
Teaching Positions
Associate Professor, Faculty of Economics, Tohoku University 
February 1973  December 1986 

Professor of Econometrics, Faculty of Economics, Tohoku University 
January 1987  March 2006 

Professor of Econometrics, Department of Economics, Meisei University 
April 2006  March 2014 

Visiting Professor, Institute of Statistics, Texas A&M University 
September 1981  June 1982 

Lecturer(parttime), Graduate School, Aomori Public College 
April 1998  March 2006 

Emeritus Professor, Tohoku University 
April 2006  
Research Grants
British Council Scholarship 
January 1981  September 1981 

JSPS GrantinAid for Scientific Researches 
1992, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 
2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014 
Member
Institute of Mathematical Statistics (19762014), Fellow (elected in 2007) 

Japan Statistical Society (1990) 

Japan Economic Society (2003) 
Associate Editor
Econometrica (19912000) 

Journal of the Japan Statistical Society (19921997) 

Mathematical Review (The American Mathematical Society) (Reviewer, 1998 )
Hosoya Review History 
Main Publications 
Japanese translation of E.J. Hannan's Time Series Analysis (1960) 
Baihuukan Publishing Company, Tokyo, 1974 

TimeSeries Analysis section of Statistics Dictionary (in Japanese) 
Toyou Economic News Press, Tokyo, 1989 

Coauthor of Advances in Economics and Econometrics, 7th World Congress of Econometric Society: Volume 3
Chapter 1, Causal analysis and statistical inference on possibly nonstationary
time series 
eds. D. Kreps & K.F. Wallis, Cambridge University Press, 1996 

*Statistical Evidence and its Interpretations  enlarged edition (in Japanese) 
206 pages, Makino Publishing Company, Tokyo, 2002 

Timeseries related entries in Encyclopedia of Statistical Data Science (in Japanese) 
Asakura Publishing Company,Tokyo ,2007 

Japanese translation of C.W.J. Granger's Empirical Modeling in Economics: Specification and Evaluation (1999) with the translator's 28page commentary 
114 pages, Makino Publishing Company, Tokyo, 2009 

Japanese translation of H. Zeisel and D.H. Kaye's Prove It with Figures: Empirical Methods in Law and Litigation (1997) with the translator's 8page afterword 
355 pages, Makino Publishing Company, Tokyo, 2012 

Characterizing Interdependencies of Multiple Time Series: Theory and Applications by Y. Hosoya, K. Oya, T. Takimoto and R. Kinoshita 
Springer Briefs in Statistics, Springer, 2017 
On the Granger condition for noncausality 
Econometrica, vol.45, no.7, pp.17356,
1977 

Discretetime stable processes and their certain
properties 
Annals of Probability, vol.6,
no.1, pp.94105, 1978 

Robust linear extrapolations of secondorder stationary
processes 
Annals of Probability, vol.6,
no.2, pp.57484, 1978 

Highorder efficiency in the estimation of linear
processes 
Annals of Statistics, vol.7, no.3,
pp.51630, 1979 

Conditionality and maximumlikelihood estimation 
Recent Developments in Statistical
Inference and Data Analysis
(ed. Matusita, North Holland), pp.11726, 1980 

A central limit theorem for stationary processes
and the parameter estimation of linear processes 
Annals of Statistics, vol.10,
no.1, pp.13253, 1982 (with M. Taniguchi) 

Harmonizable stable processes 
Z. Warscheinlichkeitstheorie verw
Gebiete, 60, pp.51733, 1982 

Information criteria and tests for timeseries models 
TimeSeries Analysis:Theory and Practice
5 (ed. O.D. Anderson, Elsevier Science), pp.3952, 1984 

A simultaneous test in the presence of nested alternative
hypotheses 
Journal of Applied Probability,
23A, pp.187200, 1986 

Nested statistical models and a generalized likelihood
ratio test 
Statistical Theory and Data Analysis
II (ed. Matusita, NorthHolland), 11130, 1988, (with N.Terui) 

The secondorder Fisher information 
Biometrica, vol.75, no.2, pp.26574,
1988 

The bracketing condition for the limit theorems of
stationary linear processes 
Annals of Statistics, vol.17,
no.1, pp. 40118, 1989 

Hierarchical statistical models and a generalized
likelihood ratio test 
Journal of the Royal Statistical Society,
Sereis B, vol.51, no.3, pp.43547, 1989 

Ancillarity and the limited information maximum likelihood
estimation in a structural equation 
Econometric Theory, vol.5, 385404,
1989 (with Y.Tsukuda and N.Terui) 

Information amount and the highorder efficiency in estmation 
Annals of the Institute of Statistical Mathematics,
vol.42, no.1, pp.3749, 1990 

The decomposition and measurement of the interdependency
between secondorder
stationary processes 
Probability Theory and Related Fields, vol.88, pp.42944,
1991 

Higherorder asymptotic theory of timeseries analysis 
American Mathematical Society Sugaku Expositions,
vol.4, no.2, pp.22349, 1991 (with M.Taniguchi) 

Limit theorems for statistical inference on stationary processes with
strong dependence 
Statistical Sciences and Data Analysis (ed. Matusita),
pp.15164, International Science Publishers, 1993 

The quasilikelihood approach to statistical inference
on multiple
timeseries with longrange dependence 
Journal of Econometrics, pp.21736, vol.73, 1996 

Some limit theorems on stationary processes with longrange dependence 
Athens conference on applied probability and time series:
Volume 2, pp.23345, 1996,
eds. P.M. Robinson & R. Rosenblatt, Springer. 

