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 3 9 93
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 3 7 15 47
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 1 4 13 66
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 2 2 2 62
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 1 1 5 55
Testing for volatility co-movement in bivariate stochastic volatility models 1 1 1 42 2 4 9 47
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 4 4 8 106
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 6 6 10 82
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 1 2 8 115
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 2 3 8 67
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 5 6 13 113
Total Working Papers 1 1 1 257 28 42 100 853

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 2 2 6 56
A new test for single against competing risks models in duration analysis 0 0 0 2 0 2 4 8
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 9 109
Mallows' Cp criterion and unbiasedness of model selection 0 0 1 740 3 3 13 3,396
Power of Tests for Nonlinear Transformation in Regression Analysis 0 0 0 17 1 1 4 86
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 1 3 91 2 8 22 287
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis 0 0 0 78 3 3 10 384
Testing for EGARCH Against Stochastic Volatility Models 0 0 0 132 3 3 8 418
Testing for Volatility Jumps in the Stochastic Volatility Process 0 0 0 72 0 2 8 210
Testing for a Single-Factor Stochastic Volatility in Bivariate Series 0 0 0 6 4 5 9 101
Testing for jumps in the EGARCH process 0 0 0 4 0 1 3 35
Testing for jumps in the stochastic volatility models 0 0 0 4 0 1 2 42
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 7 7 10 43
Total Journal Articles 0 1 4 1,176 25 38 108 5,175

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Statistics updated 2026-05-06