Details of a Researcher

写真b

TANIZAKI Hisashi

Keyword	Econometrics, Statistics
Mail Address
URL	http://www2.econ.osaka-u.ac.jp/~tanizaki

2011.04.01 - 2014.03.31, Policy Studies, Graduate School of Economics, Professor
2014.04.01 - , Economics, Graduate School of Economics, Professor

Kwansei Gakuin University Faculty of Economics Graduated	B.A.	1985.03
Kobe University Graduate School, Division of Economics Completed	M.A.	1987.03
University of Pennsylvania Graduate School of Economics Completed	Ph.D.	1991.12

Department of Economics, Kobe Gakuin University	1992.04 - 1994.03
Department of Economics, Kobe Gakuin University	1994.04 - 1995.03
Department of Economics, Kobe University	1995.04 - 2000.03
Graduate School of Economics, Kobe University	2000.04 - 2003.03
Graduate School of Economics, Kobe University	2003.04 - 2011.03
Graduate School of Economics, Osaka University	2011.04 -

Estimation and Inference on Simulation-Based Econometrics, especially, (i) Prediction, Filtering and Smoothing under Nolinearity and Nonnormality, (ii) Small Sample Properties of Nonparametric Tests, and (iii) Bias Correction of OLSE under Autoregressive Models.
Economic statistics-related

The day-of-the-week effect on Bitcoin return and volatility, Donglian Ma and Hisashi Tanizaki, Research in International Business and Finance，Vol.49, pp.127-136, 2019.10, Papers
On the day-of-the-week effects of Bitcoin markets: international evidence, Donglian Ma and Hisashi Tanizaki, China Finance Review International，Vol. ahead-of-print, No. ahead-of-print, 2019.07, Papers
Fat-tailed stochastic volatility model and the stock market returns in China, Donglian Ma and Hisashi Tanizaki, China Finance Review International，Vol. ahead-of-print, No. ahead-of-print, 2019.06, Papers
On Estimation of Almost Ideal Demand System Using Moving Blocks Bootstrap and Pairs Bootstrap Methods, K. Mizobuchi, H. Tanizaki, Empirical Economics，Vol.47, No.4, pp.1221-1250., 2014.12, Papers
On Volatility Linkages among Stock Price, Exchange Rate and Interest Rate in Japan，第66巻・第1号, 2012.06, Papers(In Japanese)

Special, Computational Methods in Statistics and Econometrics (STATISTICS: textbooks and monographs, Vol.172), H. Tanizaki, CRC Press., ISBN, 9780824748043, 2004.01
Special, Nonlinear Filters: Estimation and Applications (Second, Revised and Enlarged Edition), H. Tanizaki, Springer-Verlag, ISBN, 978-3-540-61326-8, 1996.08
Special, Nonlinear Filters: Estimation and Applications (Lecture Notes in Economics and Mathematical Systems, No.400), H. Tanizaki, Springer-Verlag, 1993.07