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The Personal Savings Function of Urban Worker Households in Japan.
Shiba, Tsunemasa - In: The Review of Economics and Statistics 61 (1979) 2, pp. 206-13
Persistent link: https://www.econbiz.de/10005740628
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Bayesian Estimation of Unknown Heteroscedastic Variances
Chigira, Hiroaki; Shiba, Tsunemasa - Institute of Economic Research, Hitotsubashi University - 2006
We propose a Bayesian procedure to estimate possibly heteroscedastic variances of the regression error term, without assuming any structure on them. What we propose in this paper, may be construed as a Conditional Bayesian procedure that is conditioned upon the HCCM obtained from the OLS...
Persistent link: https://www.econbiz.de/10005675480
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Price smoothing and demand noise : Japanese case
Shaller, Douglas R. - In: Journal of the Japanese and international economies : … 7 (1993) 1, pp. 32-56
Persistent link: https://www.econbiz.de/10001142775
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Statistical inference of the Japanese M 1 and M 2 money demand functions
Shiba, Tsunemasa - In: The economic studies quarterly : the journal of the … 42 (1991) 3, pp. 254-274
Persistent link: https://www.econbiz.de/10001117057
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The Japanese stock market and the macroeconomy : an empirical investigation
Asai, Manabu - In: Financial engineering and the Japanese markets 2 (1995) 3, pp. 259-267
Persistent link: https://www.econbiz.de/10001203352
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Asset price prediction using seasonal decomposition
Shiba, Tsunemasa - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10001187924
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Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2015
Persistent link: https://www.econbiz.de/10011804434
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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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Dirichlet prior for estimating unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2012
Persistent link: https://www.econbiz.de/10009656889
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Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370963