The following pages link to Kosei Fukuda (Q864806):
Displayed 18 items.
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Distribution switching in financial time series (Q1005213) (← links)
- A simple method for age-period-cohort decomposition of firm survival data (Q2445225) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- Differentiating between coefficient break and volatility break (Q2493771) (← links)
- Unit-root detection allowing for measurement error (Q2573261) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Measurement-error detection: international evidence on industrial production (Q3439763) (← links)
- (Q4249431) (← links)
- Parameter changes in GARCH model (Q5123601) (← links)
- Principal-component-based generalized-least-squares approach for panel data (Q5222380) (← links)
- Age–period–cohort decompositions using principal components and partial least squares (Q5300721) (← links)
- Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
- Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
- Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation (Q5481628) (← links)
- Selecting from among 12 alternative distributions of financial data (Q5867437) (← links)