Katsuto Tanaka

(田中勝人)

Profile Information

Affiliation: Faculty of Economics, Department of Economics, Gakushuin University

Degree: Ph. D. in Statistics(Australian National University)

J-GLOBAL ID: 200901005289418857
researchmap Member ID: 6000009181

Research Interests

Research Areas

Humanities & social sciences / Economic statistics /

Research History

2008 - 2010

Hitotsubashi University
2008 - 2010

Vice President,Hitotsubashi University
2005 - 2007

Graduate School of Economics, Hitotsubashi University
2005 - 2007

Dean of Graduate School,Graduate School of Economics,Hitotsubashi University
1990 - 1998

Faculty of Economics, Hitotsubashi University

Education

- 1979

Graduate School of Economics, Hitotsubashi University
- 1979

The Australian National University
- 1979

Graduate School, Division of Economics, Hitotsubashi University
- 1979

Statistics, Department of Statistics, Australian National University
- 1976

Graduate School of Economics, Hitotsubashi University

Committee Memberships

2008 - 2010

評議員, 日本統計学会
2008 - 2010

Councillor, Japan Statistical Society
2006 - 2008

理事長, 日本統計学会
2006 - 2008

Head of Board of Directors, Japan Statistical Society
2004 - 2006

欧文誌編集委員長, 日本統計学会

Awards

1999

Econometric Theory Award
1999

Econometric Theory Award
1998

日本統計学会賞
1998

Japan Statistical Society Prize
1996

The T. C. Koopmans Econometric Theory Award

Misc.

Brownian Motion and Nonstationary Time Series Analysis (in Japanese)

100(3) 395-415, 1988
Asymptotic Theory of a Test for the Constancy of Regression Coefficients against the Random Walk Alternative (jointly worked)

Katsuto Tanaka, S. Nabeya

Annals of Statistics, 16(1) 218-235, 1988
Pitfalls in the Conventional Approach to the Analysis of Economic Time Series

TANAKA Katsuto

Osaka Daigaku keizaigaku = The Economic review of Osaka University, 36(3/4) 14-23, 1987
Pitfalls in the Conventional Approach to the Analysis of Economic Time Series

Katsuto Tanaka

Osaka Economic Papers, 36(3/4) 14-23, 1987
Approximate Distributions of the Periodogram and Related Statistics （共著）

Katsuto Tanaka, S. Nabeya

Econometric Theory, 2(1) 33-65, 1986
Asymptotic Expansions for Time Series Statistics

Katsuto Tanaka

Journal of Applied Probability, 23A 211-227, 1986
Approximate Distributions of the Periodogram and Related Statistics (jointly worked)

Katsuto Tanaka, S. Nabeya

Econometric Theory, 2(1) 33-65, 1986
Asymptotic Expansions for Time Series Statistics

Katsuto Tanaka

Journal of Applied Probability, 23A 211-227, 1986
統計量の変換と統計的推測

田中勝人

一橋論叢, 94(1) 82-97, 1985
The Identification Problem in Regression Models with Time-Varying Parameters in Random Walk （共著）

Katsuto Tanaka, M. Hatanaka

Economic Studies Quarterly, 36(2) 133-147, 1985
Transformation of Statistics and Statistical Inference (in Japanese)

94(1) 82-97, 1985
The Identification Problem in Regression Models with Time-Varying Parameters in Random Walk (jointly worked)

Katsuto Tanaka, M. Hatanaka

Economic Studies Quarterly, 36(2) 133-147, 1985
THE SAMPLING DISTRIBUTIONS OF THE PREDICTOR FOR AN AUTOREGRESSIVE MODEL UNDER MISSPECIFICATIONS

K TANAKA, K MAEKAWA

JOURNAL OF ECONOMETRICS, 25(3) 327-351, 1984
AN ASYMPTOTIC-EXPANSION ASSOCIATED WITH THE MAXIMUM-LIKELIHOOD ESTIMATORS IN ARMA MODELS

K TANAKA

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 46(1) 58-67, 1984
The Sampling Distributions of the Predictor for an Autoregressive Model under Misspecifications (jointly worked)

