H. Tsurumi

发表

J. Richard, L. Broemeling, H. Tsurumi, 1988 .

Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions

Hiroki Tsurumi, Tsunemasa Shiba, H. Tsurumi, 1988 .

Simultaneous Determinants of Market Share and Advertising Expenditure under Dynamic Conditions: The Case of a Firm within the Japanese Pharmaceutical Industry

Hiroki Tsurumi, H. Tsurumi, Yoshi Tsurumi, 1971 .

Nonlinear Two-Stage Least Squares Estimation of CES Production Functions Applied to the Canadian Manufacturing Industries, 1926-1939, 1946-1967

H. Tsurumi, 1970 .

Bayesian Statistical Computations of Nonlinear Financial Time Series Models: A Survey with Illustrations

H. Tsurumi, 2000 .

Asian Financial Crisis.Prologue and the Case of Thailand

H. Tsurumi, 2000 .

Testing the Purchasing Power Parity Theory: A Case of the Taiwanese Dollar Exchange Rate

H. Tsurumi, Chyong Ling Chen, 1998 .

Korean Currency Crisis and Regime Change:A Multivariate GARCH Model with Bayesian Approach

H. Tsurumi, Suduk Kim, 2000 .

Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model

H. Tsurumi, Elena Goldman, 2005 .

An Econometric Model Of Canada Packers Ltd

H. Tsurumi, N. Macintosh, Y. Tsurumi, 1972 .

A Bayesian and maximum likelihood analysis of a gradual switching regression in a simultaneous equation framework

H. Tsurumi, 1982 .

Abrupt and Gradual Structural Shifts in State-Space Models

H. Tsurumi, 1991 .

Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market

H. Tsurumi, S. Radchenko, 2006 .

Limited information bayesian analysis of a structural coefficient in a simultaneous equations system

H. Tsurumi, 1985 .

ESSAYS ON BAYESIAN INFERENCE IN REGRESSION MODELS WITH NON-NORMAL ERROR TERMS

H. Tsurumi, Haruhiko Shimizu, 2011 .

Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: The case of asymmetric Laplace distribution

Hiroki Tsurumi, Nuttanan Wichitaksorn, H. Tsurumi, 2013, Comput. Stat. Data Anal..

Detection of Join Point in Regression Models

H. Tsurumi, 1989 .

Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria

Hiroki Tsurumi, Hajime Wago, H. Tsurumi, 1991 .

A Predictive Density Criterion for Selecting Non-Nested Linear Models and Comparison with Other Criteria

H. Tsurumi, H. Wago, 1987 .

A Note on Gamma Distributed Lags

H. Tsurumi, 1971 .

Some tests for the constancy of regressions under heteroscedasticity

H. Tsurumi, N. Sheflin, 1985 .

Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model

H. Tsurumi, P. Ilmakunnas, H. Wago, 1986 .

AUTOCORRELATION IN REDUCED FORM RESIDUALS AND CORRECTION OF SIMULATION PATH OF A DYNAMIC MODEL

H. Tsurumi, H. Ueno, 1967 .

Ratio tests of a unit root

H. Tsurumi, Teruo Nakatsuma, Elena Gouskova, 2000 .

A Comparison of Alternative Optimal Models of Advertising Expenditures: Stock Adjustment vs. Control Theoretic Approaches Applied to Japanese Pharmaceutical Companies

Hiroki Tsurumi, H. Tsurumi, 1973 .

A BAYESIAN TEST OF A PARAMETER SHIFT IN A SIMULTANEOUS EQUATION WITH AN APPLICATION TO A MACRO SAVINGS FUNCTION

H. Tsurumi, 1978 .

A Bayesian test of a parameter shift and an application

H. Tsurumi, 1977 .

Asymptotic Distribution of a Unit Root Process Under Double Truncation

H. Tsurumi, Elena Goldman, 2003 .

Global Duopolistic Competition between Fujifilm and Kodak: Corporate Strategy and Business-Government Relations

H. Tsurumi, J. Ries, Y. Tsurumi, 2001 .

Estimating unknown join points: Determination of the yen-dollar exchange rate

H. Tsurumi, Chyong Lin Chen, 1994 .

Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates

H. Tsurumi, Teruo Nakatsuma, T. Nakatsuma, 1999 .

Kolmogorov–Smirnov, Fluctuation, and Z g Tests for Convergence of Markov Chain Monte Carlo Draws

Elena Goldman, Elmira Valiyeva, Hiroki Tsurumi, 2008, Commun. Stat. Simul. Comput..

Bayesian Analysis of the Censored Regression Model with an AEPD Error Term

H. Tsurumi, Cheng Gao, 2015 .

Fujifilm-Kodak Duopolistic Competition in Japan and the United States

H. Tsurumi, Y. Tsurumi, 1999 .

Regimes and long memory in realized volatility

H. Tsurumi, J. Nam, Elena Goldman, 2013 .

A Bayesian estimation of macro and micro CES production functions

H. Tsurumi, Y. Tsurumi, 1976 .

ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test

Hiroki Tsurumi, Teruo Nakatsuma, H. Tsurumi, 1996 .

Probit and Logit Model Selection

H. Tsurumi, Guo Chen, 2010 .

Comparison of Bayesian and Sample Theory Semi-Parametric Binary Response Model

H. Tsurumi, Shiliang Li, Xiangjin Shen, 2013 .

A bayesian analysis of a random coefficient model in a simple keynesian system

H. Tsurumi, T. Shiba, 1982 .

The Development of multiplier theory

H. Tsurumi, 1964 .

USE OF THE MEAN SQUARED ERRORS OF FORECASTS IN TESTING FOR STRUCTURAL SHIFT: A COMPARISON WITH THE CHOW TEST FOR AN UNDERSIZED CASE

H. Tsurumi, 1987 .

A Bayesian test of the product cycle hypothesis applied to Japanese crude steel production

H. Tsurumi, 1976 .

A Gradual Switching Regression and Its Application to Testing the Stability of Money Demand Functions in U.S., Canada, and Japan

H. Tsurumi, William Kan, 1991 .

A Survey of Recent Canadian Macro-Econometric Models and Usefulness of Canadian Data for Macro- and Micro-Econometric Model Building Compared with U.S. and Japanese Data

Hiroki Tsurumi, H. Tsurumi, 1972 .

Testing the Lucas Hypothesis on Output-Inflation Trade-offs

H. Tsurumi, P. Ilmakunnas, 1985 .

Value added maximization behavior of firms and the Japanese semiconductor industry

H. Tsurumi, Y. Tsurumi, 1991 .

ON JAYATISSA'S TEST OF CONSTANCY OF REGRESSIONS UNDER HETEROSCEDASTICITY AND SOME ALTERNATIVE TEST PROCEDURES

H. Tsurumi, 1984 .

A Bayesian Test of the Product Life Cycle Hypothesis as Applied to the U.S. Demand for Color-TV Sets

Hiroki Tsurumi, H. Tsurumi, Yoshi Tsurumi, 1980 .

A BAYESIAN AND MAXIMUM LIKELIHOOD ANALYSIS OF A GRADUAL SWITCHING REGRESSION MODEL WITH SAMPLING EXPERIMENTS

H. Tsurumi, 1984 .

ON COOLEY AND PRESCOTT'S TIME VARYING PARAMETER MODEL

H. Tsurumi, T. Shiba, 1981 .

Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms

H. Tsurumi, Suduk Kim, Chyong Ling Chen, 2003 .