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On a Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator: Small Sample Properties
Hamori, S.; Kitasaka, S.; Tanizaki, H. - In: Econometric reviews 15 (1996) 1, pp. 97
Persistent link: https://www.econbiz.de/10006929788
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Prediction of Final Data with Use of Preliminary and-or Revised Data
Mariano, R.S.; Tanizaki, H. - In: Journal of forecasting 14 (1995) 4, pp. 351-380
Persistent link: https://www.econbiz.de/10006937903
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Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases using Monte Carlo Integration
Tanizaki, H.; Mariano, R.S. - In: Journal of applied econometrics 9 (1994) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10007011618
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Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
Tanizaki, Hisashi; Mariano, Roberto S. - In: Journal of econometrics 83 (1998) 1-2, pp. 263-290
Persistent link: https://www.econbiz.de/10006790174
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Nonlinear and non-Gaussian state space modeling using sampling techniques
Tanizaki, Hisashi - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10006564328
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Kalman Filter Model with Qualitative Dependent Variables
Tanizaki, Hisashi - In: The review of economics and statistics 75 (1993) 4, pp. 747-752
Persistent link: https://www.econbiz.de/10006413998
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Non Linear Filters, Estimation and Applications
Tanizaki, Hisashi; Ray, W.D. - In: International journal of forecasting 13 (1997) 2, pp. 301
Persistent link: https://www.econbiz.de/10006998093
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10008170148
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The time-varying parameter model revisited
Tanizaki, Hisashi - In: Kobe University economic review 45 (1999), pp. 41-57
Persistent link: https://www.econbiz.de/10009934226
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Power comparison of empirical likelihood ratio tests : small sample properties through Monte Carlo studies
Tanizaki, Hisashi - In: Kobe University economic review 50 (2004), pp. 13-25
Persistent link: https://www.econbiz.de/10009934257