Hisamatsu Hiroyuki

Faculty
Faculty of Economics
Department of Economics
Graduate School of Science for Creative Emergence
Division of Science for Creative Emergence
PositionProfessor
Last Updated :2022/08/10

Researcher Profile and Settings

Education

  •   1986 04  - 1990 03 , Hiroshima University, Graduate School of Social Sciences

Degree

  • Doctor of Economics, Hiroshima University

Association Memberships

  • Econometric Society
  • 日本統計学会
  • 日本経済学会

Academic & Professional Experience

  •   2000 05 ,  - 現在, Kagawa University, Faculty of Economics

Research Activities

Research Areas

  • Humanities & social sciences / Economic statistics

Research Interests

    計量経済学, Econometrics

Published Papers

  • Cumulative Distribution Function and Probability Density Function of the Continuous Transitional Limiting Distribution of Normalized OLS Estimator, Hiroyuki Hisamatsu, Journal of the Japan Statistical Society, 50, (2) 205 - 228,   2021 03 , [Refereed]
  • Comparison of Approximate Precision of the Asymptotic Expansion and the Transition Distribution of OLS Estimator for Mildly Stationary Case, Hiroyuki Hisamatsu, THE KAGAWA UNIVERSITY ECONOMIC REVIEW, 92, (4) 19 - 36,   2020 03
  • Recent Development of the Local to Moderate Unit Root Theory, HISAMATSU Hiroyuki, Kagawa University Economic Review, 91,   2019 03
  • Interval Estimation of AR(1) Parameter based on Transition Distribution, 久松博之, Kagawa University Economic Review, 90,   2018 03
  • Smooth Transition of Local to Moderate Unit Root Distribution, HISAMATSU Hiroyuki, The Institute of Economic Research Working Paper Series No.207,   2016 12
  • SUR Models with Integrated Regressors, MAEKAWA Koichi, HISAMATSU Hiroyuki, Handbook of Applied Econometrics and Statistical Inference, Marcel Dekker, New York, 165,   2002 , [Refereed]
  • F Test for Unit Roots in a VAR Model, HISAMATSU Hiroyuki, MAEKAWA Koichi, Kagawa University Economic Review, 74,   2001
  • The Distribution of the Yule-Walker Estimator for Autoregressive Time Series with a Unit Root, HISAMATSU Hiroyuki, Kagawa University Economic Review, 66,   1993
  • Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors, K. Maekawa, J. L. Knight, H. Hisamatsu, Econometric Reviews, 17, (4) 387 - 413,   1998 01 , [Refereed]
  • The exact distribution of the OLS and GLS estimators in regression with an integrated regressor and correlated errors - comparizon of numerical and Monte-Carlo integration, H HISAMATSU, JL KNIGHT, K MAEKAWA, Mathematics and Computers in Simulation, 39, (3-4) 273 - 277,   1995 11 , [Refereed]
  • Yule–Walker Prediction Error in a Random Walk Model, Hiroyuki Hisamatsu, Econometric Theory, 11, (3) 659 - 661,   1995 06 , [Refereed]
  • The distribution of the Durbin-Watson statistic in integrated and near-integrated models, Hiroyuki Hisamatsu, Koichi Maekawa, Journal of Econometrics, 61, (2) 367 - 382,   1994 04 , [Refereed]
  • Yule-Walker Prediction Error in a Random Walk Model, Hiroyuki Hisamatsu, Econometric Theory, 9, (4) 688 - 689,   1993 08 , [Refereed]

Books etc

  • 単位根の推定と検定, (株)信山社,   1997
  • Estimation and Testing for Unit Roots, Shinzansha Publisher Co.,Ltd.,   1997

Research Grants & Projects

  • 単位根の推定と検定
  • 計量経済モデルの推定と検定
  • Estimation and Testing for Unit Roots
  • Estimation and Testing for Econometric Models


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