T
Takamitsu Sawa
Researcher at University of Illinois at Urbana–Champaign
Publications - 17
Citations - 1016
Takamitsu Sawa is an academic researcher from University of Illinois at Urbana–Champaign. The author has contributed to research in topics: Estimator & Regression analysis. The author has an hindex of 7, co-authored 17 publications receiving 996 citations. Previous affiliations of Takamitsu Sawa include Kyoto University.
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Information Criteria for Discriminating Among Alternative Regression Models
TL;DR: In this paper, decision rules for discriminating among alternative regression models are proposed and mutually compared based on the Akaike Information Criterion as well as the Kullback-Leibler information Criterion (KLIC).
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The exact moments of the least squares estimator for the autoregressive model
TL;DR: In this article, the mean and variance of the least squares estimate of the stationary first-order autoregressive coefficient are evaluated algebraically as well as numerically, and it turns out that the least square estimate is seriously biased for the sample of two-digits sizes typically dealt with in econometrics if the mean of the process is unknown.
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Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
TL;DR: In this paper, the distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically and compared with the Two-Stage Least Squares estimator.