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Year of publication
Subject
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Coverage rate 6 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 coverage rate 6 Estimation theory 5 Schätztheorie 5 Statistical test 5 Statistischer Test 5 Structural break 4 Strukturbruch 4 Average power 3 Break fraction 3 Cointegration 3 Economic indicator 3 Hypothesis test 3 Kointegration 3 Oil price 3 Russia 3 Russland 3 Wirtschaftsindikator 3 Ölpreis 3 generalised confidence intervals 2 AR-statistic 1 Accounting for Value? 1 Adsorption orientation 1 Bayes-Statistik 1 Bayesian inference 1 Black-Scholes 1 Break direction 1 Concentration 1 Confidence 1 Convergence rate 1 Dynamischer Verschuldungsgrad 1 EBITDA 1 Estimation 1 GARCH 1 Induktive Statistik 1 Interest Coverage Rate 1 Jeffreys prior 1 Kapitaldienstfähigkeit 1
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Online availability
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Undetermined 7 Free 5
Type of publication
All
Article 9 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4
Language
All
English 8 Undetermined 5 German 1
Author
All
Kurozumi, Eiji 4 Wu, Chien-wei 2 Yamamoto, Yohei 2 Chen, Gemai 1 Doko Tchatoka, Firmin 1 Fletcher, David 1 Haaker, Andreas 1 Hsu, Bi-Min 1 Huang, Ting-Ying 1 KUROZUMI, Eiji 1 Li, Li-Fen 1 Liang, X.X. 1 Masson, Virginie 1 Nordman, Daniel J. 1 Qiu, Yu 1 Shu, Ming-Hung 1 Shu, Ming-hung 1 Skrobotov, Anton 1 Slinger, Lauren 1 Turek, Daniel 1 Vardeman, Stephen B. 1 YAMAMOTO, Yohei 1 Yamazaki, Daisuke 1 Yuan, Zhushun 1
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Institution
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Graduate School of Economics, Hitotsubashi University 1
Published in...
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Discussion papers / Graduate School of Economics, Hitotsubashi University 3 Computational Statistics & Data Analysis 2 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Econometric reviews 1 IRZ : Zeitschrift für internationale Rechnungslegung 1 International journal of production research 1 Journal of the Operational Research Society 1 Management Science 1 Physica A: Statistical Mechanics and its Applications 1 School of Economics working papers / The University of Adelaide, School of Economics 1 The econometrics journal 1
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Source
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ECONIS (ZBW) 9 RePEc 5
Showing 1 - 10 of 14
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Revisiting empirical studies on the liquidity effect : an identication-robust approach
Doko Tchatoka, Firmin; Slinger, Lauren; Masson, Virginie - 2020
Persistent link: https://www.econbiz.de/10012426264
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Comparisons of frequentist and Bayesian inferences for interval estimation on process yield
Wu, Chien-wei; Shu, Ming-Hung; Huang, Ting-Ying; Hsu, Bi-Min - In: Journal of the Operational Research Society 73 (2022) 12, pp. 2694-2705
Persistent link: https://www.econbiz.de/10013533319
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Improved confidence sets for the date of a structural break
Yamazaki, Daisuke - In: Econometric reviews 40 (2021) 3, pp. 257-289
Persistent link: https://www.econbiz.de/10012515598
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Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji - 2017
Persistent link: https://www.econbiz.de/10011962352
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji; Skrobotov, Anton - 2016
Persistent link: https://www.econbiz.de/10011549903
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EBITDA als Maß der Kapitaldienstfähigkeit?
Haaker, Andreas - In: IRZ : Zeitschrift für internationale Rechnungslegung 15 (2020) 11, pp. 480-483
Persistent link: https://www.econbiz.de/10012312047
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Confidence Sets for the Break Date Based on Optimal Tests
KUROZUMI, Eiji; YAMAMOTO, Yohei - Graduate School of Economics, Hitotsubashi University - 2015
weights and show by Monte Carlo simulations that the confidence set based on our method has a relatively accurate coverage … rate, while the length of our confidence set is significantly shorter than the lengths proposed in the literature. …
Persistent link: https://www.econbiz.de/10011166884
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349992
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The influence of adsorption orientation on the statistical mechanics model of type I antifreeze protein: The coverage rate
Li, Li-Fen; Liang, X.X. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 355-359
Based on the statistical mechanics model, the coverage rate of the type I antifreeze protein (AFP) on the surface of … molecules on the coverage rate cannot be ignored. Including the adsorption orientation enhances the coverage rate when the AFP … interactions are, the larger the coverage rate is. …
Persistent link: https://www.econbiz.de/10011194025
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - In: The econometrics journal 18 (2015) 3, pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
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