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The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives link rid="fn001">*
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10006752874
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Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options
Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 25 (2013), pp. 335-357
Persistent link: https://www.econbiz.de/10010134059
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OLS ESTIMATION AND THE t TEST REVISITED IN RANK-SIZE RULE REGRESSION
Nishiyama, Yoshihiko; Osada, Susumu; Sato, Yasuhiro - In: Journal of regional science 48 (2008) 4, pp. 691-716
Persistent link: https://www.econbiz.de/10008103915
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A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717
Persistent link: https://www.econbiz.de/10008110445
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Nonparametric Estimation Methods of Integrated Multivariate Volatilities
Hoshikawa, Toshiya; Nagai, Keiji; Kanatani, Taro; … - In: Econometric reviews 27 (2008) 1-3, pp. 112-138
Persistent link: https://www.econbiz.de/10007993918
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Recent Changes in the Internal Structure of Wages and Employment in Japan
Brunello, Giorgio; Ariga, Kenn; Nishiyama, Yoshihiko; … - In: Journal of the Japanese and international economies : … 9 (1995) 2, pp. 105-129
Persistent link: https://www.econbiz.de/10007083415
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A consistent nonparametric test for nonlinear causality—Specification in time series regression
Nishiyama, Yoshihiko; Hitomi, Kohtaro; Kawasaki, Yoshinori - In: Journal of econometrics 165 (2011) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10009333117
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Moment Restriction-Based Econometric Methods: An overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10009333126