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J-GLOBAL ID：200901063984578750   Update date: Mar. 05, 2024

Kurozumi Eiji

クロズミ エイジ | Kurozumi Eiji
Affiliation and department：
Hitotsubashi University Graduate School of Economics

About Hitotsubashi University Graduate School of Economics


Job title： Professor
Other affiliations (2)：
Research field  (1)： Economic statistics
Research keywords  (4)： unit root ,  cointegration ,  バブル ,  structural change
Research theme for competitive and other funds  (18)：
  • 2023 - 2027 Development of unsupervised learning methods for economic analysis
  • 2022 - 2025 Detection of Bubble and Structural Change
  • 2019 - 2022 バブルの検出とモニタリング検定
  • 2016 - 2019 経済データのモニタリング検定の理論の開発と応用(研究代表者)
  • 2013 - 2016 大規模パネル・データ・モデルの統計的分析手法の開発とその実証研究(研究代表者)
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Papers (58)：
  • Eiji Kurozumi, Anton Skrobotov. On the asymptotic behavior of bubble date estimators. Journal of Time Series Analysis. 2023. 44. 359-373
  • Eiji Kurozumi. Fluctuation-type monitoring test for explosive behavior. Econometrics and Statistics. 2023
  • Mikihito Nishi, Eiji Kurozumi. Stochastic local and moderate departures from a unit root and its application to unit root testing. Journal of Time Series Analysis. 2023
  • Toshikazu Tayanagi, Eiji Kurozumi. In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time. Journal of Time Series Econometrics. 2023
  • Peiyun Jiang, Eiji Kurozumi. A new test for common breaks in heterogeneous panel data models. Econometrics and Statistics. 2023
ｍore...
MISC (2)：
  • 黒住 英司. A-5 The most powerful invariant test for the constancy of parameters(時系列解析・制御理論(1))(日本統計学会第69回大会記録). 日本統計学会誌. 2001. 31. 3. 407-407
  • 黒住 英司. E-2 The Limiting Properties of the Seasonal Unit Roots Tests(日本統計学会第67回大会記録 : 計量経済学方法論). 日本統計学会誌. 1999. 29. 3. 389-389
Books (7)：
  • 日本統計学会公式認定 統計検定準1級対応 統計学実践ワークブック(「時系列解析」執筆)
    学術図書出版社 2020 ISBN:9784780608526
  • Econometrics
    2016 ISBN:9784492314722
  • Handbook of Statistics 30 Time Series Analysis: Methods and Applications (Translation)
    2016 ISBN:9784254122114
  • 統計学 改訂版 (共著)
    有斐閣 2015 ISBN:9784641053809
  • 経済時系列分析ハンドブック(「非定常時系列分析」執筆) (共著)
    朝倉書店 2012 ISBN:9784254290158
ｍore...
Education (3)：
  • 1997 - 2000 Hitotsubashi University Graduate School, Division of Economics
  • 1995 - 1997 Hitotsubashi University Graduate School, Division of Economics
  • 1988 - 1992 Hitotsubashi University Faculty of Economics
Professional career (1)：
  • Ph.D in Economics (Hitotsubashi University)
Work history (5)：
  • 2009/10/01 - 現在 Hitotsubashi University Faculty of Economics Professor
  • 2009/10/01 - 現在 Hitotsubashi University Graduate School of Economics Professor
  • 2016/04/01 - 2018/03/31 Hitotsubashi University Graduate School of Economics Councillor
  • 2003/04/01 - 2009/09/30 Hitotsubashi University Graduate School of Economics Associate Professor
  • 2000/10/01 - 2003/03/31 Hitotsubashi University Graduate School of Economics Assistant Professor
Awards (3)：
  • 2020/07 - Journal of Time Series Analysis Distinguished Author Award 2020
  • 2015/06 - Japan Statistical Society The 9th Japan Statistical Society Achievement Award
  • 2008/09 - Japan Statistical Society The 22nd Ogawa Research Prize
Association Membership(s) (3)：
Econometric Society ,  Japanese Economic Association ,  Japan Statistical Society
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