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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003854487
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003556366
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The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370897
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Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2015
Persistent link: https://www.econbiz.de/10011804434
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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
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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