal of Statistical Computation and Simulation. 2022. 93. 11. 1830-1850
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Sangjo Lee, Sangyeol Lee, Koichi Maekawa. Change point test for structural vector autoregressive model via independent component analysis. Journal of Statistical Computation and Simulation. 2022. 1-21
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Koichi Maekawa. Identification and Estimation of Structural VAR Model (II). HUE Journal of Economics and Bisiness. 2021. 44. 2. 21-32
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Koichi Maekawa. On Likelihood Ratio Test and Wald Test un Non-Gaussian Structural VAR Model:Simulation Analysis. HUE Journal of Economics and Bisiness. 2021. 43. 3. 119-127
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Koichi Maekawa. Identification and Estimation of Structural VAR Model (I). HUE Journal of Economics and Bisiness. 2020. 43. 2. 23-40
ｍore...
MISC (9)：
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Koichi Maekawa, Sangeol Lee, Takayuki Morimoto, Ken-ichi Kawai. Jum diffusion models for Japanee stock market. Proceedings of the 2005 International Conference on Simulation and Modeling. 2005
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非線形・非定常モデルによる経済時系列データの分析方法とその応用. 科学研究費研究報告書. 2002
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SUR Models with I(1) Regressors. 科学研究費研究報告書. 1997
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Economic and Managerial Performance in Japan and Britain. 1997. 273-294
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Asymptotic properties of the estimated long-run MPC in a dynamic regression with an integrated regressor. Thechnical Report, Hisoshima University. 1997
ｍore...
Books (10)：
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東アジアの経済成長の持続可能性について
2016
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経済・経営系のためのよく分かる統計学
朝倉書店 2014
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金融時系列分析の理論と応用
2012
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数理ファイナンスの基礎ー連続時間モデルー
朝倉書店 2006
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Excelによる統計処理入門
エコノミスト社 1999
ｍore...
Lectures and oral presentations (1)：
-
Approximate Distribution of Durbin-Watson Test Statistic in Non-linear Regression Models
(Revista de la Sociedad Argentina de Estadistica 1997)
Works (8)：
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計量経済学の方法 Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and .......
1998 -
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日英の経済及び経営パフォーマンスの比較研究 広島大学とリーズメトロポリタン大学の経済,経営,法律の専門からによる日英の経済・経営パフォーマンスの比較研究.
1994 -
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株価データベースの構築
1992 -
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Development of stockprice data base
1992 -
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コンピュ-タによる国土数値情報の地図出力システムの開発とその応用(共著)
1981 -
ｍore...
Education (2)：
- - 1969 Hitotsubashi University Graduate School of Economics
- - 1967 Hiroshima University
Professional career (2)：
Committee career (3)：
- 2020 - 現在 日本統計学会 名誉会員
- 2009/07 - 2011/06 日本金融・証券計量・工学学会会長 会長
- 1996 - 2001 理論・計量経済学会 理事
Awards (2)：
- 2019/05 - 瑞宝中綬章
- 1997 - Econometric Theory Multa Scripsit Award
Association Membership(s) (2)：
日本金融・証券計量・工学学会
, 理論・計量経済学会
