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 2 6 146
A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component 0 0 0 20 0 2 5 53
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 34 0 0 1 68
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 32 1 1 5 87
Asymmetry in Government Bond Returns 0 0 0 72 1 1 5 77
Asymmetry in Government Bond Returns 0 0 0 35 1 1 7 65
Asymmetry in Government Bond Returns 0 0 0 21 1 1 5 81
Asymmetry in government bond returns 0 0 2 20 2 3 8 99
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 1 76 0 2 6 139
How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models 0 0 0 54 0 1 7 69
How much Asymmetry is there in Bond Returns and Exchange Rates? 0 0 1 6 1 1 6 35
How much asymmetry is there in bond returns and exchange rates? 0 0 0 24 0 0 9 118
Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP 0 0 0 59 1 1 5 138
Inconsistency of a Unit Root Test against Stochastic Unit Root Processes 0 1 1 37 1 4 10 137
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 1 2 55 0 3 12 265
Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process 0 0 1 87 0 4 38 755
Total Working Papers 0 2 8 668 9 27 135 2,332


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 34 0 2 10 86
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise 0 0 0 2 0 0 2 22
A note on the relationship between the information matrx test and a score test for parameter constancy 0 0 1 3 0 1 5 41
A note on the two assumptions of standard unobserved components models 0 0 0 26 0 0 2 103
Asymmetry in government bond returns 0 0 2 23 1 1 8 84
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process 0 0 1 23 0 0 5 144
Spurious regressions in technical trading 0 0 0 9 0 2 11 67
TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* 0 0 0 85 0 1 11 235
Total Journal Articles 0 0 4 205 1 7 54 782


Statistics updated 2020-09-04