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On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical papers 47 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
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On a test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator : small sample properties
Hamori, Shigeyuki - In: Econometric reviews 15 (1996) 1, pp. 97-114
Persistent link: https://www.econbiz.de/10001197544
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The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms
Tanizaki, Hisashi - In: Economics letters 31 (1989) 2, pp. 145-149
Persistent link: https://www.econbiz.de/10001078162
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Kalman filter model with qualitative dependent variables
Tanizaki, Hisashi - In: The review of economics and statistics 75 (1993) 4, pp. 747-752
Persistent link: https://www.econbiz.de/10001167567
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Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi - In: Journal of econometrics 83 (1998) 1, pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
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Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi - In: Journal of applied econometrics 9 (1994) 2, pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
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On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods
Mizobuchi, Ken-ichi; Tanizaki, Hisashi - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1221-1250
Persistent link: https://www.econbiz.de/10010461217
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On small sample properties of permutation tests : a significance test for regression models
Tanizaki, Hisashi - In: Kobe University economic review 52 (2006), pp. 27-40
Persistent link: https://www.econbiz.de/10003497205
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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10001228922
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10001205228