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56712 1946 1969 1976 Ph.D., 1985 2012 4 1985 1990 2 2000 1999 2005 2012 41113 1958 1983 1990 2013 6 1997 2001 2008 2009 R 2010 2013 38 1963 1987 1987 1993 1999 The discontinuous Trend Unit Root Test When the Break Point is Misspecified, Mathematics and Computers in Simulation, 48 (4), Elsevier, 1999; Power Comparisons of Discontinuous Trend Unit Root v
Tests, in C. Hsiao, K. Morimune, and J. L. Powell (eds.), Nonlinear Statistical Modeling: Essays in Honor of Takeshi Amemiya, Cambridge University Press, 2001; Discontinuous Trend Unit Root Test with a Break Interval, The Kyoto Economic Review, 73 (1), 2004. 910 COLUMN 2 1 1969 1992 1997 A Random Walk Stochastic Volatility Model for Income Inequality, Japan and the World Economy, 36, 2015; Bayesian Estimation of Persistent Income Inequality Using the Lognormal Stochastic Volatility Model, Journal of Income Distribution, 21 (1), 2012; Grouped Data Estimation and Testing of Gini Coefficient Using Lognormal Distributions, Sankhya, Ser. B, 73(2), 2011. 12 COLUMN 12 1 1969 1992 2000 Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors, Journal of Econometrics, 149 (2), 2009; Model Selection Criteria in Multivariate Models with Multiple Structural Changes, Journal of Econometrics, 164 (2), 2011; Model Selection Criteria for the Leads-and-Lags Cointegrating Regression, Journal of Econometrics, 169 (2), 2012; Testing for Multiple Structural Changes with Non-Homogeneous Regressors, Journal of Time Series Econometrics, 7 (1), 2015; 2016 vi
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Statistics: Data Science for Social Studies, 2nd ed. 2008 12 15 1 2015 9 25 1 2016 4 30 2 101 0051 2 17 033264 1315033265 6811http://www.yuhikaku.co.jp/ c 2015, Kimio Morimune, Nobuhiko Terui, Mitsuru Nakagawa, Haruhisa Nishino, Eiji Kurozumi. Printed in Japan ISBN978 4 641 05380 9