Research Interest

Data analysis is one of the important topics in various fields of scientific research. As you can see in newspapers, websites, and magazines, there are many data which are observed through economic activities. Some examples of such data are, GNP, interest rate, stock prices, and so on. These are called “economic data”. Econometrics is a field of study to investigate economic activities using economic data. In order to analyze the data correctly, we need knowledge of statistics. So, econometrics can be considered as an application of statistics in a sense. I am interested in the theory of econometrics and statistics.

Lectures and Seminars

Teaching Experience

Statistics (Undergraduate)
Explain the basic concepts and theory in statistics. The goal of this lecture is to understand the basic method of statistical inference, i.e., estimation and test. The assessment is executed based on the final exam.

Econometrics A (Graduate/Postgraduate)
In this lecture, theoretical aspects of statistical inference are explained. Students can learn the theory of basic mathematical statistics which will be helpful to understand statistics and econometrics deeply. Assessment will be executed on the final exam.

Seminars (Undergraduate)

In the seminar, participants learn about the tools in econometrics first. They learn the basic theory of econometrics and how to use the data on computer software. After learning the basic tools, participants will apply the tools to real data and analyze the results. The final goal of the seminar is to write a thesis or report by analyzing and summarizing the results.

Seminars (Graduate/Postgraduate)

In the seminar, participants are reporting various topics in econometrics. Reports are not limited to the theoretical aspects of econometrics. The reports for empirical analyses in econometrics are also welcome.

Main Publications

1. PMSE performance of the biased estimators in a linear regression model when relevant regressors are omitted. Econometric Theory, 18:1086-1098, 2002.
2. Dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted. Statistics & Probability Letters, 63:375-385, 2003.
3. Simulation studies on bootstrap empirical likelihood tests. Communications in Statistics-Simulation and Computation, 33:99-108, 2004.

Message

These years, the advances in computers and software made it possible for everybody to use a variety of technical tools in econometrics and statistics. This means everybody can analyze the data with up-to-date techniques without learning complex computer languages. So, I wish more students have an interest in econometrics.

Contact

E-mail

namba(at)econ.kobe-u.ac.jp

Office hours

Please make an appointment in advance.