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MIYAWAKI, Koji
Associate Professor
Research Keywords
Bayesian Econometrics, Markov Chain Monte Carlo Method
Recent Research Interests
My research interests are in the Markov chain Monte Carlo method and its application to the econometrics. The Markov chain Monte Carlo method is a compulational method to draw random samples that approximate an arbitrary distribution and is applied to estimate, for example, the expectation of parameters of interest. In some applications in econometrics, there are statistical models that require a computational method to conduct inferences on parameters due to their complexities, and the Markov chain Monte Carlo method is useful in such cases. My research is centered on the Markov chain Monte Carlo method and its application to the econometric models, especially to the models of consumers.