The following pages link to Jiro Hodoshima (Q900043):
Displaying 22 items.
- The class of BAN estimators of a single structural equation with structural change (Q900044) (← links)
- Locally most powerful rank tests for regression under truncation (Q1101161) (← links)
- Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
- Reexamining the robustness of the market value of equity (Q1415426) (← links)
- Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
- A note on bootstrapped White's test for heteroskedasticity in regression models (Q1934147) (← links)
- Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan (Q2216390) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
- On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model (Q2815386) (← links)
- REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845) (← links)
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
- Gains by the common structural variance (Q3352347) (← links)
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
- (Q5055111) (← links)
- Stock performance by utility indifference pricing and the Sharpe ratio (Q5234296) (← links)
- Comments on "Estimation and decision for linear systems with elliptical random processes" [with reply] (Q5267303) (← links)
- Rejoinder to author's reply (Q5274097) (← links)
- The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432) (← links)
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)
- The Aumann-Serrano performance index of Dow 30 components and Dow Jones industrial average before and after the global financial crisis (Q6547422) (← links)
