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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. 112-127
Persistent link: https://www.econbiz.de/10009374481
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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. 1717-1728
Persistent link: https://www.econbiz.de/10003771893
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GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki; Kawasaki, Yoshinori; Stupfler, G. - In: Quantitative finance 22 (2022) 7, pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10009242156
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Instrumental variable estimation in the presence of many moment conditions
Okui, Ryo - In: Journal of econometrics 165 (2011) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10009374486
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Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
Okui, Ryo - In: Journal of time series econometrics 6 (2014) 2, pp. 129-181
Persistent link: https://www.econbiz.de/10010401125
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A moment inequality approach to statistical inference for rankings
Okui, Ryo - In: The Japanese economic review : the journal of the … 72 (2021) 2, pp. 169-184
Persistent link: https://www.econbiz.de/10012498702
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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/10003761218
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021
Persistent link: https://www.econbiz.de/10012582304