| Publication | Date of Publication | Type |
|---|
Regimes and long memory in realized volatility
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
Computational Statistics and Data Analysis | 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
Journal of Econometrics | 2016-04-25 | Paper |
Bayesian analysis of the censored regression model with an AEPD error term
Communications in Statistics: Theory and Methods | 2015-06-24 | Paper |
Use of the principal component method in the maximum likelihood estimation procedure of the logit model
Economics Letters | 2013-10-24 | Paper |
Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing models
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
Probit and logit model selection
Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations
Asia-Pacific Financial Markets | 2009-04-15 | Paper |
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Asia-Pacific Financial Markets | 2009-04-15 | Paper |
Korean currency crisis and regime change: a multivariate GARCH model with Bayesian approach
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Estimating unknown join points: Determination of the yen-dollar exchange rate
Financial Engineering and the Japanese Markets | 2009-02-06 | Paper |
Asian financial crisis. Prologue and the case of Thailand
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations
Asia-Pacific Financial Markets | 2009-02-06 | Paper |
Kolmogorov–Smirnov, Fluctuation, and Z<sub><i>g</i></sub>Tests for Convergence of Markov Chain Monte Carlo Draws
Communications in Statistics. Simulation and Computation | 2008-03-18 | Paper |
Bayesian Inference of the Regression Model with Error Terms Following the Exponential Power Distribution and Unbiasedness of the LAD Estimator
Communications in Statistics: Theory and Methods | 2008-03-12 | Paper |
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Bayesian, MLE, and GMM Estimation of a Spot Rate Model
Communications in Statistics: Theory and Methods | 2005-12-22 | Paper |
Asymptotic Distribution of a Unit Root Process Under Double Truncation
Communications in Statistics: Theory and Methods | 2003-08-14 | Paper |
Ratio tests of a unit root
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Exogeneity tests in a truncated structural equation
Journal of Econometrics | 1993-05-16 | Paper |
Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
Journal of Econometrics | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4163917 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4176306 (Why is no real title available?) | 1988-01-01 | Paper |
Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
International Economic Review | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4013835 (Why is no real title available?) | 1987-01-01 | Paper |
Limited information bayesian analysis of a structural coefficient in a simultaneous equations system
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3785992 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3718390 (Why is no real title available?) | 1980-01-01 | Paper |
A Bayesian test of a parameter shift and an application
Journal of Econometrics | 1977-01-01 | Paper |
A Bayesian estimation of macro and micro CES production functions
Journal of Econometrics | 1976-01-01 | Paper |
A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production
Journal of Econometrics | 1976-01-01 | Paper |
