Published Papers
- On Multiple Portmanteau Tests, Journal of Time Series Analysis, 30(5), 487?504, 2009.
(S-code)
- Asymptotic Prediction of Mean Squared Error for Long-Memory Processes with Estimated Parameters, Journal of Forecasting , 27(8), 690-720, 2008.
- An Improvement of the Portmanteau Statistic, Journal of Time Series Analysis, 29 (2) , 359?370, 2008.
- Seasonally and Fractionally Differenced Time Series, Hitotsubashi Journal of Economics, Vol. 48, No.1, 25-55, 2007.
(S-code)
- On Morel-selection problem in Terms of Prediction Mean Squared Error,Proceeding of the Institute of Statistical Mathematics, No.54(2)，481-510, 2006 (Japanese).
Other Papers
- Simulation Studies of Multiple Portmanteau Tests, Discussion Paper Series, 2009-4, Faculty of Economics, Kyushu University, 2009.
- On Multiple Portmanteau Tests, Discussion Paper Series, 2008-4, Faculty of Economics, Kyushu University, (Published in Journal of Time Series Analysis, 30(5), 487-504), 2008.
- Portmanteau Likelihood Ratio Tests for Morel Selection, Discussion Paper Series 2008-1, Faculty of Economics, Kyushu University, 2008.
- On Calculating Infinite Sums for Autocovariances of Seasonal Long-Memory Processes. Manuscript, 2006.
- Seasonally and Fractionally Differenced Time Series. Discussion Paper Series No. 11, Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences, AOn Multiple Portmanteau Tests, Discussion Paper Series, 2008-4, Faculty of Economics, Kyushu University, (Published in Journal of Time Series Analysis, 30(5), 487-504), 2008. 21st-century COE Program, Institute of Economic Research, Hitotsubashi University (Published in Hitotsubashi Journal of Economics, Vol.48, No.1, 25-55) , 2004.
- Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters. Discussion Paper Series No. 10, Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences, A 21st-century COE Program, Institute of Economic Research, Hitotsubashi University (Published in Journal of Forecasting, 27(8), 690-720), 2004.
- Essays on Seasonally and Fractionally Differenced Time Series, Ph.D. Thesis, Hitotsubashi University, 2004.
Talks
- On Multiple Portmanteau Tests, International Conference on Econometrics and the World Economy, (Published in Journal of Time Series Analysis, 30(5), 487-504), 2009.03.23.
- Portmanteau Likelihood Ratio Tests for Morel Selection, Far Eastern and South Asian Meeting of the Econometric Society, 2008.07.17.
- On the Bias of the Portmanteau Statistic, The Third Symposium on Econometric Theory and Applications (SETA2007). (Published in Journal of Time Series Analysis, issue 29 (2), pp.359?370), 2007.04.
Books
TOP PAGE
