The following pages link to Masahito Kobayashi (Q834295):
Displayed 12 items.
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- A Bounds Test of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal (Q3725376) (← links)
- Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414) (← links)
- Tests of Linear and Logarithmic Transformations for Integrated Processes (Q4541247) (← links)
- A new test for single against competing risks models in duration analysis (Q4595857) (← links)
- Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models (Q4641637) (← links)
- ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS (Q4700857) (← links)
- Corrections (Q5254773) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)