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A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke - In: Economics letters 100 (2008) 1, pp. 123-125
Persistent link: https://www.econbiz.de/10008057563
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Asymmetry in government bond returns
Fujiwara, Ippei; Körber, Lena Mareen; Nagakura, Daisuke - In: Journal of banking & finance 37 (2013) 8, pp. 3218-3226
Persistent link: https://www.econbiz.de/10010132131
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Spurious regressions in technical trading
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-310
Persistent link: https://www.econbiz.de/10009987067
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TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10008286348