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 1 1 153
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 1 1 1 98
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 1 3 80
Asymmetry in Government Bond Returns 0 0 0 73 2 2 4 93
Asymmetry in Government Bond Returns 0 0 0 35 0 0 0 74
Asymmetry in Government Bond Returns 0 0 0 21 1 2 5 97
Asymmetry in government bond returns 0 0 0 24 1 1 5 123
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 56 0 0 4 104
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 1 2 3 161
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 1 3 49
How much asymmetry is there in bond returns and exchange rates? 0 0 1 25 0 0 3 135
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 1 1 2 145
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 0 1 3 152
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 1 1 2 279
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 2 3 4 810
Total Working Papers 0 0 2 690 10 17 43 2,609

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 3 7 124
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 1 3 5 34
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 1 4 8 51
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 2 3 5 102
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 1 1 150
Further results on the vecd operator and its applications 0 0 0 0 0 0 1 5
On the relationship between the matrix operators, vech and vecd 0 0 0 1 0 0 0 4
Spurious regressions in technical trading 0 0 0 10 2 3 5 105
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 2 90 2 6 11 276
Total Journal Articles 0 0 3 227 9 23 43 957

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Statistics updated 2025-12-06