北村祐一
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業績
中原賞
計量経済学や数理統計学の分野におけるノンパラメトリック尤度アプローチの研究(Kitamura 2006, Kitamura 2001, Kitamura and Stuzer 1997)は国際的に高い評価を受けており、2006年度に日本経済学会から中原賞を授与されている[3]。
Professor Kitamura has made a significant contribution to the theory of econometrics - in particular to the nonparametric likelihood approach?which has been different from the standard methods explained in textbooks and quite new in that sense (see Kitamura, 2006). In his 2001 paper, in Econometrica, and the 1997 joint paper with Professor Stutzer, also in Econometrica, he has shown that the nonparametric likelihood approach has the optimal properties for estimation and testing in the econometric models. Also his 1997 paper in the Annals of Statistics has shown that the nonparametric likelihood estimation can be generalized to the weakly dependent case; this was a significant contribution to the empirical likelihood method following the line initiated by A. Owen in the statistics literature. Professor Kitamura has also investigated the conditional moment restriction problem that has been usually dealt with the generalized moments method (GMM) and its variants in econometrics (see Kitamura et al., 2004 and Tripathi and Kitamura, 2003). Due to the recent works of Professor Kitamura and some other researchers, the nonparametric likelihood approach has been a major competitor to more traditional methods including the GMM. He has been changing the very fundamentals of econometric methods and will make a significant contribution with possible econometric applications. — 「受賞理由」 日本経済学会・2006年度中原賞受賞者
| 受賞 | ||
|---|---|---|
| 先代 星岳雄 第11回:2005年 |
中原賞(日本経済学会) 第12回:2006年 |
次代 松井彰彦 第13回:2007年 |