Mitsuhiro Odaki

Last Updated :2018/07/02

Affiliations, Positions
Graduate School of Social Sciences, ., Professor
E-mail
odakihiroshima-u.ac.jp

Basic Information

Academic Degrees

  • Master of Economics, Hiroshima University

Research Fields

  • Social sciences;Economics;Economic statistics

Research Keywords

  • time series
  • invertibility
  • Stationarity

Educational Activity

Course in Charge

  1. 2018, Undergraduate Education, Second Semester, Practical Seminar for the Teaching Profession
  2. 2018, Undergraduate Education, Year, Bachelor's Thesis
  3. 2018, Undergraduate Education, 3Term, Statistics 1
  4. 2018, Undergraduate Education, 1Term, Introduction to Economic Time Series Analysis
  5. 2018, Undergraduate Education, First Semester, Introduction to Statistics
  6. 2018, Undergraduate Education, Year, Seminar
  7. 2018, Graduate Education (Master's Program) , Second Semester, Economic Times Series Analysis
  8. 2018, Graduate Education (Master's Program) , First Semester, Special Topics
  9. 2018, Graduate Education (Master's Program) , Second Semester, Special Topics
  10. 2018, Graduate Education (Master's Program) , 2Term, Quantitative Economic Analysis

Research Activities

Academic Papers

  1. Test of Granger Causality by the Selection of the Orders of a Bivariate Autoregressive Model, Economic Letters, 223-227, 19870401
  2. On the Invertibility of Fractionally Differenced ARIMA Processes, Biometrika, 703-709, 19930401
  3. Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses, Economics Letters, 136, 187-189, NOV 2015