Works by Tanizaki, Hisashi

Results: 15

Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique.

Published in:

Communications in Statistics: Simulation & Computation, 1995, v. 24, n. 4, p. 1019, doi. 10.1080/03610919508813291

By:

Tanizaki, Hisashi

Publication type:

Article

On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods.

Published in:

Statistical Papers, 2006, v. 47, n. 1, p. 109, doi. 10.1007/s00362-005-0275-6

By:

Tanizaki, Hisashi;
Hamori, Shigeyuki;
Matsubayashi, Yoichi

Publication type:

Article

KALMAN FILTER MODEL WITH QUALITATIVE DEPENDENT VARIABLES.

Published in:

Review of Economics & Statistics, 1993, v. 75, n. 4, p. 747, doi. 10.2307/2110035

By:

Tanizaki, Hisashi

Publication type:

Article

On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods.

Published in:

Empirical Economics, 2014, v. 47, n. 4, p. 1221, doi. 10.1007/s00181-013-0782-6

By:

Mizobuchi, Ken-ichi;
Tanizaki, Hisashi

Publication type:

Article

Volatility transmission between Japan, UK and USA in daily stock returns.

Published in:

Empirical Economics, 2009, v. 36, n. 1, p. 27, doi. 10.1007/s00181-007-0182-x

By:

Tanizaki, Hisashi;
Hamori, Shigeyuki

Publication type:

Article

Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments.

Published in:

Journal of Applied Statistics, 1997, v. 24, n. 5, p. 603, doi. 10.1080/02664769723576

By:

Tanizaki, Hisashi

Publication type:

Article

On markov chain monte carlo methods for nonlinear and non-gaussian state-space models.

Published in:

Communications in Statistics: Simulation & Computation, 1999, v. 28, n. 4, p. 867, doi. 10.1080/03610919908813583

By:

Geweke, John;
Tanizaki, Hisashi

Publication type:

Article

Nonlinear and nonnormal filter using importance sampling: antithetic monte carlo integration.

Published in:

Communications in Statistics: Simulation & Computation, 1999, v. 28, n. 2, p. 463, doi. 10.1080/03610919908813560

By:

Tanizaki, Hisashi

Publication type:

Article

Note on the Sampling Distribution for the Metropolis-Hastings Algorithm.

Published in:

Communications in Statistics: Theory & Methods, 2003, v. 32, n. 4, p. 775, doi. 10.1081/STA-120018828

By:

Geweke, John;
Tanizaki, Hisashi

Publication type:

Article

POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL.

Published in:

Communications in Statistics: Theory & Methods, 2001, v. 30, n. 5, p. 855, doi. 10.1081/STA-100002262

By:

Tanizaki, Hisashi;
Zhang, Xingyun

Publication type:

Article

Nonlinear and non-gaussian state estimation: A quasi-optimal estimator.

Published in:

Communications in Statistics: Theory & Methods, 2000, v. 29, n. 12, p. 2805, doi. 10.1080/03610920008832638

By:

Tanizaki, Hisashi

Publication type:

Article

Nonlinear filters based on taylor series expansions.

Published in:

Communications in Statistics: Theory & Methods, 1996, v. 25, n. 6, p. 1261, doi. 10.1080/03610929608831763

By:

Tanizaki, Hisashi;
Mariano, Roberto S.

Publication type:

Article

On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties.

Published in:

Econometric Reviews, 1998, v. 15, n. 1, p. 97, doi. 10.1080/07474939608800341

By:

Hamori, Shigeyuki;
Kitasaka, Shin-ichi;
Tanizaki, Hisashi

Publication type:

Article

Prediction of Final Data with Use of Preliminary and/or Revised Data.

Published in:

Journal of Forecasting, 1995, v. 14, n. 4, p. 351, doi. 10.1002/for.3980140404

By:

Mariano, Roberto S.;
Tanizaki, Hisashi

Publication type:

Article

Intraday patterns of price clustering in Bitcoin.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-021-00307-4

By:

Ma, Donglian;
Tanizaki, Hisashi

Publication type:

Article