Narrow search
Showing 1 - 4 of 4
Cover Image
Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato; Oya, Kosuke - In: Recent advances in financial engineering : proceedings …, (pp. 201-218). 2009
Persistent link: https://www.econbiz.de/10003871191
Cover Image
Wald, LM and LR test statistics of linear hypotheses in a structural equation model
Oya, Kosuke - In: Econometric reviews 16 (1997) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10001220187
Cover Image
The distribution of the full information maximum likelihood estimator
Oya, Kosuke; Morimune, Kimio - 1992
Persistent link: https://www.econbiz.de/10000840203
Cover Image
Bayesian inference for time varying partial adjustment model with application to intraday price discovery
Hatakenaka, Kenji; Oya, Kosuke - 2021
Persistent link: https://www.econbiz.de/10012799553