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Nobuhiko Terui

Personal Details

First Name:Nobuhiko
Middle Name:
Last Name:Terui
Suffix:
RePEc Short-ID:pte228
[This author has chosen not to make the email address public]

Affiliation

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/
RePEc:edi:fetohjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.

Articles

  1. Nobuhiko Terui & Masataka Ban & Greg M. Allenby, 2011. "The Effect of Media Advertising on Brand Consideration and Choice," Marketing Science, INFORMS, vol. 30(1), pages 74-91, 01-02.
  2. Nobuhiko Terui & Shohei Hasegawa & Taemyung Chun & Kosuke Ogawa, 2011. "Hierarchical Bayes Modeling of the Customer Satisfaction Index," Service Science, INFORMS, vol. 3(2), pages 127-140, June.
  3. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.
  4. Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.
  5. Nobuhiko Terui & Masataka Ban, 2008. "Modeling heterogeneous effective advertising stock using single-source data," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 415-438, December.
  6. Nobuhiko Terui & Wirawan Dony Dahana, 2006. "Research Note—Estimating Heterogeneous Price Thresholds," Marketing Science, INFORMS, vol. 25(4), pages 384-391, 07-08.
  7. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.
  8. Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko, 1989. "Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System," Econometric Theory, Cambridge University Press, vol. 5(3), pages 385-404, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    2. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.

Articles

  1. Nobuhiko Terui & Masataka Ban & Greg M. Allenby, 2011. "The Effect of Media Advertising on Brand Consideration and Choice," Marketing Science, INFORMS, vol. 30(1), pages 74-91, 01-02.

    Cited by:

    1. Wenjie Tang & Tong Wang & Wenxin Xu, 2022. "Sooner or Later? The Role of Adoption Timing in New Technology Introduction," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1663-1678, April.
    2. Navdeep Sahni, 2015. "Effect of temporal spacing between advertising exposures: Evidence from online field experiments," Quantitative Marketing and Economics (QME), Springer, vol. 13(3), pages 203-247, September.
    3. Chadwick J. Miller & Daniel C. Brannon & Jim Salas & Martha Troncoza, 2021. "Advertising, incentives, and the upsell: how advertising differentially moderates customer- vs. retailer-directed price incentives’ impact on consumers’ preferences for premium products," Journal of the Academy of Marketing Science, Springer, vol. 49(6), pages 1043-1064, November.
    4. Landry, Peter, 2022. "Pricing, advertising, and endogenous consideration of an “insistent” product," International Journal of Industrial Organization, Elsevier, vol. 80(C).
    5. He, Chen & Klein, Tobias, 2018. "Advertising as a Reminder : Evidence from the Dutch State Lottery," Discussion Paper 2018-018, Tilburg University, Tilburg Law and Economic Center.
    6. Yao, Alex, 2023. "Uncovering heterogeneous prestige effect in luxury consumption: Insights from the Chinese luxury market," Journal of Business Research, Elsevier, vol. 168(C).
    7. Jooa Baek & Jaeseok Lee, 2021. "A Conceptual Framework on Reconceptualizing Customer Share of Wallet (SOW): As a Perspective of Dynamic Process in the Hospitality Consumption Context," Sustainability, MDPI, vol. 13(3), pages 1-11, January.
    8. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2021. "Heterogeneous Choice Sets and Preferences," Econometrica, Econometric Society, vol. 89(5), pages 2015-2048, September.
    9. Kim, Youngju & Hardt, Nino & Kim, Jaehwan & Allenby, Greg M., 2022. "Conjunctive screening in models of multiple discreteness," International Journal of Research in Marketing, Elsevier, vol. 39(4), pages 1209-1234.
    10. Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
    11. Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
    12. Navdeep S. Sahni, 2015. "Effect of temporal spacing between advertising exposures: Evidence from online field experiments," Quantitative Marketing and Economics (QME), Springer, vol. 13(3), pages 203-247, September.
    13. Simon P. Anderson & André de Palma, 2012. "Shouting to be Heard in Advertising," Working Papers hal-00742240, HAL.
    14. David Granlund, 2021. "A New Approach to Estimating State Dependence in Consumers’ Brand Choices Applied to 762 Pharmaceutical Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 69(2), pages 443-483, June.
    15. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
    16. Michael A. Wiles & Saeed Janani & Darima Fotheringham & Chadwick J. Miller, 2024. "A Longitudinal Examination of the Relationship Between National-Level Per Capita Advertising Expenditure and National-Level Life Satisfaction Across 76 Countries," Marketing Science, INFORMS, vol. 43(3), pages 542-563, May.
    17. Shi, Jianmai & Chen, Wenyi & Verter, Vedat, 2023. "The joint impact of environmental awareness and system infrastructure on e-waste collection," European Journal of Operational Research, Elsevier, vol. 310(2), pages 760-772.
    18. Oliver Rutz & Randolph Bucklin, 2012. "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 231-257, June.
    19. K. Sudhir & Nathan Yang, 2014. "Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity," Cowles Foundation Discussion Papers 1941, Cowles Foundation for Research in Economics, Yale University.
    20. Sanghak Lee & Jaehwan Kim & Greg M. Allenby, 2013. "A Direct Utility Model for Asymmetric Complements," Marketing Science, INFORMS, vol. 32(3), pages 454-470, May.
    21. Yao (Alex) Yao & Sha Yang & K. Sudhir, 2021. "Two-Sided Matching Between Fashion Firms and Publishers: When Firms Strategically Target Consumers for Brand Image," Working Papers 21-07, NET Institute.
    22. Feeney, Roberto Juan & Harmath, Pedro & Clay, Pablo Mac, 2020. "Brand Loyalty in Argentine Commercial Crop Seed Markets," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 9, April.

