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 0 0 151
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 1 3 77
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 0 0 0 97
Asymmetry in Government Bond Returns 0 0 0 35 0 0 1 74
Asymmetry in Government Bond Returns 0 0 0 21 0 0 1 91
Asymmetry in Government Bond Returns 0 0 0 73 0 0 1 87
Asymmetry in government bond returns 0 0 1 22 0 0 3 116
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 55 0 0 4 100
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 78 0 0 4 157
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 0 0 45
How much asymmetry is there in bond returns and exchange rates? 0 0 0 24 0 0 1 130
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 1 1 60 0 2 2 142
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 1 39 0 0 1 148
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 1 58 0 0 1 274
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 0 0 4 804
Total Working Papers 0 1 6 686 0 3 26 2,549


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 1 3 43 0 4 15 112
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 1 2 28
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 0 3 0 0 0 42
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 0 0 96
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 0 148
Further results on the vecd operator and its applications 0 0 0 0 0 0 0 4
On the relationship between the matrix operators, vech and vecd 0 0 0 1 0 0 0 2
Spurious regressions in technical trading 0 1 1 10 0 1 1 100
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 0 88 0 0 1 262
Total Journal Articles 0 2 4 222 0 6 19 900


Statistics updated 2024-02-04