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Yoshihiko Nishiyama

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kohtaro Hitomi & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2021. "Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models," KIER Working Papers 1060, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Jianwei Jin & Keiji Nagai, 2022. "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers 1085, Kyoto University, Institute of Economic Research.
    2. Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022. "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers 1084, Kyoto University, Institute of Economic Research.

  2. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021. "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers 1053, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020. "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers 1051, Kyoto University, Institute of Economic Research.

  3. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020. "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers 1051, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2023. "Optimal minimax rates of specification testing with data-driven bandwidth," Econometric Reviews, Taylor & Francis Journals, vol. 42(6), pages 487-512, June.

  4. Keiji Nagai & Yoshihiko Nishiyama & Kohtaro Hitomi, 2018. "Sequential test for unit root in AR(1) model," KIER Working Papers 1003, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Jianwei Jin & Keiji Nagai, 2022. "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers 1085, Kyoto University, Institute of Economic Research.
    2. Kohtaro Hitomi & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2021. "Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models," KIER Working Papers 1060, Kyoto University, Institute of Economic Research.
    3. Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022. "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers 1084, Kyoto University, Institute of Economic Research.

  5. KONISHI Yoko & NISHIYAMA Yoshihiko, 2016. "Efficiency of the Retail Industry: Case of inelastic supply functions," Discussion papers 16054, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. KONISHI Yoko, 2017. "Global Service Value Chain in Japan: Inbound tourism cases," Policy Discussion Papers 17011, Research Institute of Economy, Trade and Industry (RIETI).

  6. KONISHI Yoko & Se-il MUN & NISHIYAMA Yoshihiko & Ji Eun SUNG, 2014. "Measuring the Value of Time in Freight Transportation," Discussion papers 14004, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Richard Pomfret, "undated". "The Eurasian Land Bridge: The Role of Service Providers in Linking the Regional Value Chains in East Asia and the European Union," Working Papers DP-2018-01, Economic Research Institute for ASEAN and East Asia (ERIA).
    2. Hilbert, Martin, 2016. "The bad news is that the digital access divide is here to stay: Domestically installed bandwidths among 172 countries for 1986–2014," Telecommunications Policy, Elsevier, vol. 40(6), pages 567-581.
    3. KONISHI Yoko, 2017. "Global Service Value Chain in Japan: Inbound tourism cases," Policy Discussion Papers 17011, Research Institute of Economy, Trade and Industry (RIETI).
    4. Saeedi, Hamid & Behdani, Behzad & Wiegmans, Bart & Zuidwijk, Rob, 2019. "Assessing the technical efficiency of intermodal freight transport chains using a modified network DEA approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 126(C), pages 66-86.

  7. KONISHI Yoko & NISHIYAMA Yoshihiko, 2013. "Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production," Discussion papers 13003, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
    2. ADACHI Yusuke & OGAWA Hikaru & TSUBUKU Masafumi, 2019. "Productivity Dynamics during Major Crises in Japan: A Quantile Approach," Discussion papers 19015, Research Institute of Economy, Trade and Industry (RIETI).

  8. KONISHI Yoko & Se-il MUN & NISHIYAMA Yoshihiko & Ji Eun SUNG, 2012. "Determinants of Transport Costs for Inter-regional Trade," Discussion papers 12016, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Wrona, Jens, 2015. "Border Effects without Borders," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113060, Verein für Socialpolitik / German Economic Association.
    2. Tsubota, Kenmei, 2015. "Agglomeration and directional imbalance of freight rates : the role of density economies in the transport sector," IDE Discussion Papers 488, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    3. KONISHI Yoko & Se-il MUN & NISHIYAMA Yoshihiko & Ji Eun SUNG, 2014. "Measuring the Value of Time in Freight Transportation," Discussion papers 14004, Research Institute of Economy, Trade and Industry (RIETI).
    4. Wrona, Jens, 2015. "Border effects without borders: What divides Japan's internal trade?," DICE Discussion Papers 185, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    5. Se-il Mun & Yoko Konishi & Yoshihiko Nishiyama & Ji-eun Sung, 2014. "Measuring the value of transport time for inter-regional trade," ERSA conference papers ersa14p410, European Regional Science Association.
    6. Jens Wrona, 2018. "Border Effects Without Borders: What Divides Japan's Internal Trade?," CESifo Working Paper Series 7056, CESifo.
    7. Yoko KONISHI & Se-il MUN & Yoshihiko NISHIYAMA & Masahiro KINOMURA, 2021. "Transportation Time and Freight Cost," Discussion papers e-21-007, Graduate School of Economics , Kyoto University.

