Access Statistics for KOBAYASHI, Masahito

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	5	6	90
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models	0	0	0	35	5	8	8	40
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models	0	0	0	33	7	9	9	62
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models	0	0	0	8	2	4	4	54
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models	0	0	0	17	0	0	1	60
Testing for volatility co-movement in bivariate stochastic volatility models	0	0	0	41	2	4	5	43
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	10	1	3	5	64
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	11	0	1	4	102
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	15	4	5	6	113
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	5	2	4	4	76
Testing the Box-Cox Parameter in an Integrated Process	0	0	0	22	4	6	7	107
Total Working Papers	0	0	0	256	30	49	59	811

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	11	2	3	4	54
A new test for single against competing risks models in duration analysis	0	0	0	2	1	2	2	6
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS	0	0	0	17	3	6	9	109
Mallows' Cp criterion and unbiasedness of model selection	0	0	1	740	3	6	11	3,393
Power of Tests for Nonlinear Transformation in Regression Analysis	0	0	0	17	1	2	5	85
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL*	0	0	2	90	3	5	14	279
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis	0	0	0	78	4	6	7	381
Testing for EGARCH Against Stochastic Volatility Models	0	0	0	132	4	5	5	415
Testing for Volatility Jumps in the Stochastic Volatility Process	0	0	0	72	4	5	6	208
Testing for a Single-Factor Stochastic Volatility in Bivariate Series	0	0	0	6	2	4	4	96
Testing for jumps in the EGARCH process	0	0	0	4	1	2	2	34
Testing for jumps in the stochastic volatility models	0	0	0	4	1	1	1	41
Testing for the Box–Cox parameter for an integrated process	0	0	0	2	2	2	3	36
Total Journal Articles	0	0	3	1,175	31	49	73	5,137

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Statistics updated 2026-02-12