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 1 1 1 152
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 under the Existence of Market Microstructure Noise 0 0 0 34 0 0 2 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 21 0 0 2 92
Asymmetry in Government Bond Returns 0 0 0 35 0 0 0 74
Asymmetry in Government Bond Returns 0 0 0 73 0 0 1 88
Asymmetry in government bond returns 0 0 1 23 0 0 1 117
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 55 0 0 1 100
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 78 1 1 2 158
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 0 6 0 1 1 46
How much asymmetry is there in bond returns and exchange rates? 0 0 0 24 0 1 1 131
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 1 60 0 1 3 143
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 0 0 39 1 1 1 149
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 1 58 2 2 4 277
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 0 93 1 1 3 806
Total Working Papers 0 0 4 687 6 9 23 2,563

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 2 44 0 0 14 116
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 0 1 28
A note on the relationship between the information matrx test and a score test for parameter constancy 1 1 1 4 1 1 1 43
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 1 97
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 2 4
Spurious regressions in technical trading 0 0 1 10 0 0 1 100
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 0 88 0 0 3 264
Total Journal Articles 1 1 4 224 1 1 23 910

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Statistics updated 2024-09-04