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 35 3 9 11 43
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 2 6 8 92
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 0 3 4 54
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 0 0 0 60
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 2 10 11 64
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 0 41 1 5 6 44
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 0 0 4 102
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 1 5 7 114
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 0 3 4 76
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 1 3 6 65
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 1 6 8 108
Total Working Papers 0 0 0 256 11 50 69 822

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 0 11 0 3 4 54
A new test for single against competing risks models in duration analysis 0 0 0 2 1 3 3 7
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 5 9 109
Mallows' Cp criterion and unbiasedness of model selection 0 0 1 740 0 5 10 3,393
Power of Tests for Nonlinear Transformation in Regression Analysis 0 0 0 17 0 1 3 85
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 2 90 3 6 17 282
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis 0 0 0 78 0 6 7 381
Testing for EGARCH Against Stochastic Volatility Models 0 0 0 132 0 4 5 415
Testing for Volatility Jumps in the Stochastic Volatility Process 0 0 0 72 0 5 6 208
Testing for a Single-Factor Stochastic Volatility in Bivariate Series 0 0 0 6 0 3 4 96
Testing for jumps in the EGARCH process 0 0 0 4 1 2 3 35
Testing for jumps in the stochastic volatility models 0 0 0 4 1 2 2 42
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 2 3 36
Total Journal Articles 0 0 3 1,175 6 47 76 5,143

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04