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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 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