  9. ICHIMURA Hidehiko & KONISHI Yoko & NISHIYAMA Yoshihiko, 2011. "An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data," Discussion papers 11002, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. KONISHI Yoko & NISHIMURA Yoshihiko, 2013. "A Note on the Identification of Demand and Supply Shocks in Production: Decomposition of TFP," Discussion papers 13099, Research Institute of Economy, Trade and Industry (RIETI).
    2. Yoko Konishi & Yoshihiko Nishiyama, 2020. "Efficiency of the Retail Industry and Inelastic Supply," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 134-166, June.
    3. Yoko Konishi & Takashi Saito, 2020. "Total Factor Productivity Changes in Japanese Small and Medium-Sized Enterprises in 1982–2016: Suggestive Indications of an IT Revolution?," Asian Economic Papers, MIT Press, vol. 19(3), pages 21-37, Fall.
    4. KONISHI Yoko & NISHIYAMA Yoshihiko, 2016. "Efficiency of the Retail Industry: Case of inelastic supply functions," Discussion papers 16054, Research Institute of Economy, Trade and Industry (RIETI).
    5. KONISHI Yoko & NOMURA Koji, 2015. "Energy Efficiency Improvement and Technical Changes in Japanese Industries, 1955-2012," Discussion papers 15058, Research Institute of Economy, Trade and Industry (RIETI).

  10. KONISHI Yoko & NISHIYAMA Yoshihiko, 2010. "Productivity of Service Providers: Microeconometric measurement in the case of hair salons," Discussion papers 10051, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. KONISHI Yoko, 2017. "On the Role of Skill, Quality, and Environmental Factors on Customer Behavior of the Beauty Industry," Discussion papers 17035, Research Institute of Economy, Trade and Industry (RIETI).
    2. Sharifah Rahama Amirul & Khairul Hanim Pazim & Sharifah Milda Amirul & Rasid Mail & Jakaria Dasan, 2022. "Developing and validating the qualitative labour productivity measurement in service industry," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2853-2874, August.
    3. Yoko Konishi & Yoshihiko Nishiyama, 2020. "Efficiency of the Retail Industry and Inelastic Supply," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 134-166, June.
    4. Yusuke Adachi & Hikaru Ogawa & Masafumi Tsubuku, 2022. "Measuring productivity dynamics in Japan: a quantile approach," Empirical Economics, Springer, vol. 63(1), pages 201-242, July.
    5. KONISHI Yoko, 2017. "Global Service Value Chain in Japan: Inbound tourism cases," Policy Discussion Papers 17011, Research Institute of Economy, Trade and Industry (RIETI).
    6. KONISHI Yoko & NISHIYAMA Yoshihiko, 2016. "Efficiency of the Retail Industry: Case of inelastic supply functions," Discussion papers 16054, Research Institute of Economy, Trade and Industry (RIETI).
    7. ADACHI Yusuke & OGAWA Hikaru & TSUBUKU Masafumi, 2019. "Productivity Dynamics during Major Crises in Japan: A Quantile Approach," Discussion papers 19015, Research Institute of Economy, Trade and Industry (RIETI).

  11. Kohtarro Hitomi & Yoshinori Kawasaki & Ryo Okui & Yoshihiko Nishiyama, 2005. "A Consistent Nonparametric Test for Causality," KIER Working Papers 602, Kyoto University, Institute of Economic Research.

    Cited by:

    1. Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010. "Moment Restriction-based Econometric Methods: An Overview," KIER Working Papers 734, Kyoto University, Institute of Economic Research.

  12. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
    2. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    5. Ai, Chunrong & Chen, Xiaohong, 2007. "Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables," Journal of Econometrics, Elsevier, vol. 141(1), pages 5-43, November.
    6. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    7. Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    8. SCHAFGANS, Marcia M.A. & ZINDE-WALSH, Victoria, 2007. "Robust Average Derivative Estimation," Cahiers de recherche 12-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    9. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    10. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
    11. Chuan Goh, 2009. "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers tecipa-375, University of Toronto, Department of Economics.
    12. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    13. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
    14. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
    15. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
    16. Christopher Withers & Saralees Nadarajah, 2013. "Density estimates of low bias," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(3), pages 357-379, April.

  13. Nishiyama, Y & Robinson, Peter, 1999. "Studentization in Edgworth expansions for estimates of semiparametric index models," LSE Research Online Documents on Economics 2095, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Nishiyama, Yoshihiko & Robinson, Peter M., 2005. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2297, London School of Economics and Political Science, LSE Library.

