NAGATA Shuichi
商学部においては、経済・金融・ビジネスに関連するデータの分析について、理論だけではなくコンピュータで実際に分析する方法を扱う「統計分析論」を担当しています。
Degree 【 display / non-display 】
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Degree name:博士(統計科学)
Classified degree field:Informatics / Statistical science
Conferring institution:The Graduate University for Advanced Studies
Acquisition way:Thesis
Date of acquisition:2013.03
Career 【 display / non-display 】
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Affiliation:Kwansei Gakuin University
Department:School of Business Administration
Title:Associate Professor
Date:2018.04 - -
Affiliation:Kwansei Gakuin University
Department:School of Business Administration
Title:Assistant Professor
Date:2014.04 - 2018.03
Research Areas 【 display / non-display 】
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Research field:Informatics / Statistical science
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Research field:Humanities & Social Sciences / Economic statistics
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Research field:Humanities & Social Sciences / Tourism studies
Papers 【 display / non-display 】
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Title: A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
Journal name: JOURNAL OF BUSINESS & ECONOMIC STATISTICS
Date of publication: 2022.07
Author(s): Cui Guowei, Hayakawa Kazuhiko, Nagata Shuichi, Yamagata TakashiDOI: 10.1080/07350015.2022.2077349
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Language: English
Title: Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise
Journal name: International Review of Business
Date of publication: 2017.03
Author(s): Shuichi NagataType of publication: Research paper (bulletin of university, research institution)
Co-author classification: Single Author
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Language: Japanese
Title: 非ガウス型構造VARモデルを用いた実証分析- 我が国の金融政策の効果-
Journal name: 商学論究 vol.64 (5) (p.211 - 226)
Date of publication: 2017.03
Author(s): 永田修一Type of publication: Research paper (bulletin of university, research institution)
Co-author classification: Single Author
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Language: English
Title: Robust Estimation of a High-dimensional Integrated Covariance Matrix
Journal name: Communications in Statistics -Simulation and Computation- vol.46 (2) (p.1102 - 1112)
Date of publication: 2017.02
Author(s): Takayuki Morimoto, Shuichi NagataType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship
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Language: English
Title: On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions
Journal name: Computational Statistics and Data Analysis vol.100 (p.265 - 303)
Date of publication: 2016.08
Author(s): Kazuhiko Hayakawa, Shuichi NagataType of publication: Research paper (scientific journal)
Co-author classification: Multiple Authorship