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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

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

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

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

Nonlinear filters : estimation and applications

Tanizaki, Hisashi - 1993

Persistent link: https://www.econbiz.de/10013278087

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

Prediction of final data with use of preliminary and or revised data

Mariano, Roberto S. - In: Journal of forecasting 14 (1995) 4, pp. 351-380

Persistent link: https://www.econbiz.de/10001185214

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

The time-varying parameter model revisited

Tanizaki, Hisashi - In: Kobe University economic review 45 (1999), pp. 41-57

Persistent link: https://www.econbiz.de/10001661073

Nonlinear Filters : Estimation and Applications

Tanizaki, Hisashi - 1996 - Second Revised and Enlarged Edition

Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability...

Persistent link: https://www.econbiz.de/10013520236