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#1

Computational Methods in Statistics and Econometrics (Statistics, a Series of Textbooks and Monographs)

Hisashi Tanizaki

18.55 Mb

#2

Posterior analysis of the multiplicative heteroscedasticity model

Tanizaki Hisashi, Xingyuan Zhang

131 Kb

#3

Asymtotically exact confidence intervals of CUSUM and CUSUMSQ tests: A Numerical Derivation Using Simulation Technique

Hisashi Tanizaki

151 Kb

#4

Non-linear and non-normal filter based on Monte-Carlo technique

Hisashi Tanizaki

109 Kb

#5

Nonlinear and nonnormal filters using Monte Carlo methods

Hisashi Tanizaki

962 Kb

#6

Nonlinear Filters: Estimation and Applications

Hisashi Tanizaki

847 Kb

#7

On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties

Shigeyuki Hamori, Shin-ichi Kitasaka, Hisashi Tanizaki

3.38 Mb

#8

onlinear and non-Gaussian state estimation: A quasi-optimal estimator

Hisashi Tanizaki

157 Kb

#9

Power Comparison of Empirical Likelihood Ratio Tests: Small Sample Properties through Monte Carlo Studies

Hisashi Tanizaki

85 Kb

#10

Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments

Hisashi Tanizaki

355 Kb