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Statistical inference of two error components models in the presence of unknown heteroskedasticity
Yoshida, Atsushi - In: Bulletin of Osaka Prefecture University / D 42 (1998), pp. 45-64
Persistent link: https://www.econbiz.de/10001255988
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Generalized two error components models : estimation and Hausman's specification test
Yoshida, Atsushi - 1994
Persistent link: https://www.econbiz.de/10000894077
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Specification tests for fixed effect models : asymptotic extension of covariance analysis
Yoshida, Atsushi - 1994
Persistent link: https://www.econbiz.de/10000894080
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Tests for the poolability of panel data in the presence of unknown heteroskedasticity : an asymptotic extension of ANOVA
Yoshida, Atsushi - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 253-265
Persistent link: https://www.econbiz.de/10001470198
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User cost of land investment
Yoshida, Atsushi - 1991
Persistent link: https://www.econbiz.de/10000828961
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Reasonableness of risk premium : a study of the term structure with risk premium of Japan
Yoshida, Atsushi - 1992
Persistent link: https://www.econbiz.de/10000832582
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Amemiya's PGLS for two error components models with a heteroskedastic error component
Yoshida, Atsushi - 1992
Persistent link: https://www.econbiz.de/10000859994
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Amemiya's PGLS for nonlinear two error components models
Yoshida, Atsushi - 1993
Persistent link: https://www.econbiz.de/10000867800
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Durbin-Wu-Hausman test for nonlinear two error components models robust to heteroskedasticity
Yoshida, Atsushi - 1993
Persistent link: https://www.econbiz.de/10000868956
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Liquidity preference and persistent unemployment with dynamic optimizing agents
Ono, Yoshiyasu; Ogawa, Kazuo; Yoshida, Atsushi - 1998
Persistent link: https://www.econbiz.de/10000994628