(*) 報告者の所属は報告時点のものです。現在の所属ではありません。


平成14年度（第10回）関西計量経済学研究会

    担当：京都大学

        11：00-12：30

        o 内山博邦（大阪大学）
          Markov Switching VAR モデルによる日本の景気転換点の計測
        o Kohtaro HITOMI (Kyoto Institute of Technology)
          Empirical Likelihood, Exponential Tilting, and GMM Estimator with a number of Moment Conditions
        o Sakae MITSUI (Gifu University)
          Strong Consistency of Least Squares Estimates in General Multivariate Autoregression Models

        12:30-13:30 昼休み
        13:30-14:20 招待講演

        o Naoto KUNITOMO (University of Tokyo
          Improving Small Sample Properties of the Empirical Likelihood Estimation

        14:30-16:00 英語による報告

        o Mahdjouba, BELAIFA (Kyoto University)
          Forecasting the Oil Price by Volatility Models
        o Tilak ABEYSINGHE (National University of Singapore, Kyoto University)
          China as an Economic Powerhouse: Implications on Its Neighbours
        o S. HOTI, F. CHAN and Michael MCALEER (Western Australia University)
          Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings

        16:10-17:10

        o Gaku ASAI (Tokyo Metropolitan University)
          Some Evidence on Multivariate Stochastic Volatility Models
        o Yasuyoshi Tokutsu (Graduate School of Social Science, Hiroshima University)
          and Koichi Maekawa (Department of Economics, Hiroshima University)
          Structural Cahange and Spurious Volatility Persistence

        17:20-18:20

        o Xingyuan ZHANG (Okayama University)
          Simulation Based Approaches for a Normal-Gamma Stochastic Frontier Model
        o 高瀬浩二、近藤康之（早稲田大学）
          ごみ排出行動と処理料金の計量分析