• 30 Citations
  • 4 h-Index
20082020

Research output per year

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Research Output

  • 30 Citations
  • 4 h-Index
  • 11 Article
2020

Further results on the vecd operator and its applications

Nagakura, D., 2020 May 18, In : Communications in Statistics - Theory and Methods. 49, 10, p. 2321-2338 18 p.

Research output: Contribution to journalArticle

2019
2017

On the relationship between the matrix operators, vech and vecd

Nagakura, D., 2017 Aug 30, (Accepted/In press) In : Communications in Statistics - Theory and Methods. p. 1-17 17 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2015
1 Citation (Scopus)
2013

Asymmetry in government bond returns

Fujiwara, I., Körber, L. M. & Nagakura, D., 2013 Aug, In : Journal of Banking and Finance. 37, 8, p. 3218-3226 9 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Explicit vector expression of exact score for time series models in state space form

Nagakura, D., 2013 Jul 1, In : Statistical Methodology. 13, p. 69-74 6 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2012

Spurious regressions in technical trading

Shintani, M., Yabu, T. & Nagakura, D., 2012 Aug 1, In : Journal of Econometrics. 169, 2, p. 301-309 9 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2009
5 Citations (Scopus)
4 Citations (Scopus)

Testing the sequential logit model against the nested logit model

Nagakura, D. & Kobayashi, M., 2009 Aug 28, In : Japanese Economic Review. 60, 3, p. 345-361 17 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
2008

A note on the two assumptions of standard unobserved components models

Nagakura, D., 2008 Jul 1, In : Economics Letters. 100, 1, p. 123-125 3 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)