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Browsing by Author Kunitomo, Naoto
Showing results 1 to 20 of 37
| Issue Date | Title | Author(s) | | Jul-2001 | A Generalized SSAR Model and Predictive Distribution with an Application to VaR | Kunitomo, Naoto; Sato, Seisho |
| Feb-2005 | A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models | Anderson, T. W.; Kunitomo, Naoto; Matsushita, Yukitoshi |
| Feb-2006 | A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments | Anderson, T. W.; Kunitomo, Naoto; Matsushita, Yukitoshi |
| Jun-2011 | A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors | Sato, Seisho; Kunitomo, Naoto |
| Dec-2010 | An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity | Kunitomo, Naoto; Akashi, Kentaro |
| Nov-2003 | Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems | Kunitomo, Naoto; Takahashi, Akihiko |
| Feb-2009 | Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations | Kunitomo, Naoto; Yukitoshi Matsushita |
| Aug-2003 | Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System | Kunitomo, Naoto; Matsushita, Yukitoshi |
| Sep-2001 | Effects of Stochastic Interest Rates and Volatility on Contingent Claims | Kunitomo, Naoto; Yong-Jin, Kim |
| Apr-2004 | Empirical Likelihood Estimation of Levy Processes | Kunitomo, Naoto; Owada, Takashi |
| Mar-2003 | Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator | Kunitomo, Naoto; Matsushita, Yukitoshi |
| Nov-2002 | Improving Small Sample Properties of the Empirical Likelihood Estimation | Kunitomo, Naoto |
| Jul-2008 | Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity | Kunitomo, Naoto |
| Sep-2008 | Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity | Kunitomo, Naoto; Yukitoshi Matsushita |
| Aug-2008 | Lasso 分位点回帰の理論と損害保険への応用 | 加藤, 賢悟; 国友, 直人; 増田, 智巳; Kato, Kengo; Kunitomo, Naoto; Masuda, Satoshi |
| Jul-2008 | On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments | Anderson, T. W.; Kunitomo, Naoto; Matsushita, Yukitoshi |
| May-2007 | On Likelihood Ratio Tests of Structural Coefficients : Anderson-Rubin (1949) revisited | Anderson, T. W.; Kunitomo, Naoto |
| Aug-2010 | On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise | Kunitomo, Naoto; Sato, Seisho; 国友, 直人; 佐藤, 整尚 |
| Jan-2002 | On RegARIMA Model, RegSSARMA Model and Seasonality | Kunitomo, Naoto; Takaoka, Makoto |
| Jan-2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments | Anderson, T. W.; Kunitomo, Naoto; Matsushita, Yukitoshi |
Showing results 1 to 20 of 37
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