Hiroshi Yamada

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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!

PublicationDate of PublicationType
Lower and upper bounds for the eigenvalues of a pentadiagonal matrix arising in the Hodrick-Prescott filter
Special Matrices
2026-01-22Paper
<i>l</i><sub>1</sub>common trend filtering: an extension
Journal of Statistical Computation and Simulation
2023-09-19Paper
A unified perspective on some autocorrelation measures in different fields: a note
Open Mathematics
2023-09-15Paper
An explicit formula for the smoother weights of the Hodrick-Prescott filter
Studies in Nonlinear Dynamics & Econometrics
2023-04-17Paper
Selecting the tuning parameter of the \(\ell_1\) trend filter
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
A new method for specifying the tuning parameter of \(\ell_1\) trend filtering
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
A pioneering study on discrete cosine transform
Communications in Statistics: Theory and Methods
2022-08-01Paper
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Econometric Theory
2022-06-17Paper
Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1
Communications in Statistics: Theory and Methods
2022-06-10Paper
A modification of the Whittaker–Henderson method of graduation
Communications in Statistics: Theory and Methods
2022-06-10Paper
Some theoretical and simulation results on the frequency domain causality test
Econometric Reviews
2022-05-31Paper
A note on Whittaker-Henderson graduation: bisymmetry of the smoother matrix
Communications in Statistics: Theory and Methods
2022-05-18Paper
A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
Econometric Theory
2021-04-16Paper
Several least-squares problems related to the Hodrick-Prescott filtering
Communications in Statistics: Theory and Methods
2018-05-02Paper
The Frisch-Waugh-Lovell theorem for the Lasso and the ridge regression
Communications in Statistics: Theory and Methods
2017-12-06Paper
A small but practically useful modification to the Hodrick-Prescott filtering: a note
Communications in Statistics: Theory and Methods
2017-10-27Paper
Double loop algebras and elliptic root systems
Annali di Matematica Pura ed Applicata. Serie Quarta
2017-04-13Paper
Ridge regression representations of the generalized Hodrick-Prescott filter
Journal of the Japan Statistical Society
2016-11-15Paper
Non-inferiority test statistics for two independent binomial proportions: comparison of eight methods
Advances and Applications in Statistics
2016-03-22Paper
scientific article; zbMATH DE number 5501292 (Why is no real title available?)2009-02-03Paper
Inference in possibly integrated vector autoregressive models: Some finite sample evidence
Journal of Econometrics
2001-06-19Paper
scientific article; zbMATH DE number 1511812 (Why is no real title available?)2000-09-27Paper
scientific article; zbMATH DE number 1466298 (Why is no real title available?)2000-06-27Paper
Elliptic root system and elliptic Artin group.
Publications of the Research Institute for Mathematical Sciences, Kyoto University
2000-01-01Paper
A note on the causality between export and productivity: an empirical re-examination
Economics Letters
1999-01-12Paper
A note on hypothesis testing based on the fully modified vector autoregression
Economics Letters
1997-01-01Paper
Lie group theoretical construction of period mapping
Mathematische Zeitschrift
1996-08-19Paper
Cell/packet loss behavior in a statistical multiplexer with bursty input
Performance Evaluation
1993-05-16Paper
Performance analysis of a statistical multiplexer with control on input and/or service processes
Performance Evaluation
1992-09-27Paper
scientific article; zbMATH DE number 3439018 (Why is no real title available?)1973-01-01Paper
Rational sections and Chern classes of vector bundles
Journal of Mathematics of Kyoto University
1967-01-01Paper
scientific article; zbMATH DE number 3229283 (Why is no real title available?)1964-01-01Paper


Research outcomes over time


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