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A State Space Approach to Esti...
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Japan
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Watanabe, Toshiaki
99
Nagakura, Daisuke
70
Fukao, Kyoji
68
Yoshihara, Naoki
52
Kurosaki, Takashi
34
Suzumura, Kotaro
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Yuan, Tangjun
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9
Lu, Ming
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吉原, 直毅
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Discussion Paper Series / Institute of Economic Research, Hitotsubashi University
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RePEc
1,043
ECONIS (ZBW)
76
OLC EcoSci
16
Other ZBW resources
1
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21
Inconsistency of a unit root test against stochastic unit root processes
Nagakura, Daisuke
-
2009
Persistent link: https://www.econbiz.de/10003895464
Saved in:
22
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
Saved in:
23
How are shocks to trend and cycle correlated? : a simple methodology for unidentified unobserved components models
Nagakura, Daisuke
-
2011
Persistent link: https://www.econbiz.de/10008935777
Saved in:
24
A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke
- In:
Economics letters
100
(
2008
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10003747495
Saved in:
25
A note on the relationship of the ordered and sequential probit models to the multinomial probit model
Nagakura, Daisuke
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003074848
Saved in:
26
How are shocks to trend and cycle correlated? : a simple methodology for unidentified unobserved components models
Nagakura, Daisuke
- In:
Keio economic studies
55
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659623
Saved in:
27
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
Saved in:
28
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239366
Saved in:
29
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki
-
2002
Persistent link: https://www.econbiz.de/10001701099
Saved in:
30
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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