  2. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.

    Cited by:

    1. Taizo Horikomi & Mariko I. Ito & Takaaki Ohnishi, 2022. "ID-POS Data Analysis Using TV Commercial Viewership Data," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 431-451, October.
    2. Philippe Aurier & Anne Broz-Giroux, 2014. "Modeling advertising impact at campaign level: Empirical generalizations relative to long-term advertising profit contribution and its antecedents," Marketing Letters, Springer, vol. 25(2), pages 193-206, June.
    3. Hemant C. Sashittal & Avan R. Jassawalla & Ruchika Sachdeva, 2023. "The influence of COVID-19 pandemic on consumer–brand relationships: evidence of brand evangelism behaviors," Journal of Brand Management, Palgrave Macmillan, vol. 30(3), pages 245-260, May.

  3. Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.

    Cited by:

    1. Nobuhiko Terui & Shohei Hasegawa, 2013. "Modeling Preference Change through Brand Satiation," TMARG Discussion Papers 112, Graduate School of Economics and Management, Tohoku University.
    2. Nobuhiko Terui & Shohei Hasegawa & Greg M. Allenby, 2015. "A Threshold Model for Discontinuous Preference Change and Satiation," TMARG Discussion Papers 122, Graduate School of Economics and Management, Tohoku University.
    3. Soudeep Deb & Rishideep Roy & Shubhabrata Das, 2024. "Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1814-1834, September.
    4. Nobuhiko Terui & Masataka Ban, 2013. "Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes," TMARG Discussion Papers 113, Graduate School of Economics and Management, Tohoku University, revised Aug 2013.

  4. Nobuhiko Terui & Masataka Ban, 2008. "Modeling heterogeneous effective advertising stock using single-source data," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 415-438, December.

    Cited by:

    1. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.
    2. Philippe Aurier & Anne Broz-Giroux, 2014. "Modeling advertising impact at campaign level: Empirical generalizations relative to long-term advertising profit contribution and its antecedents," Marketing Letters, Springer, vol. 25(2), pages 193-206, June.
    3. Sandeep Chandukala & Sylvia Long-Tolbert & Greg Allenby, 2011. "A threshold model for respondent heterogeneity," Marketing Letters, Springer, vol. 22(2), pages 133-146, June.

  5. Nobuhiko Terui & Wirawan Dony Dahana, 2006. "Research Note—Estimating Heterogeneous Price Thresholds," Marketing Science, INFORMS, vol. 25(4), pages 384-391, 07-08.

