PUBLICATIONS
研究成果
| 発行年月 | 著者名 | タイトル | |
| 2025/03 |
W. Erwin Diewert Koji Nomura Chihiro Shimizu |
Estimating flexible functional forms using macroeconomic data |
#清水千弘 #統計学
|
| 2025/01 |
Yoshimasa Uematsu Takashi Yamagata |
Discovering the Network Granger Causality in Large Vector Autoregressive Models |
#植松良公 #統計学
|
| 2024/12 |
W. Erwin Diewert Koji Nomura Chihiro Shimizu |
Improving the SNA: Alternative measures of output, input, income, and productivity |
#清水千弘 #統計学
|
| 2024/12 |
Toshiaki Watanabe Jouchi Nakajima |
High-frequency realized stochastic volatility model |
#渡部敏明 #統計学
|
| 2024/10 |
Makoto Takahashi Toshiaki Watanabe Yasuhiro Omori |
Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility |
#渡部敏明 #統計学
|
| 2024/08 |
Jiro Yoshida Kohei Kawai David Geltner Chihiro Shimizu |
How Property Rents and Expenses Depreciate: A Case of Tokyo Office Properties |
#清水千弘 #統計学
|
| 2024/07 |
Yoshiki Ogawa Takuya Oki Chenbo Zhao Yoshihide Sekimoto Chihiro Shimizu |
Evaluating the subjective perceptions of streetscapes using street-view images |
#清水千弘 #統計学
|
| 2023/10 | Cathy W.S. Chen, Toshiaki Watanabe, Edward M.H. Lin | Bayesian estimation of realized GARCH-type models with application to financial tail risk management |
#渡部敏明 #統計学
|
| 2023/09 | Runyu Dai, Yoshimasa Uematsu, Yasumasa Matsuda | Estimation of Large Covariance Matrices with Mixed Factor Structures |
#植松良公 #統計学
|
| 2023/07 | Masatomo Suzuki, Chihiro Shimizu | Relationship between market share and rent level: understanding supply structure in the Japanese private rental housing market |
#清水千弘 #統計学
|
| 2023/06 | Erwin W. Diewert, Koji Nomura and Chihiro Shimizu | Estimating Flexible Functional Forms Using Macroeconomic Data |
#清水千弘 #統計学
|
| 2023/06 | 渡辺努，清水千弘 編 | 日本の物価・資産価格 価格ダイナミクスの解明 |
#清水千弘 #統計学
|
| 2023/06 | Masahiro Higo, Yumi Saita, Chihiro Shimizu and Yuta Tachi | Constructing Building Price Index Using Administrative Data |
#清水千弘 #統計学
|
| 2023/01 | Yoshimasa Uematsu, Takashi Yamagata | Estimation of Sparsity-Induced Weak Factor Models (Journal of Business & Economic Statistics) |
#植松良公 #統計学
|
| 2023/01 | Yoshimasa Uematsu, Takashi Yamagata | Inference in Sparsity-Induced Weak Factor Models (Journal of Business & Economic Statistics) |
#植松良公 #統計学
|
| 2022/12 | Daisuke Miyakawa, Chihiro Shimizu & Iichiro Uesugi | Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data (The Journal of Real Estate Finance and Economics) |
#清水千弘 #統計学
|
| 2022/10 | Masatomo Suzuki, Kohei Kawai, Chihiro Shimizu | Discrimination against the atypical type of tenants in the Tokyo private rental housing market: Evidence from moving-in inspection and rent arrear records (International Journal of Geographical Information Science) |
#清水千弘 #統計学
|
| 2022/10 | Shirota, S and A. E. Gelfand | Preferential sampling for bivariate spatial data (Spatial Statistics) |
#城田慎一郎 #統計学
|
| 2022/09 | W. Erwin Diewert,Chihiro Shimizu | Residential Property Price Indexes: Spatial Coordinates Versus Neighborhood Dummy Variables (Review of Income and Wealth) |
#清水千弘 #統計学
|
| 2022/09 | Cathy W.S. Chen, Hsiao-Yun Hsu, Toshiaki Watanabe | Tail risk forecasting of realized volatility CAViaR models (Finance Research Letters) |
#渡部敏明 #統計学
|
| 2022/08 | Hongjik Kim, Chihiro Shimizu | The Relationship between Geographic Accessibility to Neighborhood Facilities, Remote Work, and Changes in Neighborhood Satisfaction after the Emergence of the COVID-19 Pandemic (Sustainability) |
#清水千弘 #統計学
|
| 2022/08 | Shirota, S., A. O. Finley, B. D. Cook and S. Banerjee | Conjugate sparse plus low rank models for efficient Bayesian interpolation of large spatial data (Environmetrics) |
#城田慎一郎 #統計学
|
| 2022/07 | Hayato Nishi, Yasushi Asami, Hiroki Baba, Chihiro Shimizu | Scalable spatiotemporal regression model based on Moran’s eigenvectors (International Journal of Geographical Information Science) |
#清水千弘 #統計学
|
| 2022/05 | Masatomo Suzuki, Chihiro Shimizu | Using property-level inquiry volume to quantify demand–supply balance for existing houses: the case of the resale condominium market in Tokyo (International Journal of Housing Markets and Analysis) |
#清水千弘 #統計学
|
| 2022/04 | Masatomo Suzuki, Seow Eng Ong, Yasushi Asami, Chihiro Shimizu | Long-Run Renewal of REIT Property Portfolio Through Strategic Divestment (The Journal of Real Estate Finance and Economics) |
#清水千弘 #統計学
|
| 2022/04 | Kimihiro Hino, Hiroki Baba, Hongjik Kim, Chihiro Shimizu | Validation of a Japanese walkability index using large-scale step count data of Yokohama citizens (Cities) |
#清水千弘 #統計学
|