年別の研究成果
年別の研究成果
研究成果
- 12 Article
- 12 件
検索結果
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2021
Computing exact score vectors for linear Gaussian state space models
Nagakura, D., 2021, In: Communications in Statistics: Simulation and Computation. 50, 8, p. 2313-2326 14 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2020
Further results on the vecd operator and its applications
Nagakura, D., 2020 5月 18, In: Communications in Statistics - Theory and Methods. 49, 10, p. 2321-2338 18 p.研究成果: Article › 査読
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Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, D., 2020, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics. 20190013.研究成果: Article › 査読
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2018
On the relationship between the matrix operators, vech and vecd
Nagakura, D., 2018 7月 3, In: Communications in Statistics - Theory and Methods. 47, 13, p. 3252-3268 17 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2015
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, D. & Watanabe, T., 2015 1月 1, In: Journal of Financial Econometrics. 13, 1, p. 45-82 38 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2013
Asymmetry in government bond returns
Fujiwara, I., Körber, L. M. & Nagakura, D., 2013 8月, In: Journal of Banking and Finance. 37, 8, p. 3218-3226 9 p.研究成果: Article › 査読
6 被引用数 (Scopus) -
Explicit vector expression of exact score for time series models in state space form
Nagakura, D., 2013 7月 1, In: Statistical Methodology. 13, p. 69-74 6 p.研究成果: Article › 査読
2 被引用数 (Scopus) -
2012
Spurious regressions in technical trading
Shintani, M., Yabu, T. & Nagakura, D., 2012 8月, In: Journal of Econometrics. 169, 2, p. 301-309 9 p.研究成果: Article › 査読
9 被引用数 (Scopus) -
2009
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process
Nagakura, D., 2009 12月 15, In: Statistics and Probability Letters. 79, 24, p. 2476-2483 8 p.研究成果: Article › 査読
8 被引用数 (Scopus) -
Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process
Nagakura, D., 2009 8月 1, In: Journal of Statistical Planning and Inference. 139, 8, p. 2731-2745 15 p.研究成果: Article › 査読
7 被引用数 (Scopus) -
Testing the sequential logit model against the nested logit model
Nagakura, D. & Kobayashi, M., 2009, In: Japanese Economic Review. 60, 3, p. 345-361 17 p.研究成果: Article › 査読
9 被引用数 (Scopus) -
2008
A note on the two assumptions of standard unobserved components models
Nagakura, D., 2008 7月, In: Economics Letters. 100, 1, p. 123-125 3 p.研究成果: Article › 査読
2 被引用数 (Scopus)