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Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages
Kawakatsu, Hiroyuki - In: Journal of econometric methods 10 (2021) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10012437811
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Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki - In: Journal of time series econometrics 15 (2023) 1, pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
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EM algorithms for ordered probit models with endogenous regressors
Kawakatsu, Hiroyuki; Largey, Ann G. - In: The econometrics journal 12 (2009) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10003842005
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A computer handbook using EViews to accompany Econometric models and economic forecasts, fourth edition, Pindyck and Rubinfeld
Kawakatsu, Hiroyuki - 1998
Persistent link: https://www.econbiz.de/10013468985