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~person:"Yamamoto, Yohei"
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Search: subject_exact:"Monte-Carlo-Methode"
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Monte Carlo simulation
9
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Structural break
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Yamamoto, Yohei
Koopman, Siem Jan
60
Kapetanios, George
47
Dijk, Herman K. van
45
Joshi, Mark S.
42
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
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29
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24
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Asai, Manabu
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18
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18
Ravazzolo, Francesco
18
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18
Chib, Siddhartha
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Kano, Takashi
17
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17
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16
Koop, Gary
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Martin, Gael M.
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Shevchenko, Pavel V.
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15
Westerlund, Joakim
15
Bos, Charles S.
14
Forbes, Catherine Scipione
14
Lechner, Michael
14
Urga, Giovanni
14
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Discussion papers / Graduate School of Economics, Hitotsubashi University
5
Econometric reviews
1
Global COE Hi-Stat discussion paper series
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The econometrics journal
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1
Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi
;
Yamamoto, Yohei
-
2016
Persistent link: https://www.econbiz.de/10011549886
Saved in:
2
Asymptotic inference for common factor models in the presence of jumps
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349981
Saved in:
3
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
4
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
Saved in:
5
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
6
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
-
2013
Persistent link: https://www.econbiz.de/10010221269
Saved in:
7
Bootstrap inference for impulse response functions in factor-augmented vector autoregressions
Yamamoto, Yohei
-
2012
Persistent link: https://www.econbiz.de/10009656885
Saved in:
8
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
9
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
Saved in:
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