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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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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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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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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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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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Test of C-CAPM for Japan : 1980 - 1988
Hamori, Shigeyuki - In: Economics letters 38 (1992) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10001122975
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Test of the international equity integration of Japan
Hamori, Shigeyuki - In: Economics letters 42 (1993) 1, pp. 71-76
Persistent link: https://www.econbiz.de/10001149226
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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
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Testing for a unit root in the presence of a variance shift
Hamori, S.; Tokihisa, A. - In: Economics letters 57 (1997) 3, pp. 245-254
Persistent link: https://www.econbiz.de/10006790443
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Test of the international equity integration of Japan
Hamori, S. - In: Economics letters 42 (1993) 1, pp. 71-76
Persistent link: https://www.econbiz.de/10006806978