  14. Nishiyama, Y & Robinson, Peter M., 1999. "Edgeworth expansions for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2132, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    2. Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
    3. Marcia M Schafgans & Victoria Zinde-Walshyz, 2008. "Smoothness Adaptive AverageDerivative Estimation," STICERD - Econometrics Paper Series 529, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    4. Xiaohong Chen & Demian Pouzo, 2009. "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers CWP20/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    6. Ichimura, Hidehiko & Todd, Petra E., 2007. "Implementing Nonparametric and Semiparametric Estimators," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74, Elsevier.
    7. Yingcun Xia & Wolfgang Härdle & Oliver Linton, 2009. "Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator," SFB 649 Discussion Papers SFB649DP2009-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    8. Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2010. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1070-1083.
    9. Shunsuke Imai & Yoshihiko Nishiyama, 2022. "Higher-Order Asymptotic Properties of Kernel Density Estimator with Plug-In Bandwidth," KIER Working Papers 1076, Kyoto University, Institute of Economic Research.
    10. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, Department of Economics and Business Economics, Aarhus University.
    11. Hidehiko Ichimura & Oliver Linton, 2003. "Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators," STICERD - Econometrics Paper Series 451, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    12. Yoshihiko Nishiyama & Susumu Osada & Yasuhiro Sato, 2008. "OLS ESTIMATION AND THE t TEST REVISITED IN RANK‐SIZE RULE REGRESSION," Journal of Regional Science, Wiley Blackwell, vol. 48(4), pages 691-716, October.
    13. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    14. Nishiyama, Yoshihiko & Robinson, Peter M., 2005. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2297, London School of Economics and Political Science, LSE Library.
    15. Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Likelihood inference on semiparametric models with generated regressors," LSE Research Online Documents on Economics 102696, London School of Economics and Political Science, LSE Library.
    16. Linton, Oliver, 2000. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," LSE Research Online Documents on Economics 2156, London School of Economics and Political Science, LSE Library.
    17. Chuan Goh, 2009. "Bootstrap-based Bandwidth Selection for Semiparametric Generalized Regression Estimators," Working Papers tecipa-375, University of Toronto, Department of Economics.
    18. Robinson, Peter M. & Thawornkaiwong, Supachoke, 2012. "Statistical inference on regression with spatial dependence," Journal of Econometrics, Elsevier, vol. 167(2), pages 521-542.
    19. Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2017. "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, vol. 23(3), pages 347-361, September.
    20. Giraitis, Liudas & Robinson, Peter, 2002. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 2130, London School of Economics and Political Science, LSE Library.
    21. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
    22. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
    23. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
    24. Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    25. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
    26. Nishiyama, Y., 2004. "Minimum normal approximation error bandwidth selection for averaged derivatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 53-61.
    27. Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.

Articles

  1. Wang, Chengyang & Nishiyama, Yoshihiko, 2015. "Volatility forecast of stock indices by model averaging using high-frequency data," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 324-337.

    Cited by:

    1. Shawkat Hammoudeh & Michael McAleer, 2014. "Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview," Documentos de Trabajo del ICAE 2014-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020. "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    3. Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019. "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 302-317.
    4. Naeem, Muhammad & Tiwari, Aviral Kumar & Mubashra, Sana & Shahbaz, Muhammad, 2019. "Modeling volatility of precious metals markets by using regime-switching GARCH models," Resources Policy, Elsevier, vol. 64(C).
    5. Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh, 2020. "Catastrophe bond spread and hurricane arrival frequency," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    6. Huang, Chuangxia & Zhao, Xian & Deng, Yunke & Yang, Xiaoguang & Yang, Xin, 2022. "Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 81-94.

  2. Gupta, Anshul & Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Quantitative evaluation of contingent capital and its applications," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 457-486.

    Cited by:

    1. Feria-Domínguez, José Manuel & Jiménez-Rodríguez, Enrique & Sholarin, Ola, 2015. "Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 206-221.
    2. Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
    3. Dang-Nguyen, Stéphane & Le Caillec, Jean-Marc & Hillion, Alain, 2014. "The deterministic shift extension and the affine dynamic Nelson–Siegel model," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 402-417.
    4. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
    5. Edgar Löw & Marc Erkelenz, 2022. "Long and Short‐term Investments by European Banks – Trends Since the IASB Published IFRS 9," Australian Accounting Review, CPA Australia, vol. 32(4), pages 440-459, December.

  3. Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 335-357.

    Cited by:

    1. Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Working Papers in Economics 12/10, University of Canterbury, Department of Economics and Finance.
    2. Huang, Hung-Hsi & Wang, Ching-Ping, 2013. "Portfolio selection and portfolio frontier with background risk," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 177-196.
    3. Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2013. "Institutional changes of SPACs," MPRA Paper 44181, University Library of Munich, Germany.
    4. Gupta, Anshul & Akuzawa, Toshinao & Nishiyama, Yoshihiko, 2013. "Quantitative evaluation of contingent capital and its applications," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 457-486.
    5. Lu, Jin-Ray & Li, Xiu-Yan, 2021. "Identifying the fair value of Sharpe ratio by an option valuation approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 63-70.

  4. Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho, 2011. "A consistent nonparametric test for nonlinear causality—Specification in time series regression," Journal of Econometrics, Elsevier, vol. 165(1), pages 112-127.

