In the recent X-12-ARIMA program developed by the United States Census Bureau for seasonal adjustments, the RegARIMA modeling has been extensively utilized. We shall discuss some problems in the RegARIMA modeling when the time series are realizations of non-stationary integrated stochastic...

We summarize the recent developments on the statistical method of Lasso-Quantile Regression and we apply it to a Non-life Insurance problem. We discuss the asymptotic properties of the Quantile Regression estimator, the computational aspects related to the Linear Programming problem and the...

This is a brief survey of the existing seasonal adjustment methods. We first discuss the problem of economic seasonality commonly observed in many economic time series and the historical development of the X-11 and the X-12-ARIMA methods by the U.S. Census bureau. We also mention to other...

We re-examine some statistical aspects of the task force report by Canadian Institute of Actuaries on the segregated fund investment guarantees. We argue that there can be non-trivial statistical problems involved for the equity-linked life insurances and investigate the statsitical properties...

This memorandum summarizes the essential features of X-12-ARIMA Seasonal Adjustment Method developed by the Time Series Group of the U.S. CENSUS and explained by Findley et al. (1996). We shall mention several characteristics of X-12-ARIMA method and the related practical problems, which the...

This is a tentative Japanese translation of the first part (Chapter 1-Chapter 5) of the X-12-ARIMA Manual with two short appendices on the seasonal adjustment programs. Because the X-12-ARIMA program developed by the time series research group of the U.S. Census Bureau uses the statistical time...

We have several lessons from the recent "Higashi-Nihon-Daisinsai," a big earthquaqe and Tsunami occurred in 2011.3.11. After the last natural dissaster, the central and local governments asked the Housing Companies to make a large number of temporary houses within two-to-three months. We review...

In this lecture we illustrate several measurement errors issues and their statistical analyses arisen in Government Statistics, Econometrics and Financial Econometrics. We argue that there are some common structures and methods in many statistical problems and it shall be beneficial for many...

We consider the estimation of coefficients of a structural equation with many instrumental variables in a simultaneous equation system. It is mathematically equivalent to the estimating equations estimation or a reduced rank regression in the statistical multivariate linear models when the...

We compare four different estimation methods for the coefficients of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the...