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person:"Yamamoto, Yohei"
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Search: subject_exact:"Monte-Carlo-Verfahren"
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Monte Carlo simulation
9
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Yamamoto, Yohei
Koopman, Siem Jan
49
Dijk, Herman K. van
46
Joshi, Mark S.
42
Kapetanios, George
38
Tsionas, Efthymios G.
34
Reed, W. Robert
32
Pesaran, M. Hashem
31
McAleer, Michael
29
Dufour, Jean-Marie
23
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19
Zhang, Xibin
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Asai, Manabu
18
Hoogerheide, Lennart
18
Casarin, Roberto
17
Chib, Siddhartha
17
Frühwirth-Schnatter, Sylvia
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Koop, Gary
17
Stentoft, Lars
17
Martin, Gael M.
16
Ravazzolo, Francesco
16
Caporale, Guglielmo Maria
15
Dijk, Dick van
15
Kohn, Robert
15
Peters, Gareth
15
Scaillet, Olivier
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
Westerlund, Joakim
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Forbes, Catherine Scipione
14
Gil-Alaña, Luis A.
14
Lechner, Michael
14
Pfaffermayr, Michael
14
Urga, Giovanni
14
Weber, Andrea
14
Bos, Charles S.
13
Herbst, Edward P.
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13
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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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1
The econometrics journal
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ECONIS (ZBW)
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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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