Katsuto Tanaka, K. Maekawa

Journal of Econometrics, 25(3) 327-351, 1984
An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in ARMA Models

Katsuto Tanaka

Journal of the Royal Statistical Society, (B), 46(1) 58-67, 1984
ESTIMATION FOR TRANSIENTS IN THE FREQUENCY-DOMAIN

K TANAKA

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 78(383) 718-724, 1983
NON-NORMALITY OF THE LAGRANGE MULTIPLIER STATISTIC FOR TESTING THE CONSTANCY OF REGRESSION-COEFFICIENTS

K TANAKA

ECONOMETRICA, 51(5) 1577-1582, 1983
ASYMPTOTIC EXPANSIONS ASSOCIATED WITH THE AR(1) MODEL WITH UNKNOWN MEAN

K TANAKA

ECONOMETRICA, 51(4) 1221-1231, 1983
THE ONE-SIDED LAGRANGE MULTIPLIER TEST OF THE AR (P) MODEL VS THE AR (P) MODEL WITH MEASUREMENT ERROR

K TANAKA

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 45(1) 77-80, 1983
Estimation for transients in the frequency domain

Katsuto Tanaka

Journal of the American Statistical Association, 78(383) 718-724, 1983
Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients

Katsuto Tanaka

Econometrica, 51(5) 1577-1582, 1983
Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean

Katsuto Tanaka

Econometrica, 51(4) 1221-1231, 1983
The One-sided Lagrange Multiplier Test of the AR(p) Model vs the AR(p) Model with Measurement Error

Katsuto Tanaka

Journal of the Royal Statistical Society, (B), 45(1) 77-80, 1983
時系列解析における漸近展開

田中勝人

金沢大学経済論集, (19) 29-54, 1982
カルマン・フィルターモデル

田中勝人

金沢大学経済論集, (18) 141-172, 1981
Analysis of Time Varying Parameter Models

Katsuto Tanaka

Ph.D. Thesis submitted to the Australian National University, 1-169, 1979
Analysis of Time Varying Parameter Models

Katsuto Tanaka

Ph.D. Thesis submitted to the Australian National University, 1-169, 1979
ARMAX Models and Recursive Calculation （共著）

Katsuto Tanaka, E.J. Hannan

H.Myoken ed., Systems Dynamics and Control in Quantitative Economics, Tokyo: Bunshindo, 173-198, 1978
ARMAX Models and Recursive Calculation (jointly worked)

Katsuto Tanaka, E.J. Hannan

H.Myoken ed., Systems Dynamics and Control in Quantitative Economics, Tokyo: Bunshindo, 173-198, 1978
On a New Estimation Method for Time Series Models

Katsuto Tanaka

Economic Studies Quarterly, 28(3) 220-232, 1977
On a New Estimation Method for Time Series Models

Katsuto Tanaka

Economic Studies Quarterly, 28(3) 220-232, 1977

Books and Other Publications

統計学（第2版）

新世社, 2011 (ISBN: 4883841545)
経済統計(第3版)

岩波書店, 2009 (ISBN: 9784000267007)
現代時系列分析

岩波書店, 2006 (ISBN: 9784000227612)
経済時系列の統計-その数理的基礎（共著）

岩波書店, 2003 (ISBN: 9784000068482)
経済統計(第2版)

岩波書店, 2002 (ISBN: 9784000266963)

Presentations

Distributional Problems associated with Nonstationary Time Series

「計算機支援による統計手法，理論・応用およびその周辺」シンポジウム, 2010
*Distributions of Quadratic Functionals of the Ordinary and Fractional Brownian Motions

Invited talks at University of Melbourne, La Trobe University and Monash University, 2009
*Derivation and Computation of Distributions of Quadratic Functionals of the Ordinary and Fractional Brownian Motions

Distinguished Lecturer at the First IMS APRM Meeting, 2009
*Distributions of Quadratic Functionals of the Ordinary and Fractional Brownian Motions

Invited talks at University of Melbourne, La Trobe University and Monash University, 2009
*Derivation and Computation of Distributions of Quadratic Functionals of the Ordinary and Fractional Brownian Motions

Distinguished Lecturer at the First IMS APRM Meeting, 2009

Professional Memberships

Research Projects

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