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On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical Papers 47 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10008533894
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical Economics 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10005184240
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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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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical papers 47 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
Cover Image
Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10008170148