    Cited by:

    1. Vincenzina Caputo & Jayson L Lusk & Rodolfo M Nayga, 2020. "Am I Getting a Good Deal? Reference‐DependentDecision Making When the Reference Price Is Uncertain," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 132-153, January.
    2. Lillian L. Cheng & Kent B. Monroe, 2013. "An appraisal of behavioral price research (part 1): price as a physical stimulus," AMS Review, Springer;Academy of Marketing Science, vol. 3(3), pages 103-129, September.
    3. Chalil, Tengku Munawar & Dahana, Wirawan Dony & Baumann, Chris, 2020. "How do search ads induce and accelerate conversion? The moderating role of transaction experience and organizational type," Journal of Business Research, Elsevier, vol. 116(C), pages 324-336.
    4. Michael Löffler, 2015. "Measuring willingness to pay: do direct methods work for premium durables?," Marketing Letters, Springer, vol. 26(4), pages 535-548, December.
    5. Lee, Sokbae & Seo, Myung Hwan, 2007. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," LSE Research Online Documents on Economics 6806, London School of Economics and Political Science, LSE Library.
    6. Rajaguru, Rajesh, 2016. "Role of value for money and service quality on behavioural intention: A study of full service and low cost airlines," Journal of Air Transport Management, Elsevier, vol. 53(C), pages 114-122.
    7. Neumann, Nico & Böckenholt, Ulf, 2014. "A Meta-analysis of Loss Aversion in Product Choice," Journal of Retailing, Elsevier, vol. 90(2), pages 182-197.
    8. Junwen Jia & Fang Wu & Hao Yu & Jieming Chou & Qinmei Han & Xuefeng Cui, 2024. "Global meat consumption driver analysis with machine learning methods," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 16(4), pages 829-843, August.
    9. Richards, Timothy J. & Gómez, Miguel I. & Printezis, Iryna, 2014. "Hysteresis, Price Acceptance, and Reference Prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 164872, Agricultural and Applied Economics Association.
    10. Richards, Timothy J. & Liaukonyte, Jura & Streletskaya, Nadia A., 2016. "Personalized pricing and price fairness," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 138-153.
    11. Merja Halme & Outi Somervuori, 2013. "Choice behavior of information services when prices are increased and decreased from reference level," Annals of Operations Research, Springer, vol. 211(1), pages 549-564, December.
    12. Richards, Timothy & Liaukonyte, Jura & Nadia, Streletskya, 2016. "Personalized Pricing and Price Fairness," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235809, Agricultural and Applied Economics Association.

  6. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.

    Cited by:

