The following pages link to Hiroki Tsurumi (Q274902):
Displaying 19 items.
- Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
- Use of the principal component method in the maximum likelihood estimation procedure of the logit model (Q374794) (← links)
- Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353) (← links)
- Asian financial crisis. Prologue and the case of Thailand (Q1000497) (← links)
- Korean currency crisis and regime change: a multivariate GARCH model with Bayesian approach (Q1000500) (← links)
- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations (Q1000516) (← links)
- Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations (Q1012207) (← links)
- Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320) (← links)
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria (Q1174643) (← links)
- Exogeneity tests in a truncated structural equation (Q1209895) (← links)
- A Bayesian estimation of macro and micro CES production functions (Q1221559) (← links)
- A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production (Q1229546) (← links)
- A Bayesian test of a parameter shift and an application (Q1243543) (← links)
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution (Q1615113) (← links)
- (Q3026129) (← links)
- Probit and Logit Model Selection (Q3083768) (← links)
- (Q3200442) (← links)
- Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (Q3368385) (← links)
- Regimes and long memory in realized volatility (Q5881709) (← links)
