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Estimation theory
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2009
-
Rev.
Persistent link: https://www.econbiz.de/10003854487
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2
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003556366
Saved in:
3
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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4
A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370897
Saved in:
5
Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370963
Saved in:
6
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2015
Persistent link: https://www.econbiz.de/10011804434
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