| Testing the sequential logit model against the nested logit model D Nagakura, M Kobayashi The Japanese Economic Review 60, 345-361, 2009 | 34 | 2009 |
| Asymmetry in government bond returns I Fujiwara, LM Körber, D Nagakura Journal of banking & finance 37 (8), 3218-3226, 2013 | 21* | 2013 |
| Spurious regressions in technical trading M Shintani, T Yabu, D Nagakura Journal of Econometrics 169 (2), 301-309, 2012 | 20 | 2012 |
| Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process D Nagakura Statistics & probability letters 79 (24), 2476-2483, 2009 | 17 | 2009 |
| Testing for coefficient stability of AR (1) model when the null is an integrated or a stationary process D Nagakura Journal of statistical planning and inference 139 (8), 2731-2745, 2009 | 13 | 2009 |
| Implications of two measures of persistence for correlation between permanent and transitory shocks in US real GDP D Nagakura, E Zivot unpublished manuscripts, 2007 | 10 | 2007 |
| A state space approach to estimating the integrated variance under the existence of market microstructure noise D Nagakura, T Watanabe Journal of Financial Econometrics 13 (1), 45-82, 2015 | 9* | 2015 |
| Inference on the correlation between permanent and transitory shocks for unidentified unobserved components models D Nagakura Available at SSRN 981646, 2007 | 8 | 2007 |
| On the relationship between the matrix operators, vech and vecd D Nagakura Communications in Statistics-Theory and Methods 47 (13), 3252-3268, 2018 | 6 | 2018 |
| A note on the two assumptions of standard unobserved components models D Nagakura Economics Letters 100 (1), 123-125, 2008 | 6 | 2008 |
| Models and Tests for the Pecking Order Hypothesis D Nagakura Available at SSRN 3534737, 2020 | 5 | 2020 |
| A note on the relationship of the ordered and sequential probit models to the multinomial probit model D Nagakura Economics Bulletin 3 (40), 1-7, 2004 | 5 | 2004 |
| Computing exact score vectors for linear Gaussian state space models D Nagakura Communications in Statistics-Simulation and Computation 50 (8), 2313-2326, 2021 | 4 | 2021 |
| Testing for random coefficient autoregressive and stochastic unit root models D Nagakura Studies in Nonlinear Dynamics & Econometrics 27 (1), 117-129, 2023 | 2 | 2023 |
| On the matrix operator vecp D Nagakura Available at SSRN 2929422, 2017 | 2 | 2017 |
| Explicit vector expression of exact score for time series models in state space form D Nagakura Statistical Methodology 13, 69-74, 2013 | 2 | 2013 |
| Tests for volatility dynamics in bivariate stochastic volatility models D Nagakura, Y Takano Available at SSRN 3330410, 2019 | 1 | 2019 |
| Testing for Symmetry of Distribution D Nagakura Available at SSRN 1906332, 2011 | 1 | 2011 |
| A note on how to impose stationarity and invertibility conditions in ARMA model estimation: A review D Nagakura Available at SSRN 1262156, 2008 | 1 | 2008 |
| A Note on the Relationship between the Information Matrix Test and a Score Test for Parameter Constancy D Nagakura Available at SSRN 936968, 2007 | 1 | 2007 |
Ippei FujiwaraProfessor, Keio University and Australian National UniversityVerified email at keio.jp
