戸田裕之
日本の経済学者 (1961-)
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学歴
- 1985年 - 東京大学農学部卒業
- 1991年 - イェール大学大学院経済学研究科修了、Ph.D. in Economics取得[3]
職歴
著作
論文
- Fukuda, Shin-Ichi, Teruyama, Hiroshi & Toda, Hiro Y(1991),"Inflation and price-wage dispersions in Japan," Journal of the Japanese and International Economies, Volume 5, Issue 2,pages 160-188.
- Toda, Hiro Y & Phillips, Peter C B(1993),"Vector Autoregressions and Causality", Econometrica, vol. 61(6), pages 1367-93. doi:10.2307/2951647
- Toda, Hiro Y.(1994),"Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 66-79.
- Toda, Hiro Y. & Yamamoto Taku(1995),"Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
- Toda, Hiro Y.(1995),"Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1015-32.
- Yamada H. & Toda Hiro Y. (1997) "A note on hypothesis testing based on the fully modified vector autoregression," Economics Letters, Volume 56, Number 1, pages 27-39.
- 照山博司・戸田裕之(1997)「日本の景気循環における失業率変動の時系列分析」、『現代マクロ経済動学』(浅子和美・大滝雅之 編、東京大学出版会)所収、pp. 1227-279。
テキスト
- 戸田裕之・山田宏(2007)『計量経済学の基礎―統計的手法の理論とプログラミング』、ISBN 978-4-13-042125-6、東京大学出版会。