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Publications by Hisashi Tanizaki

Bias Correction of OLSE in the Regression Model With Lagged Dependent Variables

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

On Least-Squares Bias in the AR(p) Models: Bias Correction Using the Bootstrap Methods

Statistical Papers

English

Volatility Transmission Between Japan, UK and USA in Daily Stock Returns

Empirical Economics

Social Sciences

English

Asymptotically Exact Confidence Intervals of Cusum and Cusumsq Tests: A Numerical Derivation Using Simulation Technique

Communications in Statistics Part B: Simulation and Computation

English

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