Access Statistics for Daisuke Nagakura

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
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 1 7 14 70
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 36 0 0 5 157
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 1 6 16 93
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 0 4 13 110
Asymmetry in Government Bond Returns 0 0 0 21 0 1 10 103
Asymmetry in Government Bond Returns 0 0 0 73 0 3 8 99
Asymmetry in Government Bond Returns 0 0 1 36 1 2 8 82
Asymmetry in government bond returns 0 0 1 25 0 2 13 132
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 56 0 3 10 113
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 1 9 16 175
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 1 7 55
How much asymmetry is there in bond returns and exchange rates? 0 0 0 25 0 5 14 148
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 1 2 5 149
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 0 1 9 158
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 1 10 16 294
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 1 1 1 94 2 9 19 825
Total Working Papers 1 1 3 693 8 65 183 2,763

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model 0 0 0 45 1 4 10 130
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 2 15 46
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 1 5 17 63
A note on the two assumptions of standard unobserved components models 0 0 0 27 0 2 5 111
Asymmetry in government bond returns 0 0 0 24 2 3 13 112
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process 0 0 0 24 0 2 7 156
Further results on the vecd operator and its applications 0 0 0 0 0 1 7 12
On the relationship between the matrix operators, vech and vecd 0 0 0 1 1 2 6 10
Spurious regressions in technical trading 0 0 0 10 0 3 11 112
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 1 2 4 92 2 7 23 289
Total Journal Articles 1 2 4 229 7 31 114 1,041

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Statistics updated 2026-06-04