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Masahito Kobayashi

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This is information that was supplied by Masahito Kobayashi in registering through RePEc. If you are Masahito Kobayashi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Masahito
Middle Name:
Last Name: Kobayashi
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RePEc Short-ID: pko158

Email: [This author has chosen not to make the email address public]
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Affiliation

College of Economics
Yokohama National University
Location: Yokohama, Japan
Homepage: http://www.econ.ynu.ac.jp/
Email:
Phone: +81-45-339-3502
Fax: +81-45-339-3518
Postal: 79-1 Tokiwadai, Hodogaya-ku, Yokohama 240-8501
Handle: RePEc:edi:feyokjp (more details at EDIRC)

Works

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Working papers

  1. Jian Huang & Masahito Kobayashi & Michael McAleer, 2010. "Testing the Box-Cox Parameter for an Integrated Process," KIER Working Papers 750, Kyoto University, Institute of Economic Research.
  2. Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Masaru Chiba & Masahito Kobayashi, 2013. "Testing for a Single-Factor Stochastic Volatility in Bivariate Series," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 6(1), pages 31-61, December.
  2. Daisuke Nagakura & Masahito Kobayashi, 2009. "Testing The Sequential Logit Model Against The Nested Logit Model," The Japanese Economic Review, Japanese Economic Association, Japanese Economic Association, vol. 60(3), pages 345-361.
  3. Masahito Kobayashi, 2005. "Testing for Volatility Jumps in the Stochastic Volatility Process," Asia-Pacific Financial Markets, Springer, Springer, vol. 12(2), pages 143-157, June.
  4. Masahito Kobayashi & Xiuhong Shi, 2005. "Testing for EGARCH Against Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 135-150, 01.
  5. Kobayashi, Masahito & McAleer, Michael, 1999. "Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 15(01), pages 99-113, February.
  6. Kobayashi, Masahito, 1994. "Power of Tests for Nonlinear Transformation in Regression Analysis," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 10(02), pages 357-371, June.
  7. Kobayashi, Masahito, 1991. "Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis," Econometrica, Econometric Society, Econometric Society, vol. 59(4), pages 1153-59, July.
  8. Kobayashi, Masahito & Sakata, Shinichi, 1990. "Mallows' Cp criterion and unbiasedness of model selection," Journal of Econometrics, Elsevier, Elsevier, vol. 45(3), pages 385-395.
  9. Ohtani, Kazuhiro & Kobayashi, Masahito, 1986. "A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 2(02), pages 220-231, August.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2009-09-19 2011-01-03. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2009-09-19 2011-01-03. Author is listed

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