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Inconsistency of a unit root test against stochastic unit root processes

Nagakura, Daisuke - 2009

Persistent link: https://www.econbiz.de/10003895464

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

Testing for random coefficient autoregressive and stochastic unit root models

Nagakura, Daisuke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 117-129

Persistent link: https://www.econbiz.de/10014288865

Growth expectation

Fujiwara, Ippei - 2008

Persistent link: https://www.econbiz.de/10003759257

A note on growth expectation

Fujiwara, Ippei - In: Macroeconomic dynamics 14 (2010) 2, pp. 242-256

Persistent link: https://www.econbiz.de/10003980608

A state space approach to estimating the integrated variance and microstructure noise component

Nagakura, Daisuke; Watanabe, Toshiaki - 2009

Persistent link: https://www.econbiz.de/10003822408

A state space approach to estimating the integrated variance and microstructure noise component

Nagakura, Daisuke; Watanabe, Toshiaki - 2009

Persistent link: https://www.econbiz.de/10003854536

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

Testing for Symmetry of Distribution

Nagakura, Daisuke - 2011

Persistent link: https://www.econbiz.de/10013121722

Models and Tests for the Pecking Order Hypothesis

Nagakura, Daisuke - 2020

The hypothesis that when firms obtain financing, they prefer internal sources to external sources is known as the pecking order hypothesis. We model firms' financing activities implied by the pecking order hypothesis by a sequential logit model. Then, we propose to test the pecking order...

Persistent link: https://www.econbiz.de/10012842001

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