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Tao, Junfan
Kyoto Institute of Economic Research (KIER) Senior Lecturer/ Junior Associate Professor
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Last Updated :2025/06/19
Basic Information
Affiliated programs (koza)
Faculty
Email Address
Email Address
tao.junfan.7j
kyoto-u.ac.jp
Professional Memberships
Academic Degree
Research History
- From May 2022, To PresentKyoto University, Institute of Economic Research, Lecturer
- From Oct. 2021, To Apr. 2022Kyoto University, Institute of Economic Research, 研究員
- From Sep. 2019, To Sep. 2021Japan Society for the Promotion of Science, 外国人特別研究員 (京都大学 経済研究所)
- From Apr. 2019, To Sep. 2019Yokohama National University, Graduate School of International Social Sciences, 非常勤講師
- From Oct. 2014, To Sep. 2019Yokohama National University, College of Economics, 非常勤講師
ID,URL
J-Global ID
Researcher number
60967090
researchmap URL
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Last Updated :2025/06/19
Research
Research Interests
Research Areas
Papers
- A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive ProcessKohtaro Hitomi; Keiji Nagai; Yoshihiko Nishiyama; Junfan TaoAdvances in Econometrics, 24 Apr. 2023
- Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive ModelsKohtaro Hitomi; Keiji Nagai; Yoshihiko Nishiyama; Junfan TaoKIER Discussion Paper Series, No. 1060, 2021
- Sequential analysis of detection for unit roots in autoregressive models with p-th orderJunfan TaoPh.D. Thesis, Yokohama National University, Degree Number 28, 2018
Presentations
- An optimal invariant sequential unit root testJunfan TaoSummer Econometrics Forum, University of Tokyo, 09 Aug. 2023
- Sequential analysis of detection for unit roots in AR(p)Junfan TaoWorkshop on recent development in econometric theory and its application 2018, KIER, Kyoto University, 22 Feb. 2018
- Time-changed method in non-ergodic autoregressive process and branching processJunfan TaoJapanese joint statistical meeting 2021 (Online), Oct. 2021
- Sequential criticality test for branching process with immigrationJunfan Tao63rd ISI World Statistics Congress 2021 (ISI WSC 2021) (Online), Jul. 2021
- Sequential test for a unit root in monitoring a p-th order autoregressive processJunfan Tao2021 Japanese Economic Association Spring Meeting, Kwansei Gakuin University (Online), May 2021
- The role of Bessel processes on the sequential test for a unit root in autoregressive process and criticality in branching processesJunfan TaoStatistics of stochastic processes Session, Bernoulli-IMS One World Symposium (Online), Aug. 2020
- Joint Asymptotic Normality of Stopping Times and Sequential Estimators in Monitoring Autoregressive ProcessesJunfan Tao62nd ISI World Statistics Congress 2019 (ISI WSC 2019), Kuala Lumpur, Malaysia, Aug. 2019
- Sequential Estimation for Strongly Stationary AR(p) ProcessJunfan TaoJapanese joint statistical meeting 2018, Korakuen Campus, Chuo University, Sep. 2018
Awards
External funds: Kakenhi
- Bubbles and pandemic outbreak: Statistical monitoring and change point detection in non ergodic time seriesGrant-in-Aid for Research Activity Start-up0107:Economics, business administration, and related fieldsKyoto UniversityJunfan TAOFrom 31 Aug. 2022, To 31 Mar. 2024, Project Closed逐次検定;非エルゴート的過程;自己回帰モデル;単位根検定;分枝過程;臨界性検定;非定常時系列;統計的逐次探索;Type I error control;初期値;逐次探索;構造変化
- Ranking and Selection under adaptive samplingGrant-in-Aid for Early-Career ScientistsBasic Section 07030:Economic statistics-relatedKyoto University陶 俊帆From 01 Apr. 2025, To 31 Mar. 2029, Granted適応的実験;統計的推論;経験ベイズ;逐次解析;ランダム化比較試験
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Last Updated :2025/06/19
Education
Teaching subject(s)
- From 01 Apr. 2025, To 31 Mar. 2026Economy and Society II-E2H937, Fall, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2025, To 31 Mar. 2026Economy and Society I-E2H936, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2025, To 31 Mar. 2026Principles of Economics-E2H935, Fall, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2025, To 31 Mar. 2026Introduction to Economics-E2H934, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2024, To 31 Mar. 2025Economy and Society II-E2H937, Fall, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2024, To 31 Mar. 2025Economy and Society I-E2H936, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2024, To 31 Mar. 2025Principles of Economics-E2H935, Fall, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2024, To 31 Mar. 2025Introduction to Economics-E2H934, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2023, To 31 Mar. 2024Economy and Society I-E2H936, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2023, To 31 Mar. 2024Principles of Economics-E2H935, Fall, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2023, To 31 Mar. 2024Introduction to Economics-E2H934, Spring, Institute for Liberal Arts and Sciences, 2
- From 01 Apr. 2023, To 31 Mar. 2024Economy and Society II-E2H937, Fall, Institute for Liberal Arts and Sciences, 2
