OYA Kosuke

J-GLOBAL         Last updated: May 23, 2019 at 02:42
 
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Name
OYA Kosuke
Affiliation
Osaka University
Section
Graduate School of Economics Business and Management
Job title
Professor
Degree
Doctor of Economics(Kyushu University)
Other affiliation
Osaka UniversityOsaka UniversityOsaka University
Research funding number
20233281

Research Interests

 
 

Research Areas

 
 

Academic & Professional Experience

 
2005
   
 
-: - Graduate School of Economics, Osaka University, Professor,  
 

Education

 
 
 - 
1991
Economic Engineering, Graduate School, Division of Economics, Kyushu University
 
 
 - 
1986
Economic Engineering, Faculty of Economics, Kyushu University
 

Published Papers

 
Masato Ubukata, Kosuke Oya
Journal of Financial Econometrics   72(2) 106-151   Mar 2009   [Refereed]
Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity
Masato Ubukata, Kosuke Oya
Recent Advances in Financial Engineering      Jun 2009   [Refereed][Invited]
Ryo Kinoshita, Kosuke Oya
Journal of The Japan Statistical Society Japanese Issue   44(1) 19-40   Sep 2014   [Refereed]
MORIMUNE Kimio, OYA Kosuke
Journal of Statistical Planning and Inference   50(2) 223-240   Mar 1996   [Refereed]
Wald, LM and LR Test Statistics of Linear Hypotheses in a Structural Equation Model
OYA Kosuke
Econometric Reviews   16(2) 157-178   May 1997   [Refereed]

Misc

 
Mathematics and Computers in Simulation   33,569-574/,    1992
"Wald, LM and LR Test Statistics of Linear Hypotheses in a Structural Equation Model"
Econometric Review   16,157-178/,    1997
'On the approximated distribution of restricted structural estimators and the third order efficiency'
"Journal of Political Economy", Society of Political Economy, Kyushu University   58(4-5) 59-73   1993
"Size Corrections for the Wald Statistic in Structural Equation Models"
Proceedings of International Congress on Modelling and Simulation   2,657-662/,    1993
Journal of Statistical Planning and Inference   50(2) 223-240   1996

Research Grants & Projects

 
Statistical analysis of count data in ecnomics
Grant-in-Aid for Scientific Research
Project Year: 2001 - 2004