Hisamatsu Hiroyuki

ヒサマツヒロユキ | Hisamatsu Hiroyuki

Affiliation and department：
Job title： Professor

Research field (1)： Economic statistics

Research keywords (4)：計量経済学 , 統計学 , Econometrics , Statistics

Research theme for competitive and other funds (8)：

2014 - 2017 Monitaring of parameter chamge in economic time series model
2002 - 2004 Analysis of stationary ans non-stationary economic time series with structural changes
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
単位根の推定と検定

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Papers (13)：

Hiroyuki Hisamatsu. Cumulative Distribution Function and Probability Density Function of the Continuous Transitional Limiting Distribution of Normalized OLS Estimator. Journal of the Japan Statistical Society. 2021. 50. 2. 205-228
Hiroyuki Hisamatsu. Comparison of Approximate Precision of the Asymptotic Expansion and the Transition Distribution of OLS Estimator for Mildly Stationary Case. THE KAGAWA UNIVERSITY ECONOMIC REVIEW. 2020. 92. 4. 19-36
HISAMATSU Hiroyuki. Recent Development of the Local to Moderate Unit Root Theory. Kagawa University Economic Review. 2019. 91. 3-4
久松博之. Interval Estimation of AR(1) Parameter based on Transition Distribution. Kagawa University Economic Review. 2018. 90. 3-4. 23-43
HISAMATSU Hiroyuki. Smooth Transition of Local to Moderate Unit Root Distribution. The Institute of Economic Research Working Paper Series No.207. 2016

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Books (2)：

Education (1)：

1986 - 1990 Hiroshima University Graduate School of Social Sciences Doctor of Economics

Professional career (1)：

Work history (1)：

Association Membership(s) (3)：

Econometric Society , 日本統計学会 , 日本経済学会

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