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TitleAuthors Date of Issue
Bayesian analysis of a vector autoregressive model with multiple structural breaksSugita, Katsuhiro14-Apr-2008
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
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
A Monte Carlo comparison of Bayesian testing for cointegration rankSugita, Katsuhiro2-Sep-2009
Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaksSugita, Katsuhiro2-Sep-2015
Statistical Inference in Markov Switching Vector Error Correction Model Using a Markov Chain Monte Carlo MethodSugita, Katsuhiro; 杉田, 勝弘30-Sep-2016
Model Selection for a Markov Switching Vector Error Correction Model Using the Marginal Likelihood杉田, 勝弘; Sugita, Katsuhiro30-Sep-2016
Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration ModelSugita, Katsuhiro15-Feb-2017
Non-Linear Analysis of the Fisher Effect: In the Case of JapanSugita, Katsuhiro25-Sep-2017
Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector AutoregressionSugita, Katsuhiro21-Sep-2018
Forecasting with Vector Autoregressions Using Bayesian Variable Selection Methods: Comparison of Direct and Iterated MethodsSugita, Katsuhiro14-May-2019
Forecasting with Vector Autoregressions by Bayesian Model AveragingSugita, Katsuhiro25-Jun-2019

Showing 13 items.