Mitsuhiro Odaki

Last Updated :2017/11/01

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. 2017, Undergraduate Education, Intensive, Practical Seminar for the Teaching Profession
  2. 2017, Liberal Arts Education Program1, First Semester, Introductory Seminar for First-Year Students
  3. 2017, Undergraduate Education, 3Term, Statistics 1
  4. 2017, Undergraduate Education, 1Term, Introduction to Economic Time Series Analysis
  5. 2017, Undergraduate Education, Year, Bachelor's Thesis
  6. 2017, Undergraduate Education, Year, Seminar
  7. 2017, Graduate Education (Master's Program) , Second Semester, Economic Times Series Analysis
  8. 2017, Graduate Education (Master's Program) , First Semester, Special Topics
  9. 2017, Graduate Education (Master's Program) , Second Semester, Special Topics
  10. 2017, Graduate Education (Doctoral Program) , First Semester, Special Seminar in Socio-Economic Studies
  11. 2017, Graduate Education (Doctoral Program) , Second Semester, Special Seminar in Socio-Economic Studies
  12. 2017, 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