• 27 Citations
  • 4 h-Index
20082019
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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.

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