Koichi Maekawa

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach Journal of Statistical Computation and Simulation	2023-09-19	Paper
Change point test for structural vector autoregressive model via independent component analysis Journal of Statistical Computation and Simulation	2023-09-19	Paper
Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model Economics Letters	2016-01-01	Paper
The CUSUM of squares test for the stability of regression models with non-stationary regressors Economics Letters	2013-01-29	Paper
ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005 Asia-Pacific Journal of Operational Research	2010-06-10	Paper
Jump diffusion model with application to the Japanese stock market Mathematics and Computers in Simulation	2008-06-18	Paper
scientific article; zbMATH DE number 5233727 (Why is no real title available?)	2008-02-08	Paper
Test for Parameter Change in ARIMA Models Communications in Statistics. Simulation and Computation	2006-08-10	Paper
Cusum test for parameter change in GARCH (1, 1) models with application to Tokyo stock data	2006-06-14	Paper
The Cusum Test for Parameter Change in Regression Models with ARCH Errors JOURNAL OF THE JAPAN STATISTICAL SOCIETY	2005-04-19	Paper
Estimating break points in a time series regression with structural changes Mathematics and Computers in Simulation	2004-01-14	Paper
On spurious Granger causality Economics Letters	2002-03-03	Paper
Finite element simulation of chip flow in metal machining. International Journal of Mechanical Sciences	2001-01-01	Paper
Prewhitened unit root test Economics Letters	1999-11-08	Paper
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors Econometric Reviews	1999-01-17	Paper
The distribution of the Durbin-Watson statistic in integrated and near-integrated models Journal of Econometrics	1994-04-12	Paper
scientific article; zbMATH DE number 9814 (Why is no real title available?)	1992-06-25	Paper
The sampling distributions of the predictor for an autoregressive model under misspecifications Journal of Econometrics	1984-01-01	Paper
An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables Econometrica	1983-01-01	Paper
scientific article; zbMATH DE number 3835128 (Why is no real title available?)	1983-01-01	Paper
A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model Annals of the Institute of Statistical Mathematics	1982-01-01	Paper

Research outcomes over time

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