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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10001228922
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10001205228
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Seasonal integration for daily data
Tokihisa, Akira; Hamori, Shigeyuki - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001596580
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On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10001187762
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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
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Seasonal Integration for Daily Data
Tokihisa, A.; Hamori, S. - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10006900948
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On a Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator: Small Sample Properties
Hamori, S.; Kitasaka, S.; Tanizaki, H. - In: Econometric reviews 15 (1996) 1, pp. 97
Persistent link: https://www.econbiz.de/10006929788
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An empirical analysis of gender wage differentials in urban China
Chen, Guifu; Hamori, Shigeyuki - In: Kobe University economic review 54 (2008), pp. 25-34
Persistent link: https://www.econbiz.de/10003888651
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Energy prices and China's international competitiveness
Chen, Guifu; Hamori, Shigeyuki - In: Kobe University economic review 56 (2010), pp. 13-21
Persistent link: https://www.econbiz.de/10009007354
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Foreign direct investment, regional disparity, and economic growth : a panel data study for China, 1995 - 2008
Jin, Enlong; Yin, Fengbao; Hamori, Shigeyuki - In: Kobe University economic review 58 (2012), pp. 25-37
Persistent link: https://www.econbiz.de/10009736446