Narrow search
Showing 1 - 10 of 100
Cover Image
Nonlinear forecasting analysis using diffusion indexes : an application to Japan
Shintani, Mototsugu - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 517-538
Persistent link: https://www.econbiz.de/10003012730
Cover Image
A nonparametric measure of convergence towards purchasing power parity
Shintani, Mototsugu - In: Journal of applied econometrics 21 (2006) 5, pp. 589-604
Persistent link: https://www.econbiz.de/10003360450
Cover Image
Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations
Kurita, Takamitsu; Shintani, Mototsugu - 2023
Persistent link: https://www.econbiz.de/10014383879
Cover Image
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
Cover Image
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng; Shintani, Mototsugu - In: The econometrics journal 16 (2013) 3, pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Cover Image
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu; Terada Hagiwara, Akiko; Tomoyoshi, Yabu - 2012
Persistent link: https://www.econbiz.de/10009775880
Cover Image
The inf-t test for a unit root against asymmetric exponential smooth transition autoregressive models
Shintani, Mototsugu - In: The Japanese economic review : the journal of the … 64 (2013) 1, pp. 3-15
Persistent link: https://www.econbiz.de/10009720872
Cover Image
Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre; Shintani, Mototsugu; Tomoyoshi, Yabu - 2015
Persistent link: https://www.econbiz.de/10010501938
Cover Image
Exchange rate pass-through and inflation : a nonlinear time series analysis
Shintani, Mototsugu; Terada Hagiwara, Akiko; Tomoyoshi, Yabu - In: Journal of international money and finance 32 (2013), pp. 512-527
Persistent link: https://www.econbiz.de/10009732848
Cover Image
Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of econometrics 133 (2006) 2, pp. 531-555
Persistent link: https://www.econbiz.de/10003359566