The following pages link to Koichi Maekawa (Q235927):
Displayed 20 items.
- Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model (Q900058) (← links)
- Jump diffusion model with application to the Japanese stock market (Q929689) (← links)
- A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model (Q1054101) (← links)
- The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
- The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
- Prewhitened unit root test (Q1331514) (← links)
- Estimating break points in a time series regression with structural changes (Q1418609) (← links)
- The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863) (← links)
- (Q3040307) (← links)
- ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005 (Q3566774) (← links)
- An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (Q3664211) (← links)
- (Q3971892) (← links)
- Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (Q4224732) (← links)
- The Cusum Test for Parameter Change in Regression Models with ARCH Errors (Q4668513) (← links)
- (Q5439272) (← links)
- (Q5472822) (← links)
- Test for Parameter Change in ARIMA Models (Q5481629) (← links)
- On spurious Granger causality (Q5958408) (← links)
- Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach (Q6050715) (← links)
- Change point test for structural vector autoregressive model via independent component analysis (Q6074149) (← links)