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Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu
;
Yabu, Tomoyoshi
;
Nagakura, Daisuke
-
2008
Persistent link: https://www.econbiz.de/10003727425
Saved in:
2
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
3
Great earthquakes, exchange rate volatility and government interventions
Hatase, Mariko
;
Shintani, Mototsugu
;
Tomoyoshi, Yabu
-
2013
Persistent link: https://www.econbiz.de/10009775558
Saved in:
4
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu
;
Terada Hagiwara, Akiko
;
Tomoyoshi, Yabu
- In:
Journal of international money and finance
32
(
2013
),
pp. 512-527
Persistent link: https://www.econbiz.de/10009732848
Saved in:
5
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre
;
Shintani, Mototsugu
;
Tomoyoshi, Yabu
-
2015
Persistent link: https://www.econbiz.de/10010501938
Saved in:
6
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu
;
Terada Hagiwara, Akiko
;
Tomoyoshi, Yabu
-
2012
Persistent link: https://www.econbiz.de/10009775880
Saved in:
7
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre
;
Shintani, Mototsugu
;
Tomoyoshi, Yabu
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
5
,
pp. 822-850
Persistent link: https://www.econbiz.de/10011772104
Saved in:
8
How are shocks to trend and cycle correlated? : a simple methodology for unidentified unobserved components models
Nagakura, Daisuke
-
2008
Persistent link: https://www.econbiz.de/10003775589
Saved in:
9
Inconsistency of a unit root test against stochastic unit root processes
Nagakura, Daisuke
-
2009
Persistent link: https://www.econbiz.de/10003895464
Saved in:
10
Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process
Nagakura, Daisuke
-
2007
Persistent link: https://www.econbiz.de/10003595183
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