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Browsing by Author Omori, Yasuhiro
Showing results 1 to 20 of 30
| Issue Date | Title | Author(s) | | Mar-2013 | A Discrete/Continuous Choice Model on the Nonconvex Budget Set | Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira |
| Mar-2013 | An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection | Sugawara, Shinya; Omori, Yasuhiro |
| Apr-2012 | An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems | Sugawara, Shinya; Omori, Yasuhiro |
| Apr-2011 | Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline | Kurose, Yuta; Omori, Yasuhiro |
| Mar-2012 | Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline | Kurose, Yuta; Omori, Yasuhiro |
| Aug-2010 | Bayesian Estimation and Particle Filter for Max-Stable Processes | Kunihama, Tsuyoshi; Omori, Yasuhiro; Zhang, Zhengjun; 大森, 裕浩 |
| Aug-2009 | Bayesian Estimation of Demand Functions under Block Rate Pricing | Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira |
| Jan-2010 | Bayesian Estimation of Demand Functions under Block-Rate Pricing | Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira |
| Aug-2007 | Block sampler and posterior mode estimation for a nonlinear and non-Gaussian state-space model with correlated errors | Omori, Yasuhiro; Watanabe, Toshiaki |
| Aug-2007 | Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models | Omori, Yasuhiro; Watanabe, Toshiaki |
| Oct-2010 | Discrete / Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set | Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira; 宮脇, 幸治; 大森, 裕浩 |
| Aug-2007 | Duality-Based Bayesian Analysis of Residential Gas Demand under Decreasing Block Rate Pricing | Miyawaki, Koji; Omori, Yasuhiro |
| Oct-2010 | Duopoly in the Japanese Airline Market : Bayesian Estimation for the Entry Game | Sugawara, Shinya; Omori, Yasuhiro; 大森, 裕浩 |
| Apr-2011 | Duopoly in the Japanese Airline Market : Bayesian Estimation for the Entry Game | Sugawara, Shinya; Omori, Yasuhiro |
| May-2010 | Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors | Ishihara, Tsunehiro; Omori, Yasuhiro; 石原, 庸博; 大森, 裕浩 |
| Mar-2011 | Efficient Estimation and Particle Filter for Max-Stable Processes | Kunihama, Tsuyoshi; Omori, Yasuhiro; Zhang, Zhengjun |
| Mar-2007 | Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model | Omori, Yasuhiro |
| Sep-2007 | Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously | Takahashi, Makoto; Omori, Yasuhiro; Watanabe, Toshiaki |
| Jan-2011 | Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form | Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia |
| Sep-2007 | Leverage, heavy-tails and correlated jumps in stochastic volatility models | Nakajima, Jouchi; Omori, Yasuhiro |
Showing results 1 to 20 of 30
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