Shuichi Nagata
Names
| first: | Shuichi |
| last: | Nagata |
Identifer
| RePEc Short-ID: | pna367 |
Contact
| homepage: | https://sites.google.com/site/nagatasweb/ |
Affiliations
-
Kwansei Gakuin University
/ School of Business Administration
- EDIRC entry
- location:
Research profile
author of:
- A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects (RePEc:dpr:wpaper:1037r)
by Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata - Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes (RePEc:ebl:ecbull:eb-11-00589)
by Shuichi Nagata - On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (RePEc:eee:csdana:v:100:y:2016:i:c:p:265-303)
by Hayakawa, Kazuhiko & Nagata, Shuichi - A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points (RePEc:taf:apeclt:v:17:y:2010:i:9:p:875-879)
by Hiroshi Yamada & Syuichi Nagata & Yuzo Honda - A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:862-875)
by Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata