HOME    About this site    mypage    Japanese    library    university    Feedback
Return to Browse by Author

Sorting by Title |  Sort by Date
TitleAuthors Date of Issue
Bayesian Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates with Multiple Structural Breaks杉田, 勝弘; Sugita, KatsuhiroSep-2008
Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood杉田, 勝弘; Sugita, Katsuhiro30-Sep-2016
Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo MethodSugita, Katsuhiro; 杉田, 勝弘30-Sep-2016
Testing for Cointegration Rank Using Bayes Factors杉田, 勝弘; Sugita, KatsuhiroSep-2008
時系列における構造変化検定法のシミュレーションによる比較杉田, 勝弘; 大西, 裕子; Sugita, Katsuhiro; Onishi, YukoSep-2009

Showing 5 items.