Updated on 2022/11/02

写真a

 
NARUKAWA Masaki
 
Organization
Faculty of Humanities and Social Sciences Associate Professor
Position
Associate Professor
External link

Degree

  • 博士(経済学) ( 東北大学 )

Research Areas

  • Humanities & Social Sciences / Economic statistics

 

Papers

  • Efficient tapered local Whittle estimation of multivariate fractional processes

    Journal of Statistical Planning and Inference   215   234 - 256   2021

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  • Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models

    Journal of Nonparametric Statistics   28   272 - 295   2016

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  • On semiparametric testing of I(d) by FEXP models

    Communications in Statistics –Theory and Methods   42   1637 - 1653   2013

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  • Global semiparametric estimation of long-memory signal plus noise processes

    Journal of the Japan Statistical Society   41   205 - 226   2011

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  • Broadband semi-parametric estimation of long-memory time series by fractional exponential models

    Masaki Narukawa, Yasuamsa Matsuda

    Journal of Time Series Analysis   32   175 - 193   2011

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Class subject in charge

  • Graduation Research Seminar (2022academic year) 1st and 2nd semester  - その他

  • Graduation Research Seminar (2022academic year) 3rd and 4th semester  - その他

  • Econometrics (2022academic year) Prophase  - 金3

  • Econometrics (2022academic year) 1st and 2nd semester  - 金10

  • Econometrics (2022academic year) special  - その他

  • Econometrics I (2022academic year) 1st and 2nd semester  - 水3~4

  • Seminar on Econometrics 1 (2022academic year) special  - その他

  • Seminar on Econometrics 2 (2022academic year) special  - その他

  • Econometrics 1 (2022academic year) Prophase  - 金3

  • Graduation Research Seminar (2021academic year) 1st and 2nd semester  - その他

  • Graduation Research Seminar (2021academic year) 3rd and 4th semester  - その他

  • Seminar (2021academic year) 1st and 2nd semester  - 木7~8

  • Seminar (2021academic year) 3rd and 4th semester  - 木7~8

  • Seminar (2021academic year) 3rd and 4th semester  - 木7~8

  • Basic Seminar (2021academic year) Third semester  - 金7~8

  • Econometrics (2021academic year) special  - その他

  • Econometrics (2021academic year) 3rd and 4th semester  - 金10

  • Econometrics (2021academic year) 3rd and 4th semester  - 金10

  • Econometrics I (2021academic year) 1st and 2nd semester  - 木3~4

  • Econometrics II (2021academic year) 3rd and 4th semester  - 木3~4

  • Econometrics II (2021academic year) 3rd and 4th semester  - 木3~4

  • Seminar in Econometrics 1 (2021academic year) Prophase  - 金3

  • Seminar on Econometrics 1 (2021academic year) special  - その他

  • Seminar in Econometrics 2 (2021academic year) Late  - 金3

  • Seminar on Econometrics 2 (2021academic year) special  - その他

  • Graduation Research Seminar (2020academic year) 1st and 2nd semester  - その他

  • Graduation Research Seminar (2020academic year) 3rd and 4th semester  - その他

  • Seminar (2020academic year) 1st and 2nd semester  - 金7,金8

  • Seminar (2020academic year) 3rd and 4th semester  - 木7,木8

  • Basic Seminar (2020academic year) Third semester  - 金7,金8

  • Basic Seminar (2020academic year) Fourth semester  - 金7,金8

  • Introduction to Economic Data Processing (2020academic year) Second semester  - 木1,木2

  • Econometrics (2020academic year) special  - その他

  • Econometrics II (2020academic year) Third semester  - 木5,木6

  • Seminar on Econometrics 1 (2020academic year) special  - その他

  • Seminar on Econometrics 2 (2020academic year) special  - その他

  • Seminar on Econometrics A (2020academic year) 3rd and 4th semester  - 木10

  • Seminar on Econometrics B (2020academic year) 1st and 2nd semester  - 水9

  • Econometrics 1 (2020academic year) Prophase  - 金3

  • Econometrics 2 (2020academic year) Late  - 金3

  • Econometrics I (2020academic year) 1st and 2nd semester  - [第1学期]水1,水2, [第2学期]木5,木6

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