Access Statistics for KOBAYASHI, Masahito

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
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 1 1 10 94
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 1 1 16 48
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 0 1 3 63
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 1 1 7 57
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 0 1 14 67
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 1 42 2 3 13 51
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 2 3 9 109
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 0 0 8 116
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 0 0 7 67
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 1 2 12 84
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 0 1 14 114
Total Working Papers 0 0 1 257 8 14 113 870

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity 0 0 1 12 1 1 7 58
A new test for single against competing risks models in duration analysis 0 0 0 2 0 1 5 9
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 7 109
Mallows' Cp criterion and unbiasedness of model selection 0 0 0 740 0 0 12 3,397
Power of Tests for Nonlinear Transformation in Regression Analysis 0 0 0 17 0 1 7 90
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 3 93 0 0 20 290
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis 0 0 0 78 0 0 9 384
Testing for EGARCH Against Stochastic Volatility Models 0 0 0 132 0 0 8 418
Testing for Volatility Jumps in the Stochastic Volatility Process 0 0 0 72 0 0 9 211
Testing for a Single-Factor Stochastic Volatility in Bivariate Series 0 0 0 6 1 1 10 102
Testing for jumps in the EGARCH process 0 0 0 4 0 0 6 38
Testing for jumps in the stochastic volatility models 0 0 0 4 0 1 3 43
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 0 9 43
Total Journal Articles 0 0 4 1,179 2 5 112 5,192

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Statistics updated 2026-10-11