Last modified:September 1, 2021

• A Japanese Translation for Japanese Students ("OpenIntro Statistics" 4th Edition)

• Program for Economic Time Series and Seasonal Adjustments("X12SIML" Version-9, 2023-2-1)

  2021-3-3 , Memorandum (April 28 2021)

  Research and education of statistics, econometrics, and mathematical finance

• Professor, Institute of Statistical Mathematics (ISM) (2021 September-)

• Visiting Researcher, Tokyo Keizai University; Emeritus Professor, University of Tokyo (2020 November -)

• Professor, Meji University (2016 April-2021 March)

• Visiting Position (Cabinet Office) (2010 April-)

• Visiting Position (Institute of Statistical Mathematics) (2008 April-)

• Japan Statistical Society Award (2005 September, Japan Statistical Society)

• Nikkei Book Award (To "A Foundation of Mathematical Finance: Applications of Asymptotic Expansions and Malliavin Calculus" in Japanese, 2004 November, Nikkei Journal)

• Recent Published books and Papers (see Japanese HP for Papers in Japanese)

  "Separating Information Maximum Likelihood Method for High-Frequency Financial Data," (Springer, 2018 July, with Seisho Sato and Daisuke Kurisu�j

  Kunitomo-Kurisu(2021), Japanese Journal of Statistics and Data Science (Open Access), Detecting Factors of Quadratic Variation in the Presence of Market Microstructure Noise ; Kunitomo-Sato(2021), Japanese Journal of Statistics and Data Science (Open Access), A robust-filtering method for noisy non-stationary multivariate time series with econometric applications ; Kunitomo-Awaya-Kurisu(2019), Japanese Journal of Statistics and Data Science (Open Access), Some Propertiesof Estimation Methods for Structural Relationships in Non-stationary Erroes-in-Variables Models; Kunitomo-Kurisu-Awaya(2018), Japanese Journal of Statistics and Data Science (Open Access), The Simultanesou Multivariate Hawkes-type Point Processes and Their Application to Financial Markets; Anderson, Kunitomo and Matsushita (2010), Journal of Econometrics Vol.157, 191-204 ( On Asymptotic Optimality of LIML ,2008Jan.-Version) ; Kunitomo and Matsushita (2009), Journal of Multivariate Analysis, Vol.100, 1725-1751 ( Asymptotic Expansion of Semi-Parametric Estimators ,2006Nov.-Version) ; Kunitomo and Kim (2007), The Japanes Economic Review, Vol.58-1, 71-106 (Effects of Stochastic Interest Rates and Volatility on Contingent Claims, 2004 April-Version).

• Recent Unpublished Papers (see Japanese HP for Papers in Japanese)

  On Backward Smoothing for Noisy Non-stationary Time Series (2020, June); Robustness of SIML(2010 April) Dynamic-Panel-LIML(2010 January) Dynamic-Panel-Structural-Equation(2010 January) Angle-LIML(2009 April) Nikkei-225 Futures with Micro-Market Noise(2008 November) Improving Anderson-Rubin Test(2008 Sptember) Separating Information Maximum Likelihood(2008 August) On Finite Sample Properties(2008 August) Improving LIML(2008 July) On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited (2007 May) (2005 Sptember) A New Light from Old Wisdoms: Alternative Estimation Methods od Simultaneous Equations and Microeconometric Models (2005 February) Empirical Liklihood of Levy Processes (Revised 2006�N12��)

My research writings in the past

My books

My career

Summary of Lectures, Lecture Notes and Others for Students

Naoto Kunitomo

Institute of Statistical Mathematics (ISM), Tokyo, Tachikawa-shi, Midori-cho 10-3 ��190-0014, JAPAN