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Bayesian analysis of ARMA-GARCH models: A Markov chain sampling approach
Nakatsuma, Teruo - In: Journal of Econometrics 95 (2000) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10005285830
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Exogeneity tests in a truncated structural equation
Tsurumi, Hiroki; Mehr, Peter - In: Journal of Econometrics 56 (1993) 3, pp. 371-396
Persistent link: https://www.econbiz.de/10005228862
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Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
Radchenko, Stanislav; Tsurumi, Hiroki - In: Journal of Econometrics 133 (2006) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10005228943
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A Bayesian estimation of macro and micro CES production functions
Tsurumi, Hiroki; Tsurumi, Yoshi - In: Journal of Econometrics 4 (1976) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10005285480
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Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model
Tsurumi, Hiroki; Wago, Hajime; Ilmakunnas, Pekka - In: Journal of Econometrics 31 (1986) 3, pp. 235-253
Persistent link: https://www.econbiz.de/10005285504
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A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production
Tsurumi, Hiroki - In: Journal of Econometrics 4 (1976) 4, pp. 371-392
Persistent link: https://www.econbiz.de/10005285507
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Some tests for the constancy of regressions under heteroscedasticity
Tsurumi, Hiroki; Sheflin, Neil - In: Journal of Econometrics 27 (1985) 2, pp. 221-234
Persistent link: https://www.econbiz.de/10005239114
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U.S.-Japan automobile trade : A Bayesian test of a product life cycle
Tsurumi, Hiroki; Tsurumi, Yoshi - In: Journal of Econometrics 23 (1983) 2, pp. 193-210
Persistent link: https://www.econbiz.de/10005192461
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Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
Tsurumi, Hiroki; Wago, Hajime - In: Journal of Econometrics 48 (1991) 1-2, pp. 215-240
Persistent link: https://www.econbiz.de/10005192588
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A Bayesian and maximum likelihood analysis of a gradual switching regression in a simultaneous equation framework
Tsurumi, Hiroki - In: Journal of Econometrics 19 (1982) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10005192636