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 34 2 2 4 28
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 5 6 9 73
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 0 1 7 49
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 16 0 0 4 55
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 0 1 7 52
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 0 41 1 1 6 34
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 1 1 2 57
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 0 1 4 96
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 0 1 2 105
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 0 0 3 68
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 0 0 3 99
Total Working Papers 0 0 0 254 9 14 51 716


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 1 2 10 0 1 2 43
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 1 1 6 94
Mallows' Cp criterion and unbiasedness of model selection 0 2 5 733 4 15 35 3,340
Power of Tests for Nonlinear Transformation in Regression Analysis 0 0 1 17 0 0 3 77
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 0 85 0 4 7 239
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis 0 0 1 74 0 3 8 367
Testing for EGARCH Against Stochastic Volatility Models 0 0 0 132 0 0 6 408
Testing for Volatility Jumps in the Stochastic Volatility Process 0 0 1 71 0 0 4 199
Testing for a Single-Factor Stochastic Volatility in Bivariate Series 0 0 0 6 0 2 14 91
Testing for jumps in the EGARCH process 0 0 0 3 0 0 0 24
Testing for jumps in the stochastic volatility models 0 0 0 4 1 1 5 36
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 0 1 31
Total Journal Articles 0 3 10 1,154 6 27 91 4,949


Statistics updated 2021-01-03