The following pages link to Shinichi Sakata (Q193449):
Displayed 7 items.
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- Modified three-stage least squares estimator which is third-order efficient (Q1801420) (← links)
- High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility (Q4531055) (← links)
- An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators (Q4867339) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Estimation of impulse response functions using long autoregression (Q5427679) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)