Narrow search
Showing 1 - 10 of 19
Cover Image
Bayesian and non-Bayesian tests of independence in seemingly unrelated regressions
Shiba, Tsunemasa - In: International economic review 29 (1988) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10001051811
Cover Image
The Japanese stock market and the macroeconomy : an empirical investigation
Asai, Manabu - In: Financial engineering and the Japanese markets 2 (1995) 3, pp. 259-267
Persistent link: https://www.econbiz.de/10001203352
Cover Image
Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370963
Cover Image
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003854487
Cover Image
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003556366
Cover Image
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2015
Persistent link: https://www.econbiz.de/10011804434
Cover Image
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 - 1985
Persistent link: https://www.econbiz.de/10000701933
Cover Image
Testing for parameter shifts in a regression model with two regimes of autocorrelated errors
Ilmakunnas, Pekka - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 35 (1984) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10001008488
Cover Image
Estimating unknown join points : determination of the Yen-Dollar exchange rate
Tsurumi, Hiroki - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 55-66
Persistent link: https://www.econbiz.de/10001187922
Cover Image
Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the KLEM translog production model
Tsurumi, Hiroki - In: Journal of econometrics 3 (1986), pp. 235-253
Persistent link: https://www.econbiz.de/10001036200