Hiroki Tsurumi

Available identifiers

zbMath Open tsurumi.hirokiMaRDI QIDQ274902

List of research outcomes

Publication	Date of Publication	Type
Regimes and long memory in realized volatility	2023-03-13	Paper
Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution	2018-11-02	Paper
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market	2016-04-25	Paper
Bayesian Analysis of the Censored Regression Model with an AEPD Error Term	2015-06-24	Paper
Use of the principal component method in the maximum likelihood estimation procedure of the logit model	2013-10-24	Paper
Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models	2013-06-13	Paper
Probit and Logit Model Selection	2011-03-23	Paper
Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations	2009-04-15	Paper
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates	2009-04-15	Paper
Estimating unknown join points: Determination of the yen-dollar exchange rate	2009-02-06	Paper
Asian financial crisis. Prologue and the case of Thailand	2009-02-06	Paper
Korean currency crisis and regime change: a multivariate GARCH model with Bayesian approach	2009-02-06	Paper
Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations	2009-02-06	Paper
Kolmogorov–Smirnov, Fluctuation, and ZgTests for Convergence of Markov Chain Monte Carlo Draws	2008-03-18	Paper
Bayesian Inference of the Regression Model with Error Terms Following the Exponential Power Distribution and Unbiasedness of the LAD Estimator	2008-03-12	Paper
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model	2006-01-27	Paper
Bayesian, MLE, and GMM Estimation of a Spot Rate Model	2005-12-22	Paper
Asymptotic Distribution of a Unit Root Process Under Double Truncation	2003-08-14	Paper
Ratio tests of a unit root	2002-07-28	Paper
Exogeneity tests in a truncated structural equation	1993-05-16	Paper
Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3490770	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3200442	1988-01-01	Paper
Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3026129	1987-01-01	Paper
Limited information bayesian analysis of a structural coefficient in a simultaneous equations system	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3963886	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3908341	1980-01-01	Paper
A Bayesian test of a parameter shift and an application	1977-01-01	Paper
A Bayesian estimation of macro and micro CES production functions	1976-01-01	Paper
A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production	1976-01-01	Paper

Research outcomes over time

This page was built for person: Hiroki Tsurumi