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	1	1	1	85
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models	0	0	0	35	0	0	0	32
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models	0	0	0	8	0	0	0	50
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 a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models	0	0	0	33	0	0	0	53
Testing for volatility co-movement in bivariate stochastic volatility models	0	0	0	41	1	1	2	39
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	15	0	0	1	108
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	11	1	3	3	101
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	10	1	1	2	61
Testing the Box-Cox Parameter for an Integrated Process	0	0	0	5	0	0	0	72
Testing the Box-Cox Parameter in an Integrated Process	0	0	0	22	1	1	1	101
Total Working Papers	0	0	0	256	5	7	11	762

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	0	0	1	51
A new test for single against competing risks models in duration analysis	0	0	0	2	0	0	0	4
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS	0	0	0	17	1	2	4	103
Mallows' Cp criterion and unbiasedness of model selection	0	1	1	740	2	4	5	3,387
Power of Tests for Nonlinear Transformation in Regression Analysis	0	0	0	17	0	0	3	83
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL*	0	0	2	90	4	5	10	274
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis	0	0	0	78	0	0	2	375
Testing for EGARCH Against Stochastic Volatility Models	0	0	0	132	0	0	0	410
Testing for Volatility Jumps in the Stochastic Volatility Process	0	0	0	72	1	1	1	203
Testing for a Single-Factor Stochastic Volatility in Bivariate Series	0	0	0	6	0	0	0	92
Testing for jumps in the EGARCH process	0	0	0	4	0	0	1	32
Testing for jumps in the stochastic volatility models	0	0	0	4	0	0	2	40
Testing for the Box–Cox parameter for an integrated process	0	0	0	2	0	1	1	34
Total Journal Articles	0	1	3	1,175	8	13	30	5,088

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Statistics updated 2025-11-08