Research keywords (5):
Forecasting
, Cointegration
, Panel Data Analysis
, Time Series Analysis
, Econometrics
Papers (35):
Taku Yamamoto, Hiroaki Chigira, Chisako Yamamoto. Evaluation of Statistical Methods for Forecasting Mortality: The Lee-Carter Method and Its Alternative. Proceedings of the 59th World Statistics Congress, Hong Kong, August 2013. 2014. 3506-3511
千木良弘朗, 山本拓. A Bias-Corrected Estimator for Dynamic Panel Models in Small Samples. 『経済学』(東北大学). 2013. 73. 3. 129-151
Books (4):
Introduction to Econometrics
Shinbsei-sha 2013 ISBN:9784883841981
Dynamic Panel Data Analysis
2011
Econometrics
1995
経済の時系列分析
創文社 1988
Lectures and oral presentations (10):
Forecasting Mortality: Some Analytical, Experimental and Empirical Evidence
(The 21th International Conference on Computational Statistics (COMPSTAT2014) 2014)
共和分分析に基づく予測とその応用
(統計関連学会連合大会 2013)
Evaluation of Statistical Methods for Forecasting Mortality: The Lee-Carter Method and Its Alternative
(59th World Statistics Congress 2013)
A New Test for a Unit Root in Dynamic Heterogeneous Panel Data Models
(The 58th World Congress of the International Statistical Institute 2011)
The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems
(19th International Conference on Computational Statistics (COMPSTAT2010), Paris 2010)