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 5 157
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 0 2 15 71
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 1 15 93
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 1 1 14 111
Asymmetry in Government Bond Returns 0 0 0 73 0 1 9 100
Asymmetry in Government Bond Returns 0 0 1 36 0 2 9 83
Asymmetry in Government Bond Returns 0 0 0 21 0 0 8 103
Asymmetry in government bond returns 0 0 1 25 0 0 11 132
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 0 1 16 175
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 56 0 0 10 113
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 0 7 55
How much asymmetry is there in bond returns and exchange rates? 0 0 0 25 0 0 14 148
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 0 1 5 149
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 0 1 10 159
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 0 2 17 295
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 1 1 94 0 2 18 825
Total Working Papers 0 1 3 693 1 14 183 2,769

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 0 1 9 130
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 0 15 46
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 1 2 18 64
A note on the two assumptions of standard unobserved components models 0 0 0 27 1 1 6 112
Asymmetry in government bond returns 0 0 0 24 0 3 14 113
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 7 156
Further results on the vecd operator and its applications 0 0 0 0 1 1 8 13
On the relationship between the matrix operators, vech and vecd 0 0 0 1 0 1 6 10
Spurious regressions in technical trading 0 0 0 10 0 0 10 112
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 2 3 93 0 3 21 290
Total Journal Articles 0 2 3 230 3 12 114 1,046

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Statistics updated 2026-08-07