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 0 0 0 56
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 under the Existence of Market Microstructure Noise 0 0 0 32 6 7 7 104
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 35 0 0 0 74
Asymmetry in Government Bond Returns 0 0 0 21 0 1 5 97
Asymmetry in Government Bond Returns 0 0 0 73 3 5 7 96
Asymmetry in government bond returns 0 0 0 24 0 1 5 123
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 56 1 1 5 105
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 3 5 6 164
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 1 2 4 50
How much asymmetry is there in bond returns and exchange rates? 0 0 1 25 2 2 5 137
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 0 1 2 145
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 3 4 6 155
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 1 2 3 280
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 1 3 5 811
Total Working Papers 0 0 2 690 21 36 64 2,630

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 3 8 125
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 2 5 34
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 0 2 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 0 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 3 4 4 153
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 1 4 6 106
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 2 90 0 6 11 276
Total Journal Articles 0 0 3 227 5 24 48 962

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Statistics updated 2026-01-09