Campus Career 【 display / non-display

  • Job function organization:Kwansei Gakuin University School of Business Administration
    Career:Assistant Professor
    Duties period:2014.04 - 2018.03

  • Job function organization:Kwansei Gakuin University School of Business Administration
    Career:Associate Professor
    Duties period:2018.04 -

Field of expertise (Grants-in-aid for Scientific Research classification) 【 display / non-display

  • Field of expertise (Grants-in-aid for Scientific Research classification):Economic statistics

  • Field of expertise (Grants-in-aid for Scientific Research classification):Statistical science

 

Papers 【 display / non-display

  • Written language: English
    Title of paper: Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise
    Publication title: International Review of Business
    Date of issue: 2017.03
    Name of author(s): Shuichi Nagata

    Type of publication: Research paper (bulletin of university, research institution)
    Co-author classification: Single Work

  • Written language: English
    Title of paper: Robust Estimation of a High-dimensional Integrated Covariance Matrix
    Publication title: Communications in Statistics -Simulation and Computation-  vol.46  (2)  (p.1102 - 1112)
    Date of issue: 2017.02
    Name of author(s): Takayuki Morimoto, Shuichi Nagata

    Type of publication: Research paper (scientific journal)
    Co-author classification: Joint Work

  • Written language: English
    Title of paper: On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions
    Publication title: Computational Statistics and Data Analysis  vol.100  (p.265 - 303)
    Date of issue: 2016.08
    Name of author(s): Kazuhiko Hayakawa, Shuichi Nagata

    Type of publication: Research paper (scientific journal)
    Co-author classification: Joint Work