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Do stock prices reflect news quickly?
Sakata, Shinichi - In: Keizaigaku-ronsō 43 (1992) 3, pp. 26-38
Persistent link: https://www.econbiz.de/10001122268
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Instrumental variable estimation based on mean absolute deviation
Sakata, Shinichi - 1998
Persistent link: https://www.econbiz.de/10001410152
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Instrumental variable estimation based on conditional median restriction
Sakata, Shinichi - In: Journal of econometrics 141 (2007) 2, pp. 350-382
Persistent link: https://www.econbiz.de/10003571295
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Modified three stage least squares estimator which is third order efficient
Morimune, Kimio; Sakata, Shinichi - 1992
Persistent link: https://www.econbiz.de/10000840209
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000878848
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High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
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Modified three-stage least squares estimator which is third-order efficient
Morimune, Kimio - In: Journal of econometrics 57 (1993) 1, pp. 257-276
Persistent link: https://www.econbiz.de/10001142522
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S-estimation of non-linear regression models with dependent and heterogeneous observations
Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72
Persistent link: https://www.econbiz.de/10001585160
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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000892123
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892192