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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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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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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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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021
Persistent link: https://www.econbiz.de/10012582304
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Joint asymptotic properties of stopping times and sequential estimators for stationary first-order autoregressive models
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - 2021
Persistent link: https://www.econbiz.de/10012582399
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Optimal minimax rates against non-smooth alternatives
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2020
Persistent link: https://www.econbiz.de/10012549349
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
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Unit root tests considering initial values and a concise method for computing powers
Hitomi, Kohtaro; Jin, Jianwei; Nagai, Keiji; Nishiyama, … - 2022
Persistent link: https://www.econbiz.de/10014284744
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Optimal minimax rates against nonsmooth alternatives
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: The econometrics journal 25 (2022) 2, pp. 322-339
Persistent link: https://www.econbiz.de/10013253837
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Higher-order asymptotic properties of kernel density estimator with plug-in bandwidth
Imai, Shunsuke; Nishiyama, Yoshihiko - 2022
Persistent link: https://www.econbiz.de/10013184333