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Naoto Kunitomo
Observed names:
Kunitomo, Naoto,
NAOTO KUNITOMO
Institution:
The Institute of Statistical Mathematics
Observed institutions:
Hiroshima University,
Meiji University,
Yokohama National University,
Kyoto University,
Meiji (Japan),
The Institute of Statistical Mathematics,
The University of Tokyo,
Stanford University
show all 8
ORCID:
0000-0001-8493-7914
Observed ORCID:
0000-0001-8493-7914
OpenAlex ID:
A5073333434
Pricing Options With Curved Boundaries 1
1992
·
Naoto Kunitomo
, Masayuki Ikeda
·
Mathematical Finance
·
268
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
2001
·
Naoto Kunitomo
, Akihiko Takahashi
·
Mathematical Finance
·
135
Improving the Parkinson Method of Estimating Security Price Volatilities
1992
·
Naoto Kunitomo
·
The Journal of Business
·
134
On validity of the asymptotic expansion approach in contingent claim analysis
2003
·
Naoto Kunitomo
, Akihiko Takahashi
·
The Annals of Applied Probability
·
119
PDF
Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
1982
·
T. W. Anderson
, Naoto Kunitomo
, et al.
·
Econometrica
·
110
Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
1980
·
Naoto Kunitomo
·
Journal of the American Statistical Association
·
107
Properties of Predictors in Misspecified Autoregressive Time Series Models
1985
·
Naoto Kunitomo
, Taku Yamamoto
·
Journal of the American Statistical Association
·
84
On the asymptotic optimality of the LIML estimator with possibly many instruments
2009
·
T.W. Anderson
, Naoto Kunitomo
, et al.
·
Journal of Econometrics
·
62
Pricing Options under Stochastic Interest Rates: A New Approach
1999
·
Yong-Jin Kim
, Naoto Kunitomo
·
Asia-Pacific Financial Markets
·
44
Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
1982
·
Yasunori Fujikoshi
, Kimio Morimune
, et al.
·
Journal of Econometrics
·
43
Comparing Single-Equation Estimators in a Simultaneous Equation System
1986
·
T. W. Anderson
, Naoto Kunitomo
, et al.
·
Econometric Theory
·
42
Asymptotic bias of the least squares estimator for multivariate autoregressive models
1984
·
Taku Yamamoto
, Naoto Kunitomo
·
Annals of the Institute of Statistical Mathematics
·
42
Tests of Unit Roots and Cointegration Hypotheses in Econometric Models
1996
·
NAOTO KUNITOMO
·
Japanese Economic Review
·
38
Tests of overidentification and predeterminedness in simultaneous equation models
1992
·
T.W. Anderson
, Naoto Kunitomo
·
Journal of Econometrics
·
37
Asymptotic robustness of tests of overidentification and predeterminedness
1994
·
T.W. Anderson
, Naoto Kunitomo
·
Journal of Econometrics
·
30
Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems
2004
·
Naoto Kunitomo
, Akihiko Takahashi
·
29
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
2013
·
Naoto Kunitomo
, Seisho Sato
·
The North American Journal of Economics and Finance
·
23
Some properties of the LIML estimator in a dynamic panel structural equation
2011
·
Kentaro Akashi
, Naoto Kunitomo
·
Journal of Econometrics
·
22
Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances
1992
·
T.W. Anderson
, Naoto Kunitomo
·
Journal of Multivariate Analysis
·
21
Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations
1983
·
Naoto Kunitomo
, Kimio Morimune
, et al.
·
International Economic Review
·
18
On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
2011
·
T.W. Anderson
, Naoto Kunitomo
, et al.
·
Journal of Econometrics
·
17
Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator
2003
·
Naoto Kunitomo
, Yukitoshi Matsushita
·
RePEc: Research Papers in Economics
·
15
Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences
1980
·
Kimio Morimune
, Naoto Kunitomo
·
Journal of the American Statistical Association
·
15
The limited information maximum likelihood approach to dynamic panel structural equation models
2013
·
Kentaro Akashi
, Naoto Kunitomo
·
Annals of the Institute of Statistical Mathematics
·
14
The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise
2010
·
Naoto Kunitomo
, Seisho Sato
·
Mathematics and Computers in Simulation
·
14
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Works count:
142
Citation count:
1,705
H-index:
19
I10-index:
30
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