Selected Publications (English)
"Estimation of Regional Business Cycle in Japan using Bayesian Panel Spatial Autoregressive Probit Model"
by Kakamu, K. and H. Wago and H. Tanizaki, forthcomming in (T.P. Nolin ed) Handbook of Regional Economics,
2009, Nova Publisher
"Small Sample Properties of Panel Spatial Autoregressive Models: Comparison of Bayesian and Maximum Likelihood Methods,"
Spatial Economic Analysis, Vol.3，No.3, 305-19, 2008.
"Spatial Interaction of Crime Incidents in Japan," with Kakamu, K. and W. Polasek,
Mathematics and Computers in Simulation, 78, 2008 276-282.
"Model Choice for Panel Spatial Models: Crime Modeling in Japan," Kakamu, K., W. Polasek and H. Wago (2007),
in (H.-J. Lenz and R. Decker eds) Advances in Data Analysis, Springer, 237-244.
"Bayesian Panel Spatial Probit Model with an Application to Business Cycle in Japan,"
Proceedings of International Congress on Modeling and Simulations, 856-863. with Kakamu, K. 2005.
"Bayesian estimation of smooth transition GARCH model using Gibbs sampling,"
Mathematics and Computers in Simulation, Elsevier, 64, 63-78, 2004.
"Using the Durbin-Watson Ratio to Detect a Spurious Regressions: Can We Make a Rule of Thumb?",
in Proceedings of International Environmental Modelling and Software Society (iEMSs), 592-596, 2002.
"Bayesian inference on smooth transition GARCH models"
in Proceedings of The International Symposium on Model and Simulation (MODSIM2001),
held at ANU Canberra, Australia, pp.1337-1342, Dec.10 〜 14, 2001.
"Bayesian inference on gradual switching GARCH models : Gibbs sampling approach",
in Proceedings of The International Symposium on Frontiers of Time Series Modelling,
held at ISM Tokyo, Feb.7 〜 9, 2000, IMS Report No.4, 342-343.
"Recent Developement on Bayesian Econometrics"
Journal of Japan Statistical Society, 28-3, pp.111--150, 1998.
"A Bayesian Non-Parametric Density Estimation of Production Function,"
Blletin of the International Statistical Institute, Contributed Papers, Book 2}, 15-16, 1997.
"A Bayesian Analysis of Unit Root and Cointegraion with an Application to a Yen-Dollar Exchange Rate Model,"
Advances in Econometrics, Vol.11, Part B, JAI Press, 51-86, 1996.
"A Bayesian Analysis of Unit Root Under Unknown Order of an ARMA(p,q) Error and Application to the Foreign Exachange Rate of Yen,"
Revised Version, 49th Session of International Statistical Institute Meeting [Firenze, Italy], 1993.)
"Mean Squared Errors of Forecast for Selecting Non-Nested Linear Models and Comparison with Other Criteria,"
Journal of Econometrics, Vol. 48, 215-240, April/May 1991.
"A Bayesian Non-Parametric Density Estimation of Production Function,"
Bulletin of the International Statistical Institute, Contributed Papers, 51st Session, Book 2, 15-16, 1997.
"A Bayesian Analysis of Unit Root Under Unknown Order of an ARMA(p,q) Error and Application to the Foreign Exachange Rate of Yen,"
in Bulletin of the International Statistical Institute, Contributed Papers, 49th Session, Book 2, 493-494, 1993.
"A Bayesian Analysis of Unit Root and Cointegraion," invited paper for
International Symposium on Exploration of Informational Aspects of Bayesian Statistics,
[Fuji, Japan] Institute of Statistical Mathmatics, December 1993.
"Mean Squared Errors of Forecast for Selecting Non-Nested Linear Models and Comparison with Other Criteria,"
Journal of Econometrics, Vol. 48, 215-240, April/May 1991.
"A Measure of Interdependency in Multiple Time Series Model",
in Bulletin of the International Statistical Institute, Contributed Papers Book 2, 147-148, 1989.
"A Measure of Interdependency in Multiple Time Series Model,"
in Bulletin of the International Statistical Institute, Contributed Papers : Book 2,} 147-148, 1989.
"The Role of Statistical Software for Applied Econometric Research and Education,"
in Proceedings of the fifth Japan and Korea Joint Conference of Statistics, 80-82, 1988.
"A Predictive Density Criterion for Selecting Non-Nested Linear Models and Comparison with Other Criteria,"
in R. Viertl ed. Probability and Bayesian Statistics, 477-486, Plenum Press, New-York and London, 1987.
"An Econometric Analysis of a Capital Gaines Tax on Land,"
The Economic Studies Quarterly, Vol. 38-2, 159-171, 1987.
"Gradual Switching Multivariate Regression Models with Stochastic Cross-equational
Constraints and an Application to the KLEM Translog Production Model",
Journal of Econometrics, Vol. 31-3, 235-253, 1986.
"The Impact of Energy Prices on Macro Economic Performances",
Japanese Review of Energy Economics, Vol. 1, 1-28, 1983.
"Energy Price, Substitution Elasticities and Technical Change - Econometric Analysis by Translog Cost Function",
Journal of Japan Statistical Society, Vol.13-1, 73-88, 1983.
"A model for the Coordination of Recovery Policies in the OECD Region"
Journal of Policy Modeling, Vol. 2, 35-55, 1979.
