Access Statistics for Yasuhiro Omori

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-"(in Japanese) 0 5 19 30 1 6 28 54
"Markov chain Monte Carlo method and its application to the stochastic volatility model"(in Japanese) 0 1 10 46 2 7 48 158
Bayesian Estimation of Demand Functions under Block Rate Pricing 0 1 28 47 5 7 63 104
Bayesian Estimation of Demand Functions under Block Rate Pricing 0 0 0 64 2 5 88 342
Bayesian Estimation of Entry Games with Application to Japanese Airline Data 1 2 17 47 1 6 55 109
Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors 0 2 9 36 0 6 26 78
Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models 0 2 17 45 1 5 30 62
Block Sampler and Posterior Mode Estimation for a Nonlinear and Non-Gaussian State-Space Model with Correlated Errors 0 0 0 0 0 1 9 267
Duality-Based Analysis of Residential Gas Demand under Decreasing Block Rate Pricing 0 1 6 25 1 3 23 85
Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model 5 9 33 91 15 24 90 222
Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously 3 13 60 140 19 65 244 451
Leverage, heavy-tails and correlated jumps in stochastic volatility models 2 5 22 64 3 7 38 85
Multivariate stochastic volatility 2 13 58 145 3 20 108 234
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 3 13 137 2 6 26 236
Stochastic volatility with leverage: fast likelihood inference 1 9 30 179 14 28 95 461
Tobit Model with Covariate Dependent Thresholds 0 1 13 24 2 9 41 45
Total Working Papers 14 67 335 1,120 71 205 1,012 2,993

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Block sampler and posterior mode estimation for asymmetric stochastic volatility models 0 0 1 5 1 5 9 22
Comparing two means in count models having random effects - a UMPU test 0 0 2 2 1 1 9 9
Efficient Gibbs sampler for Bayesian analysis of a sample selection model 0 0 4 4 0 2 8 8
Estimating stochastic volatility models using daily returns and realized volatility simultaneously 3 15 27 27 11 38 71 71
Estimation for unequally spaced time series of counts with serially correlated random effects 0 0 7 7 0 1 18 18
Leverage, heavy-tails and correlated jumps in stochastic volatility models 1 3 5 5 2 6 16 16
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 0 7 27 1 3 19 72
Total Journal Articles 4 18 53 77 16 56 150 216

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Statistics updated 2009-11-04