Taniguchi masanobu (114 risultati)

ed. paperback very good condition with a bit of wear- 21 pages - shipping via USPS.

Paperback. Condizione: Good. Inscription; paper browning; otherwise text clean and solid; Lecture Notes in Statistics; 9.53 X 6.61 X 0.47 inches; 160 pages.

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Paperback. Condizione: new. Paperback. This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of systemic risk is also developed in the energy market,which quantifies the cost of energy asset distress vis-a-vis the broader economy during crises, and examines the dynamic interaction between solvency and funding liquidity risk in banks using a panel vector autoregressive (VAR) model. This step shows that a forward-looking measure of capital shortfall under stress is both a predictor and an outcome of funding liquidity risk. Additionally, a new integrated likelihood-based approach for estimating nonlinear panel data models is described. Unlike existing integrated likelihoods, the new integrated likelihood is closer to a genuine likelihood. The book explains why this is due to first-order information unbiasedness, and why it seems to matter more for inference than for estimation. Results of studies in econometrics are provided for support. This book provides a new contemporary time series approach for econometrics and finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Tankobon Hardcover. Condizione: Brand New. Japanese language. 7.72x5.43x1.18 inches. In Stock.

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Condizione: New. pp. viii + 160 1st Edition.

Paperback. Condizione: Brand New. 106 pages. 9.25x6.10x0.22 inches. In Stock.

Paperback. Condizione: Brand New. 2014 edition. 118 pages. 8.00x5.00x0.25 inches. In Stock.

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Paperback. Condizione: Brand New. 160 pages. 9.50x6.75x0.50 inches. In Stock.

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Paperback. Condizione: Brand New. 148 pages. 9.25x6.11x0.39 inches. In Stock.

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.…

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Paperback. Condizione: Brand New. 118 pages. 9.25x6.10x0.25 inches. In Stock.