"Erratum: A model for the Coordination of Recovery Policies in the OECD Region",
Journal of Policy Modeling, Vol.2-3, 456, 1980.
Selected Publications (Japanese)
"Bayesian Econometrics", Minotani, Nawata and Wago ed. Econometrics Handbook, 665-698，Asakura，2007.
"MCMC:Markov Chain Monte Carlo", Dictionary of Statistics and Data Science, 856-857，Asakura，2007.
"Application of Markov Chain Monte Carlo to Economic Time Series Model",
in Amari, Takeuch and Takemura eds. Forntiers of Statistical Sciences: Vol.12.
Computational Statistics II: Marikov chain Monte Carlo and its arround area, Iwanami, 213-292, 2005.
"Bayesian Econometrics：Applications to the Markov chain Monte Carlo"
in Wago, H. eds. Toyo-Keizai，382．2005．
"Trend of Regional Business Cycle with Spatial Interaction Effect", Financial Review，78，71-84, Aug. 2005．
"Bayesian Application to Econometrics," Chap. 1，
in H. Wago ed. Bayesian Econometrics, 1-38, Toyo-Keizai, 2005.
"Markov Chain Monte Carlo method and its Application" Chap. 2，
in H. Wago ed. `Bayesian Econometrics`, 39-99, Toyo-Keizai, 2005.
"Analysis by Bayesian Statistics",
Maki, Wago et al. Statistics for Economics and Management, Chap 9，243-284, 2005.
Analysis Economic Data using TSP rev. 2nd ed. University Tokyo Press, Feb. 1995
"Bayesian Forecasting", Byesian Statistics and its Applications,
in Suzuki, Y. and N. Kunitomo ed., University of Tokyo Press, 139-177, 1989.
"Time Series Analysis of Fiscal and Monetary Policies",
in Yabushita, and Asako edit.
Japanese Economy and Fiscal Policy, Chap. 8，Toyo-Keizai, 165-189, 1987.
"Energy Price Change and Industial Adjustment"
in Hayashi and Nakamura ed.
Japanese Economy and Economic Statistics, ,
University of Tokyo Press, 119-145, 1986.
"Time Series Analysis and its Applications"
Wolrd Economic Information Service, Chap. 2〜3, 155-308, 1984.
"Transmission mechanizm for crude oil price" Economic Planning Agency, research monograph No.40,
Econometrics Analysis of Energy Demand, 165-231, 1983.
"Estimation and Testing for Share Model-Application of Translog production model," (in Japanese),
in Takeuchi, K. ed. The New Developement of Econometrics, University of Tokyo Press, 203-233, 1983.
"Bayesian inference on gradual switching GARCH models : Gibbs sampling approach",
in Proceedings of The International Symposium on Model and Simulation, (MODSIM2001), 1337-1342, held at ANU,
Canberra, Australia, Dec.10 〜 14, 2001.
"A Bayesian Analysis of Unit Root and Cointegraion with an Application to a Yen-Dollar Exchange Rate Model,"
Advances in Econometrics, Vol.11, Part B, JAI Press, 51-86, 1996.
"Bayesian Forecasting,"
in Y. Suzuki and N. Kunitomo eds.,
Bayesian Statistics and its Applications, University of Tokyo Press, 139-177, 1989.
"Estimation and Testing on Share Model - An Application to Translog Model,"
in K Takeuchi ed., Recent Development of Econometrics, University of Tokyo Press, 203-233, 1983.
"Time Series Analysis of Fiscal vs. Monetary Policy in Japan,"
in Yabushita and Asako eds.
Japanese Economy and Fiscal Policy, Toyokeizaishinpo-sha, 165-189, 1987.
"Applied Econometric Analysis Using TSP," 1st ed.,
University of Tokyo Press, 1988.
"Higher Energy Prices and Industry Adjustments : Bayesian Approach,"
in S.Hayashi and T.Nakamura eds.,
Statistical Analysis of Japanes Economy, University of Tokyo Press, 119-145, 1986.
"Recent Development of Econometrics",
ESP, No.145, 44-48, May 1984.
"Time Series Analysis : Theory and its Applications,"
Research Report of World Economy and Information Service, with T.Yamamoto and N. Kunitomo, Chap. 2,3, 155-308, 1984.
"Economic Analysis of Oil Shock",
Economic Seminar, No.344, 38-45, 10, 1983.
"Changes in the Regional Distribution of Population in Japan and their Implication for Social Policy",
in R. Stone ed. Econometric Contribution to the Puplic Policy, McMillan, 440-463, 1978.
"Measurment of Income inequality" Keizai-kenkyu Vol. 29-4, 361-371, 1978.
"Statistical Evidence of Income Inequality by Occupation in 1965-1975"
Kokumin-keizai, Vol.137, 41-60, 1977.
"Optimal Energy Policy and Demand Control"
Economics Research, Vol. 26-2, 97-107, 1975.
Translation
Commandeur and Koopman，An Introduction to State Space Times Series Analysis by Wago，H. CAP，2008.
Durbin and Koopman,Time Series Analysis by State Space Modelling by Wago, H. and Y. Matsuda，CAP, 2004.
G.S. Maddala, Econometrics Method by Wago H. McGraw-Hill, July, 1992.
G.S. Maddala, Econometrics Method [rev. 2nd ed.] by Hajime Wago, CAP, January, 1995.
Home page