    1. Loutfi, Ahmad Amine & Sun, Mengtao & Loutfi, Ijlal & Solibakke, Per Bjarte, 2022. "Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks," Applied Energy, Elsevier, vol. 319(C).
    2. Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019. "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 95-113.
    3. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
    4. Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
    5. McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
    7. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
    8. Chan Wai-Sum & Hung King-Chi, 2011. "On Robust Testing and Modelling of Threshold-Type Non-Linearity in ASEAN Foreign Exchange Markets," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-16, July.
    9. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
    10. Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
    11. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    12. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
    13. N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.
    14. Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015. "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, vol. 187(2), pages 472-485.
    15. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
    16. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
    17. Fuzuli Aliyev, 2019. "Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul," IJFS, MDPI, vol. 7(2), pages 1-11, June.
    18. Jinhui Luo & Philip Saks & Steve Satchell, 2009. "Implementing risk appetite in the management of currency portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 9(6), pages 380-397, February.
    19. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    20. Correa, Arnildo da Silva & Minella, André, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
    21. Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016. "Discerning information from trade data," Journal of Financial Economics, Elsevier, vol. 120(2), pages 269-285.
    22. Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
    23. Dimitrios I. Vortelinos & Konstantinos Gkillas, 2018. "Intraday realised volatility forecasting and announcements," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 88-118.
    24. Shang-Jin Wei & Jiandong Ju, 2008. "Current Account Adjustment: Some New Theory and Evidence," 2008 Meeting Papers 851, Society for Economic Dynamics.
    25. Chuanhua Wei & Chenping Du & Nana Zheng, 2020. "A Changing Weights Spatial Forecast Combination Approach with an Application to Housing Price Prediction," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(4), pages 1-11, April.
    26. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
    27. Erwin Hansen & Marco Morales, 2021. "When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 688-698, June.
    28. Walid Ben Omrane & Robert Welch & Xinyao Zhou, 2020. "The dynamic effect of macroeconomic news on the euro/US dollar exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 84-103, January.
    29. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
    30. Pai, Ping-Feng & Lin, Chih-Sheng, 2005. "A hybrid ARIMA and support vector machines model in stock price forecasting," Omega, Elsevier, vol. 33(6), pages 497-505, December.
    31. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
    32. Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014. "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series 14-30, Swiss Finance Institute.
    33. Hibon, Michele & Evgeniou, Theodoros, 2005. "To combine or not to combine: selecting among forecasts and their combinations," International Journal of Forecasting, Elsevier, vol. 21(1), pages 15-24.
    34. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research and International Relations Area.
    35. Shintani, Mototsugu, 2008. "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2788-2808, September.
    36. Beckmann, Joscha, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    37. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    38. Fredj Jawadi & Georges Prat, 2009. "Nonlinear Stock Price Adjustment in the G7 Countries," EconomiX Working Papers 2009-21, University of Paris Nanterre, EconomiX.
    39. Uctum, Remzi, 2007. "Économétrie des modèles à changement de régimes : un essai de synthèse," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 447-482, décembre.
    40. Fabienne Comte, 2004. "Kernel deconvolution of stochastic volatility models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 563-582, July.
    41. Safari, Ali & Davallou, Maryam, 2018. "Oil price forecasting using a hybrid model," Energy, Elsevier, vol. 148(C), pages 49-58.
    42. Iraj Daizadeh, 2009. "An intellectual property-based corporate strategy: An R&D spend, patent, trademark, media communication, and market price innovation agenda," Scientometrics, Springer;Akadémiai Kiadó, vol. 80(3), pages 731-746, September.
    43. Todd E. Clark & Michael W. McCracken, 2008. "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers 2008-028, Federal Reserve Bank of St. Louis.
    44. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    45. Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Econometric Institute Research Papers EI2015-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    46. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
    47. Arnildo Da Silva Correa & Paulo Picchetti, 2016. "New Information And Updating Of Market Experts' Inflation Expectations," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 053, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    48. Federico Lampis, 2016. "Forecasting the sectoral GVA of a small Spanish region," Economics and Business Letters, Oviedo University Press, vol. 5(2), pages 38-44.
    49. Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," ROME Working Papers 201203, ROME Network.
    50. Sylwester Bejger, 2009. "Econometric Tools for Detection of Collusion Equilibrium in the Industry," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 27-38.
    51. Girardin, Eric & Salimi Namin, Fatemeh, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
    52. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
    53. Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
    54. Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001. "Averaging Income Distributions," Department of Economics - Working Papers Series 798, The University of Melbourne.
    55. Mihály Hajnal & György Molnár & Judit Várhegyi, 2015. "Exchange rate pass - through after the crisis: the Hungarian experience," MNB Occasional Papers 2015/121, Magyar Nemzeti Bank (Central Bank of Hungary).
    56. Georg Strasser, 2011. "The Efficiency of the Global Markets for Final Goods and Productive Capabilities," 2011 Meeting Papers 576, Society for Economic Dynamics.
    57. van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2016. "Volatility Spillovers Across User-Generated Content and Stock Market Performance," ERIM Report Series Research in Management ERS-2016-008-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    58. Bursian, Dirk & Faia, Ester, 2013. "Trust in the monetary authority," SAFE Working Paper Series 14, Leibniz Institute for Financial Research SAFE, revised 2013.
    59. Anatolyev Stanislav, 2019. "Volatility filtering in estimation of kurtosis (and variance)," Dependence Modeling, De Gruyter, vol. 7(1), pages 1-23, February.
    60. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
    61. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    62. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, University Library of Munich, Germany.
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  7. Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko, 1989. "Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System," Econometric Theory, Cambridge University Press, vol. 5(3), pages 385-404, December.

    Cited by:

    1. Randolph G. K. Tan, 2000. "Finite-Sample Optimality of Tests in a Structural Equation," Econometric Society World Congress 2000 Contributed Papers 1853, Econometric Society.

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