Access Statistics for Daisuke Nagakura

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
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 12 12 0 3 10 10
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 23 23 2 4 51 51
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 1 36 53 0 5 38 40
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 2 8 10 40 3 9 23 83
Spurious Regressions in Technical Trading: Momentum or Contrarian? 6 11 30 71 15 30 85 142
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 2 4 23 35 11 22 123 211
Total Working Papers 10 24 134 234 31 73 330 537


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model 1 3 13 104 8 11 38 285
A note on the relationship between the information matrx test and a score test for parameter constancy 0 1 4 8 0 5 34 74
A note on the two assumptions of standard unobserved components models 0 0 2 6 0 1 10 24
Total Journal Articles 1 4 19 118 8 17 82 383


Statistics updated 2009-11-04