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The bootstrap and the edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002227754
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008666915
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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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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008760515
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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