Narrow search
Showing 21 - 30 of 1,136
Cover Image
Inconsistency of a unit root test against stochastic unit root processes
Nagakura, Daisuke - 2009
Persistent link: https://www.econbiz.de/10003895464
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki - 2011
Persistent link: https://www.econbiz.de/10009239366
Cover Image
Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki - 2002
Persistent link: https://www.econbiz.de/10001701099
Cover Image
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