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 7 7 7 63
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 36 3 3 4 156
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 7 7 10 87
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 0 7 7 104
Asymmetry in Government Bond Returns 0 0 0 21 5 6 10 102
Asymmetry in Government Bond Returns 0 0 0 73 0 5 7 96
Asymmetry in Government Bond Returns 1 1 1 36 4 4 4 78
Asymmetry in government bond returns 1 1 1 25 7 8 12 130
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 2 6 8 166
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 56 5 6 10 110
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 4 5 7 54
How much asymmetry is there in bond returns and exchange rates? 0 0 0 25 5 7 9 142
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 1 2 3 146
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 2 5 8 157
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 2 4 5 282
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 4 7 9 815
Total Working Papers 2 2 3 692 58 89 120 2,688

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 1 2 9 126
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 8 9 13 42
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 6 7 13 57
A note on the two assumptions of standard unobserved components models 0 0 0 27 3 3 3 109
Asymmetry in government bond returns 0 0 0 24 2 4 7 104
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 4 4 153
Further results on the vecd operator and its applications 0 0 0 0 4 4 5 9
On the relationship between the matrix operators, vech and vecd 0 0 0 1 3 3 3 7
Spurious regressions in technical trading 0 0 0 10 3 6 9 109
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 2 90 3 5 14 279
Total Journal Articles 0 0 3 227 33 47 80 995

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Statistics updated 2026-02-12