Daisuke Nagakura
Names
| first: | Daisuke |
| last: | Nagakura |
Identifer
| RePEc Short-ID: | pna148 |
Contact
| homepage: | http://user.keio.ac.jp/~nagakura/index.html |
Affiliations
-
Keio University
/ Faculty of Economics
- EDIRC entry
- location:
Research profile
author of:
- Testing The Sequential Logit Model Against The Nested Logit Model (RePEc:bla:jecrev:v:60:y:2009:i:3:p:345-361)
by Daisuke Nagakura & Masahito Kobayashi - How much Asymmetry is there in Bond Returns and Exchange Rates? (RePEc:boj:bojwps:11-e-10)
by Lena Mareen Koerber & Daisuke Nagakura & Ippei Fujiwara - Asymmetry in government bond returns (RePEc:csg:ajrcwp:1301)
by Daisuke Nagakura & Lena Mareen Korber & Ippei Fujiwara - Asymmetry in Government Bond Returns (RePEc:eab:financ:23399)
by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura - Asymmetry in Government Bond Returns (RePEc:eab:macroe:23399)
by Ippei Fuijwara & Lena Mareen Korber & Daisuke Nagakura - A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model (RePEc:ebl:ecbull:eb-04c40007)
by Daisuke Nagakura - A note on the relationship between the information matrx test and a score test for parameter constancy (RePEc:ebl:ecbull:eb-07c10004)
by Daisuke Nagakura - A note on the two assumptions of standard unobserved components models (RePEc:eee:ecolet:v:100:y:2008:i:1:p:123-125)
by Nagakura, Daisuke - Spurious regressions in technical trading (RePEc:eee:econom:v:169:y:2012:i:2:p:301-309)
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke - Asymmetry in government bond returns (RePEc:eee:jbfina:v:37:y:2013:i:8:p:3218-3226)
by Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke - Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (RePEc:eee:stapro:v:79:y:2009:i:24:p:2476-2483)
by Nagakura, Daisuke - Asymmetry in Government Bond Returns (RePEc:een:camaaa:2013-12)
by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura - How much asymmetry is there in bond returns and exchange rates? (RePEc:fip:feddgw:93)
by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura - A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component (RePEc:hst:ghsdps:gd09-055)
by Daisuke Nagakura & Toshiaki Watanabe - A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise (RePEc:hst:ghsdps:gd09-115)
by Daisuke Nagakura & Toshiaki Watanabe - How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models (RePEc:hst:ghsdps:gd10-172)
by Daisuke Nagakura - A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise (RePEc:hst:ghsdps:gd11-200)
by Daisuke Nagakura & Toshiaki Watanabe - Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process (RePEc:ime:imedps:07-e-20)
by Daisuke Nagakura - Spurious Regressions in Technical Trading: Momentum or Contrarian? (RePEc:ime:imedps:08-e-09)
by Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura - How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models (RePEc:ime:imedps:08-e-24)
by Daisuke Nagakura - A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component (RePEc:ime:imedps:09-e-11)
by Daisuke Nagakura & Toshiaki Watanabe - Inconsistency of a Unit Root Test against Stochastic Unit Root Processes (RePEc:ime:imedps:09-e-23)
by Daisuke Nagakura - A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise (RePEc:oup:jfinec:v:13:y:2015:i:1:p:45-82.)
by Daisuke Nagakura & Toshiaki Watanabe - On the relationship between the matrix operators, vech and vecd (RePEc:taf:lstaxx:v:47:y:2018:i:13:p:3252-3268)
by Daisuke Nagakura - Further results on the vecd operator and its applications (RePEc:taf:lstaxx:v:49:y:2020:i:10:p:2321-2338)
by Daisuke Nagakura - Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP (RePEc:udb:wpaper:uwec-2007-07)
by Daisuke Nagakura & Eric Zivot