The following pages link to Shigeyuki Hamori (Q819429):
Displayed 11 items.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- Component structures of agricultural commodity futures traded on the Tokyo grain exchange (Q878213) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Copula-based regression models with data missing at random (Q2201548) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Hidden Markov models. Applications to financial economics. (Q2574139) (← links)
- SEASONAL INTEGRATION FOR DAILY DATA (Q4432537) (← links)
- (Q4467690) (← links)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)