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#1
Computational Methods in Statistics and Econometrics (Statistics, a Series of Textbooks and Monographs)
Hisashi Tanizaki
18.55 Mb
#2
Posterior analysis of the multiplicative heteroscedasticity model
Tanizaki Hisashi
,
Xingyuan Zhang
131 Kb
#3
Asymtotically exact confidence intervals of CUSUM and CUSUMSQ tests: A Numerical Derivation Using Simulation Technique
Hisashi Tanizaki
151 Kb
#4
Non-linear and non-normal filter based on Monte-Carlo technique
Hisashi Tanizaki
109 Kb
#5
Nonlinear and nonnormal filters using Monte Carlo methods
Hisashi Tanizaki
962 Kb
#6
Nonlinear Filters: Estimation and Applications
Hisashi Tanizaki
847 Kb
#7
On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties
Shigeyuki Hamori
,
Shin-ichi Kitasaka
,
Hisashi Tanizaki
3.38 Mb
#8
onlinear and non-Gaussian state estimation: A quasi-optimal estimator
Hisashi Tanizaki
157 Kb
#9
Power Comparison of Empirical Likelihood Ratio Tests: Small Sample Properties through Monte Carlo Studies
Hisashi Tanizaki
85 Kb
#10
Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments
Hisashi Tanizaki
355 Kb