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Information about:
Daisuke Nagakura

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

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Personal Details

First Name: Daisuke
Middle Name:
Last Name: Nagakura
Suffix:

RePEc Short-ID: pna148

Email: [This author has chosen not to make the email address public]
Homepage:
http://www7b.biglobe.ne.jp/~dnagakura/index.html
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Affiliation

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    Other versions:

  2. Daisuke Nagakura, 2008. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series 08-E-24, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

  3. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-9, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

  4. Daisuke Nagakura & Eric Zivot, 2007. "Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP," Working Papers UWEC-2007-07, University of Washington, Department of Economics. [Downloadable!]

  5. Daisuke Nagakura, 2007. "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series 07-E-020, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]


Articles

  1. Daisuke Nagakura & Masahito Kobayashi, 2009. "Testing The Sequential Logit Model Against The Nested Logit Model," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 345-361. [Downloadable!] (restricted)

  2. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-7. [Downloadable!]

  3. Nagakura, Daisuke, 2008. "A note on the two assumptions of standard unobserved components models," Economics Letters, Elsevier, vol. 100(1), pages 123-125, July. [Downloadable!] (restricted)

  4. Daisuke Nagakura, 2004. "A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model," Economics Bulletin, Economics Bulletin, vol. 3(40), pages 1-7. [Downloadable!]


NEP Fields

5 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-10-28
  2. NEP-CBA: Central Banking (1) 2008-10-28
  3. NEP-ECM: Econometrics (5) 2007-05-12 2008-08-06 2008-10-28 2009-03-28 2009-04-25 Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2008-10-28 2009-03-28 2009-04-25 Author is listed
  5. NEP-IFN: International Finance (1) 2008-08-06
  6. NEP-MAC: Macroeconomics (2) 2007-05-12 2008-10-28 Author is listed
  7. NEP-MST: Market Microstructure (3) 2008-08-06 2009-03-28 2009-04-25 Author is listed
  8. NEP-RMG: Risk Management (1) 2008-08-06

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This page was last updated on 2009-11-26.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.