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On the validity of the Durbin-Watson test

Miyashita, Hiroshi - In: KSU economic and business review 12 (1985), pp. 46-53

Persistent link: https://www.econbiz.de/10001015303

Bayesian outlier analysis using Monte Carlo integration : on the use of the uniform importance function

Miyashita, Hiroshi - In: KSU economic and business review 18 (1991), pp. 41-59

Persistent link: https://www.econbiz.de/10001127261

Bayesian solutions to some outlier problems

Miyashita, Hiroshi - In: KSU economic and business review 17 (1990), pp. 1-23

Persistent link: https://www.econbiz.de/10001104298

Time series analysis of Japanese manufacturing industry

Miyashita, Hiroshi - In: KSU economic and business review 16 (1989), pp. 23-34

Persistent link: https://www.econbiz.de/10001075972

A Monte Carlo experiment of a linear regression model with time series error structure

Miyashita, Hiroshi - In: KSU economic and business review 11 (1984), pp. 67-77

Persistent link: https://www.econbiz.de/10002500715

The Exact Moments of Ordinary Least Squares Estimators for Koyck Distributed Lag Models.

Hoque, Asraul; Kataoka, Yusaku; Miyashita, Hiroshi - In: International Economic Review 27 (1986) 1, pp. 245-60

Persistent link: https://www.econbiz.de/10005400641

EFFICIENCY PERFORMANCE OF JAPANESE NON-LIFE INSURERS AND THEIR PORTFOLIO OF INSURANCE POLICIES

MIYASHITA, HIROSHI; YONEYAMA, TAKAU; SUZAWA, YOSHIHIKO; … - In: Hitotsubashi Journal of commerce and management 45 (2011) 1, pp. 59-79

This studytests how the selection of the insurance underwriting portfolio affects the cost efficiencyof non-life insurers in different market environments. Our investigation spans the 1970-2005 period, covers ten major non-life insurers, and compares pre- and post-deregulation periods. Since...

Persistent link: https://www.econbiz.de/10010841174

The exact moments of ordinary least squares estimators for Koyck distributed lag models

Hoque, Asraul - In: International economic review 27 (1986) 1, pp. 245-260

Persistent link: https://www.econbiz.de/10001008485

Monte Carlo studies on a linear model with autocorrelated error terms

Miyashita, Hiroshi - In: The economic studies quarterly : the journal of the … 37 (1986) 3, pp. 248-258

Persistent link: https://www.econbiz.de/10001014034

The first moment of an ordinary least squares estimate for bivariate Koyck distributed lag models

Kataoka, Yusaku - In: The economic studies quarterly : the journal of the … 41 (1990) 3, pp. 205-220

Persistent link: https://www.econbiz.de/10001098475