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Unit root tests considering initial values and a concise method for computing powers

Unit root tests considering initial values and a concise method for computing powers
Digital文書・図像類
Hitomi, Kohtaro, Jin, Jianwei, Nagai, Keiji, Nishiyama, Yoshihiko, Tao, JunfanInstitute of Economic Research, Kyoto University2022-11KIER Discussion Paper1084p.1-20
Available onlineOther Libraries in Japan
  • Author HeadingHitomi, Kohtaro Jin, Jianwei Nagai, Keiji Nis...

Optimal Minimax Rates against Non-smooth Alternatives

Optimal Minimax Rates against Non-smooth Alternatives
Digital文書・図像類
Hitomi, Kohtaro, Iwasawa, Masamune, Nishiyama, YoshihikoInstitute of Economic Research, Kyoto University2020-12-30KIER Discussion Paper1051
Available onlineOther Libraries in Japan
  • Author HeadingHitomi, Kohtaro Iwasawa, Masamune Nishiyama, ...

Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models

Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models
Digital文書・図像類
Hitomi, Kohtaro, Nagai, Keiji, Nishiyama, Yoshihiko, Tao, JunfanInstitute of Economic Research, Kyoto University2021-06KIER Discussion Paper1060p.1-17
Available onlineOther Libraries in Japan
  • Author HeadingHitomi, Kohtaro Nagai, Keiji Nishiyama, Yoshi...

Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth

Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth
Digital文書・図像類
Hitomi, Kohtaro, Iwasawa, Masamune, Nishiyama, YoshihikoInstitute of Economic Research, Kyoto University2021-01-29KIER Discussion Paper1053
Available onlineOther Libraries in Japan
  • Author HeadingHitomi, Kohtaro Iwasawa, Masamune Nishiyama, ...

Rate Optimal Specification Test When the Number of Instruments is Large

Rate Optimal Specification Test When the Number of Instruments is Large
Digital文書・図像類
ヒトミ, コウタロウ, イワサワ, マサムネ, ニシヤマ, ヨシヒコInstitute of Economic Research, Kyoto University2018-03-02KIER Discussion Paper986p.1-45
Available onlineOther Libraries in Japan

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