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 36 1 4 5 157
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 0 7 7 63
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 7 10 87
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 2 8 9 106
Asymmetry in Government Bond Returns 0 0 0 21 0 5 10 102
Asymmetry in Government Bond Returns 0 1 1 36 2 6 6 80
Asymmetry in Government Bond Returns 0 0 0 73 0 3 6 96
Asymmetry in government bond returns 0 1 1 25 0 7 12 130
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 0 5 7 166
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 56 0 6 9 110
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 5 6 54
How much asymmetry is there in bond returns and exchange rates? 0 0 0 25 1 8 9 143
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 1 2 3 147
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 0 5 8 157
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 2 5 7 284
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 1 6 10 816
Total Working Papers 0 2 3 692 10 89 124 2,698

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 1 45 0 2 8 126
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 2 10 14 44
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 1 7 14 58
A note on the two assumptions of standard unobserved components models 0 0 0 27 0 3 3 109
Asymmetry in government bond returns 0 0 0 24 5 7 11 109
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 1 4 5 154
Further results on the vecd operator and its applications 0 0 0 0 2 6 7 11
On the relationship between the matrix operators, vech and vecd 0 0 0 1 1 4 4 8
Spurious regressions in technical trading 0 0 0 10 0 4 8 109
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 2 90 3 6 17 282
Total Journal Articles 0 0 3 227 15 53 91 1,010

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Statistics updated 2026-03-04