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 5 157
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 6 6 13 69
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 3 6 13 110
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 4 5 15 92
Asymmetry in Government Bond Returns 0 0 0 73 3 3 8 99
Asymmetry in Government Bond Returns 0 0 0 21 1 1 10 103
Asymmetry in Government Bond Returns 0 0 1 36 1 3 7 81
Asymmetry in government bond returns 0 0 1 25 2 2 13 132
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 56 3 3 10 113
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 5 8 15 174
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 1 1 7 55
How much asymmetry is there in bond returns and exchange rates? 0 0 0 25 4 6 14 148
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 60 1 2 4 148
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 1 1 9 158
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 8 11 15 293
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 6 8 17 823
Total Working Papers 0 0 2 692 49 67 175 2,755

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 3 3 9 129
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 2 4 15 46
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 4 3 5 17 62
A note on the two assumptions of standard unobserved components models 0 0 0 27 1 2 5 111
Asymmetry in government bond returns 0 0 0 24 1 6 12 110
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 3 7 156
Further results on the vecd operator and its applications 0 0 0 0 1 3 7 12
On the relationship between the matrix operators, vech and vecd 0 0 0 1 0 2 5 9
Spurious regressions in technical trading 0 0 0 10 3 3 11 112
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 1 3 91 2 8 22 287
Total Journal Articles 0 1 3 228 17 39 110 1,034

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Statistics updated 2026-05-06