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Articles - Stationary and Non-stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series
Kunitomo, Naoto; Sato, Seisho - In: The Japanese economic review : the journal of the … 50 (1999) 2, pp. 161-190
Persistent link: https://www.econbiz.de/10007682075
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Asymmetry in economic time series and the simultaneous switching autoregressive model
Kunitomo, Naoto; Sato, Seisho - In: Structural change and economic dynamics : SC+ED 7 (1996) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10007621233
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Special issue on Nonlinear non-Gaussian models and related filtering methods - A Monte Carlo filtering approach for estimating the term structure of interest rates
Takahashi, Akihiko; Sato, Seisho - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10006564329
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ARTICLES - The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Kunitomo, Naoto; Takahashi, Akihiko - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 117
Persistent link: https://www.econbiz.de/10008217200
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CORRECTIONS - Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275-297)
Kunitomo, Naoto; Ikeda, Masayuki - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 459-460
Persistent link: https://www.econbiz.de/10008217563
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Some properties of the LIML estimator in a dynamic panel structural equation
Akashi, Kentaro; Kunitomo, Naoto - In: Journal of econometrics 166 (2012) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10009816464
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An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity
Kunitomo, Naoto - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 5, pp. 881-911
Persistent link: https://www.econbiz.de/10009997796
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On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
Anderson, T.W.; Kunitomo, Naoto; Matsushita, Yukitoshi - In: Journal of econometrics 165 (2011) 1, pp. 58-70
Persistent link: https://www.econbiz.de/10009333121
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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
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On the asymptotic optimality of the LIML estimator with possibly many instruments
Anderson, T.W.; Kunitomo, Naoto; Matsushita, Yukitoshi - In: Journal of econometrics 157 (2010) 2, pp. 191-205
Persistent link: https://www.econbiz.de/10008433409