# Fingerprint Dive into the research topics where Daisuke Nagakura is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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### Mathematics

Random Coefficient Models

Gaussian Model

Unit Root

State-space Model

Spurious Regression

Locally Best Invariant Test

Autoregressive Model

Unit Root Tests

Operator Matrix

Null

Space Form

Time Series Models

Asymptotic Theory

Stationary Process

Inconsistency

State Space

Testing

Coefficient

Computing

Moving Average

Score Test

Operator

Test Statistic

Asymptotic Covariance Matrix

Forecast

Forecasting

Horizon

Predictors

Theoretical Analysis

Recursive Formula

Momentum

Calculate

Economics

Dickey-Fuller Test

Unknown Parameters

MATLAB

Simplify

Initial conditions

Alternatives

Nonstationary Processes

Inconsistent

Model

Gradient

Monte Carlo Experiment

Estimator

Simulation

Complement

Null hypothesis

Heteroscedastic Model

Wald Test

### Business & Economics

Testing

Coefficients

Economics

Random coefficients

Autoregressive model

Stochastic unit roots

Unobserved components model

Asymmetry

Spurious regression

Integrated

Integrated variance

Stationary process

Logit model

State space

Technical trading

Government bonds

Nested logit model

Unit root tests

Bond returns

Asymptotic theory

Inconsistency

Market microstructure noise