Daisuke Nagakura, Ph.D.
Affiliations: | 2007 | University of Washington, Seattle, Seattle, WA |
Area:
General EconomicsGoogle:
"Daisuke Nagakura"Parents
Sign in to add mentor| Eric Zivot | grad student | 2007 | University of Washington | |
| (Essays on econometrics and time series analysis in macroeconomics.) | ||||
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Publications
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| Nagakura D. (2019) Computing exact score vectors for linear Gaussian state space models Communications in Statistics - Simulation and Computation. 1-14 |
| Nagakura D. (2018) On the Relationship between the Matrix Operators, Vech and Vecd Communications in Statistics-Theory and Methods. 47: 1-17 |
| Nagakura D. (2013) Explicit vector expression of exact score for time series models in state space form Statistical Methodology. 13: 69-74 |
| Shintani M, Yabu T, Nagakura D. (2012) Spurious regressions in technical trading Journal of Econometrics. 169: 301-309 |
| Nagakura D, Kobayashi M. (2009) Testing the sequential logit model against the nested logit model Japanese Economic Review. 60: 345-361 |
| Nagakura D. (2009) Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process Statistics and Probability Letters. 79: 2476-2483 |
| Nagakura D. (2009) Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process Journal of Statistical Planning and Inference. 139: 2731-2745 |
| Nagakura D. (2008) A note on the two assumptions of standard unobserved components models Economics Letters. 100: 123-125 |
| Nagakura D. (2007) A Note on the Relationship between the Information Matrix Test and a Score Test for Parameter Constancy Economics Bulletin. 3: 1-7 |