(*) 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15年度(第11回)関西計量経済学研究会 2004年1月10日(土) 平成15年度担当 神戸大学 共催:日本統計学会「計量経済・計量ファイナンス」分科会 10:30 - 12:10 座長:羽森(神戸大) o 末石直也 (京都大学大学院経済学研究科) 離散観測に基づく拡散過程の推定 o Tetsuya Horie (Grad School of Econ, Kobe Univ.) and Mitoshi Yamaguchi (Grad. School of Econ., Kobe Univ.) "Productivity Growth and Technical Change in Japanese Agriculture: 1965-1995" o 劉慶豊 (京都大学大学院経済学研究科) 心理要素を取り入れた新しいARCH型モデル o Kazuhiko Kakamu (Grad. School of Econ., Osaka Univ.) and Mototsugu Fukushige (Grad. School of Econ., Osaka Univ.) "Productivity Convergence in Urban Manufacturing Industries from the Japan's MEA Data" 13:00 - 14:40 座長: 谷崎(神戸大) o 金谷太郎 (京都大学大学院経済学研究科) "Integrated Volatility Measuring from Unevenly Sampled Observations" o 森本孝之 (広島大学社会科学研究科) "Estimating and Forcasting Instantenous Volatility through a Duration Model" o 鷹岡澄子 (京都大学経済学研究科) "Inter-Industry Differences of R&D Spillovers and Innovation Diversity in Japan" o Hisashi Tanizaki (Graduate School of Economics, Kobe University) "On the Asymmetry, Holiday and Day-of-the-Week Effects in the Volatility of Daily Stock Returns: The Case of Japan" 14:50 - 16:30 座長:大谷(神戸大) o Atsushi Yoshida (Institute of Policy and Planning Sciences, University of Tsukuba) and Tatsuhiro Shichijo (Osaka Prefecture University) "Spatial Clustering of Housing Construction in the Tokyo Metropolitan Area: An Application of Spatially Clustered Fixed-Effects and Spatially Correlated Random-Effects Models" o Yoshihiko Nishiyama (Kyoto Institute of Economic Research, Kyoto Univ.) S. Osada "Statistical Theory of Rank Size Rule Regression under Pareto Distribution" o Manabu Asai (Faculty of Economics, Tokyo Metropolitan University) and Michael McAleer (Department of Economics, University of Western Australia) "Dynamic Leverage and Threshold Effects in Stochastic Volatility Models" o 大屋幸輔 (大阪大学大学院経済学研究科) 順序付きカテゴリー説明変数をもつポアソン回帰モデル 16:40 - 18:20 座長:松林(神戸大) o 北沢良継 (九州産業大学経済学部) "Some Examples of Estimations for Dynamic Panel Data Models Using TSP" o Toshinobu Matsuda (Dept of Agricultural Management and Information Science) "Box-Cox Consumer Demand Systems Nesting the Almost Ideal Model" o Takashi Matsuki (Osaka Gakuin University, Faculty of Economics) "Behavior of Dickey-Fuller Tests in the Presence of Two Breaks under the Unit Root Null Hypothesis" o Jiro Hodoshima (Graduate School of Economics, Nagoya City University) "On Weak Exogeneity of the Student's t and Elliptical Linear Regression Models" 18:30 - 20:30 懇親会 (立食形式) アカデミア館 3階「さくら」