| 1. |
山崎 大輔, 世界178カ国・地域のICT普及に関する構造変化点分析 ―モバイル技術のグローバルな普及加速期の特定―, 2021.09. |
| 2. |
山崎 大輔, Re-analysis of asymptotic properties for time series models with a trend break, 2021年度統計関連学会連合大会, 2021.09. |
| 3. |
Daisuke Yamazaki, A modified sequential procedure to estimate the number of breaks in trend, 4th International Conference on Econometrics and Statistics (EcoSta 2021), 2021.06. |
| 4. |
山崎 大輔, Modified sequential procedure to estimate the number of breaks in trend, 関西計量経済学研究会, 2020.01. |
| 5. |
山崎 大輔, Consistent sequential estimation of the number of breaks in trend, 統計関連学会連合大会, 2019.09. |
| 6. |
山崎 大輔, Improved Confidence Sets for the Date of a Structural Break, 関西計量経済学研究会, 2019.01. |
| 7. |
山崎 大輔, An improved confidence set for the break date of a single parameter, 統計関連学会連合大会, 2018.09. |
| 8. |
山崎 大輔, An Improved Test for Multiple Mean Shifts of a Time Series, 統計関連学会連合大会, 2017.09. |
| 9. |
Daisuke Yamazaki, An Improved Test for Multiple Mean Shifts of a Time Series, The 26th South Taiwan Statistics Conference and 2017 Chinese Institute of Probability and Statistics Annual Meeting, 2017.06, In order to test for shifts in the mean of a time series, we need to estimate the long-run variance of the error term for the scale adjustment. If we estimate the long-run variance under the null hypothesis of no mean shifts, the tests have non-monotonic power. On the other hand, if we estimate the long-run variance assuming mean shifts, the tests have serious size distortion. In order to cope with the problems associated with the estimation of the long-run variance, we develop an improved test for multiple mean shifts by using the bias-corrected long-run variance estimator based on Yamazaki and Kurozumi (2015). We find through simulations that the proposed test has good finite sample properties.. |
| 10. |
山崎 大輔, An Improved Test for Cross-Section Independence in Panel Data Models with Serially Correlated Errors, 関西計量経済学研究会, 2017.01. |
| 11. |
Daisuke Yamazaki, An Improved Test for Cross-Section Independence in Panel Data Models with Serially Correlated Errors, The 2016 Japan-Korea Allied Conference in Econometrics, 2016.11. |
| 12. |
山崎 大輔, Testing for Shifts in Mean with Monotonic Power against Multiple Structural Changes, 関西計量経済学研究会, 2016.01. |
| 13. |
山崎 大輔, Testing for Shifts in Mean with Monotonic Power against Multiple Structural Changes, 統計関連学会連合大会, 2015.09. |
| 14. |
Daisuke Yamazaki, Testing for Shifts in Mean with Monotonic Power against Multiple Structural Changes, The 11th International Symposium on Econometric Theory and Applications (SETA 2015), 2015.05. |
| 15. |
Daisuke Yamazaki, Improving the Finite Sample Performance of Tests for a Shift in Mean, The 2014 Hitotsubashi-Sogang Conference on Econometrics, 2014.12. |
| 16. |
山崎 大輔, Improving the Finite Sample Performance of Tests for a Shift in Mean, 統計関連学会連合大会, 2014.09. |
| 17. |
Daisuke Yamazaki, Improving the Finite Sample Performance of Tests for a Shift in Mean, The 10th International Symposium on Econometric Theory and Applications (SETA 2014), 2014.05. |
| 18. |
山崎 大輔, Improving the Finite Sample Performance of Tests for a Shift in Mean, 関西計量経済学研究会, 2014.01. |
| 19. |
Daisuke Yamazaki, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, The 9th International Symposium on Econometric Theory and Applications (SETA 2013), 2013.07. |
| 20. |
山崎 大輔, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, 日本経済学会春季大会, 2013.06. |
| 21. |
山崎 大輔, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, 関西計量経済学研究会, 2013.01. |
| 22. |
Daisuke Yamazaki, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, The 2012 Hitotsubashi-Sogang Conference on Econometrics, 2012.11. |