A limit theory for longrange dependence and statistical inference
on related models 
The Annals of Statistics, vol.25, no.1, pp.10537,
1997 

A note on factirization of mutivariate ARMA spectra 
The Institute of Statistical Mathematics Cooperative Research Report, no.103, pp.6069, 1997 

Testing cointegration rank in the presence of structurel changes 
Annual Report of the Economic Society, Tohoku University,
vol.61, no.4, pp.7899, 2000 (with T.Takimoto) 

Conditional asymptotic theory for nearintegrated time series 
Annual Report of the Economic Society, Tohoku University,
vol.62, no.2, pp.126, 2000 (with T.Saito) 

Inference on oneway effect and evidence in Japanese macroeconomic data 
Journal of Econometrics, vol.98, no.2, pp.22555, 2000 (with F.Yao) 

Extended cointegration rank tests 
The 3rd JapanU.S. Joint Seminor on Statistical Time Series Analysis,
Abstracts of, pp.18, 2001 

Elimination of thirdseries effect and defining partial measures of causality 
Journal of Time Series Analysis, vol.22, no.5, pp.53754, 2001 

An asymptotic theory for inference on general unitroot cointegration 
Annual Report of the Economic Society, Tohoku University,
vol.64, no.3, pp.3755, 2003 

A threestep procedure for estimating and testing cointegrated ARMAX models 
Japanese Economic Review, vol.55, no.4, pp.418450, 2004 (with T.Takimoto) 

Testing the oneway effect in the presence of trend breaks 
Japanese Economic Review, vol.56, no.1, pp.107126, 2005 (with F.Yao and T.Takimoto) 

Fractional invariance principle 
Journal of Time Series Analysis, vol.26, no.3, pp.463486, 2005 

Inference on the cointegration rank and a procedure for VARMA rootmodification 
Journal of the Japan Statistical Society, vol.36, no.2, pp.149171, 2006 (with T.Takimoto) 

A modified BoxCox transformation in the multivariate ARMA model 
Journal of the Japan Statistical Society, vol.37, no.1, pp.124, 2007 (with T.Terasaka) 

Inference on a set of statistical models 
Journal of the Japan
Statistical Society, vol.38, no.1, pp.107118, 2008 

Canonical factorization of specral denisty matrices and the construction of causal measures 
Journal of The Japan
Statistical Society (Japanese version), vol.38, no.2, pp.251279 , 2009 


Inference on transformed stationary time series 
Journal of Econometrics, vol.151, pp.129139, 2009 (with
T.Terasaka) 

A numerical method for factorizing the rational spctral density matrix 
Journal of Time Series Analysis, vol. 31, pp. 229240, 2010 (with T. Takimoto)

Discussion Paper
Time series causal analysis (with F.Yao) 
TERG No.151, Faculty of Economics, TohokuUniversity, 2001 

A numerical method for factorizing the rational spectral densily matrix (with Taro Takimoto) 
Discussion Paper No.20065, Graduate School of Economics, Kyushu University, 2006 

Measuring the partial causality in the frequency domain (with Taro Takimoto) 
Discussion Paper No.20124, Graduate School of Economics, Kyushu University, 2012 

Partial measures of timeseires interdependence (with Taro Takimoto) 
Discussion Paper No.20139, Graduate School of Economics, Kyushu University, 2013 
Presentation
A limit theory on stationary processes with longrange dependence 
JapanU.S. Joint Seminor on Time Series Analysis, Honolulu, January, 1993. 

Causal relations between possibly nonstationary timeseries and related statistical inference 
Econometirc Society 7th World Congress, Tokyo, August, 1995. 

Statistical causal analysis and its application to economic timeseries 
1999 NBER/NSF Time Series Conference, Taipei, August, 1999. 

An asymptotic test theory of the fractional cointegration rank 
Autumn Meeting of the Japanese Economic Association, Hiroshima, October, 2002. 

Fitting the multivariate ARMA model to the BoxCox transformed timeseries 
The 2003 Japanese Joint Statistical Meeting, Nagoya, September, 2003. (with T.Terasaka) 

A simultaneous Whittle likelihoodratio test for the cointegration rank 
The 2003 Japanese Joint Statistical Meeting, Nagoya, September, 2003. (with T.Takimoto) 

Modifying the BoxCox transformation in a stationary time series setup 
The 2004 Japanese Joint Statistical Meeting, Hanamaki, September, 2004. (with T.Terasaka) 

Inference on the cointegration rank and a procedure for VARMA rootmodification 
Autumn Meeting of the Japanese Economic Association, Tokyo, September, 2005. (with T.Takimoto) 

A numerical evaluation method for factorizing the ARMA spectral matrix 
The 2005 Japanese Joint Statistical Meeting, Hiroshima, September, 2005 (with T.Takimoto) 

Inference on transformed stationary time series 
Econometric Canference in honour of Peter Robinson, LSE, London, May, 2007. 

Inference on partial causal measures in the frequency domain 
Spring Meeting of Japan Association of Applied Economics, Fukuoka, June, 2012 and Annual Meeting of Japan Statistical Society, Sapporo, September, 2012 (with T. Takimoto). 

Measures of timeseries interdependencies: inference and application 
Applied Probability and Time Series Workshop, Ulm University, Ulm, September, 2017. 
Prize
The Tjalling Koopmans Econometric Theory Prize, (with Y. Tsukuda and N. Terui), 1992. 

The Japanese Statistical Society Prize, 2006. 
