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 0 0 1 152
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 0 0 0 56
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 0 0 0 97
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 0 0 77
Asymmetry in Government Bond Returns 0 0 0 21 1 1 1 93
Asymmetry in Government Bond Returns 0 0 0 35 0 0 0 74
Asymmetry in Government Bond Returns 0 0 0 73 0 1 2 90
Asymmetry in government bond returns 0 0 1 24 1 1 2 119
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 0 1 2 159
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 1 1 1 56 2 3 3 103
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 2 3 48
How much asymmetry is there in bond returns and exchange rates? 0 1 1 25 0 2 4 134
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 0 1 2 144
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 0 0 1 149
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 1 1 3 278
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 0 0 2 806
Total Working Papers 1 2 3 690 5 13 26 2,579

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 44 0 1 2 118
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 1 2 3 31
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 1 4 1 2 3 45
A note on the two assumptions of standard unobserved components models 0 0 0 27 0 0 0 106
Asymmetry in government bond returns 0 0 0 24 0 1 1 98
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 0 1 149
Further results on the vecd operator and its applications 0 0 0 0 1 1 1 5
On the relationship between the matrix operators, vech and vecd 0 0 0 1 0 0 2 4
Spurious regressions in technical trading 0 0 0 10 0 1 1 101
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 0 88 0 0 3 265
Total Journal Articles 0 0 1 224 3 8 17 922

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

Statistics updated 2025-04-04