    Cited by:

    1. Yonghong Jiang & Gengyu Tian & Yiqi Wu & Bin Mo, 2022. "Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stock," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 320-333, January.
    2. Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020. "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, vol. 161(C), pages 66-82.
    3. Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
    4. Fasanya, Ismail O. & Oyewole, Oluwatomisin J. & Oliyide, Johnson A., 2022. "Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 347-364.
    5. Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017. "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 208-218.
    6. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
    7. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
    8. Riza Demirer & Rangan Gupta & Qiang Ji & Aviral Kumar Tiwari, 2018. "Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility," Working Papers 201860, University of Pretoria, Department of Economics.
    9. Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017. "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers 201762, University of Pretoria, Department of Economics.
    10. Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2018. "Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance," Applied Economics, Taylor & Francis Journals, vol. 50(17), pages 1891-1909, April.
    11. Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
    12. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
    13. Boqiang Lin & Tong Su, 2023. "Uncertainties and green bond markets: Evidence from tail dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4458-4475, October.
    14. Seyi Saint Akadiri & Tomiwa Sunday Adebayo & Obioma Chinenyenwa Asuzu & Ijeoma Christina Onuogu & Izuchukwu Oji-Okoro, 2023. "Testing the role of economic complexity on the ecological footprint in China: a nonparametric causality-in-quantiles approach," Energy & Environment, , vol. 34(7), pages 2290-2316, November.
    15. Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying, 2023. "Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty," Energy Economics, Elsevier, vol. 127(PA).
    16. Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021. "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    17. Zhang, Hao & Cai, Guixin & Yang, Dongxiao, 2020. "The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective," Energy, Elsevier, vol. 196(C).
    18. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
    19. Bos, Martijn & Demirer, Riza & Gupta, Rangan & Tiwari, Aviral Kumar, 2018. "Oil returns and volatility: The role of mergers and acquisitions," Energy Economics, Elsevier, vol. 71(C), pages 62-69.
    20. Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 29-47, February.
    21. Ahdi N. Ajmi & Rangan Gupta & Monique Kruger & Nicola Schoeman & Leoné Walters, 2014. "The Nonparametric Relationship between Oil and South African Agricultural Prices," Working Papers 201461, University of Pretoria, Department of Economics.
    22. Khan, Nasir & Saleem, Asima & Ozkan, Oktay, 2023. "Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach," Resources Policy, Elsevier, vol. 81(C).
    23. Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2021. "How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 70(C).
    24. Li, Haiqi & Zhong, Wanling & Park, Sung Y., 2016. "Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations," Economic Modelling, Elsevier, vol. 52(PB), pages 661-671.
    25. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015. "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers 201564, University of Pretoria, Department of Economics.
    26. Rehman, Mobeen Ur & Kang, Sang Hoon, 2021. "A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets," Global Finance Journal, Elsevier, vol. 49(C).
    27. Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh & Kim, Won Joong, 2023. "How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis," International Economics, Elsevier, vol. 173(C), pages 212-232.
    28. Zhenghui Li & Zhiming Ao & Bin Mo, 2021. "Revisiting the Valuable Roles of Global Financial Assets for International Stock Markets: Quantile Coherence and Causality-in-Quantiles Approaches," Mathematics, MDPI, vol. 9(15), pages 1-18, July.
    29. Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023. "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, vol. 64(C).
    30. Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019. "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 458-467.
    31. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
    32. Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016. "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 184-191.
    33. Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021. "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 290-302.
    34. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2022. "Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    35. Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019. "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 1-19.
    36. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers 201615, University of Pretoria, Department of Economics.
    37. Wang Gao & Jiajia Wei & Shixiong Yang, 2023. "The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests," Sustainability, MDPI, vol. 15(10), pages 1-19, May.
    38. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    39. Rehman, Mobeen Ur & Bouri, Elie & Eraslan, Veysel & Kumar, Satish, 2019. "Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    40. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
    41. Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019. "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, vol. 30(3), pages 367-379, April.
    42. Jena, Sangram Keshari & Tiwari, Aviral Kumar & Hammoudeh, Shawkat & Roubaud, David, 2019. "Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests," Energy Economics, Elsevier, vol. 78(C), pages 615-628.
    43. Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019. "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 391-405.
    44. Matteo Farnè & Angela Montanari, 2022. "A Bootstrap Method to Test Granger-Causality in the Frequency Domain," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 935-966, March.
    45. Fasanya, Ismail O. & Adekoya, Oluwasegun B. & Adetokunbo, Abiodun M., 2021. "On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 72(C).
    46. Sami Ullah & Rundong Luo & Tomiwa Sunday Adebayo & Mustafa Tevfik Kartal, 2023. "Dynamics between environmental taxes and ecological sustainability: Evidence from top‐seven green economies by novel quantile approaches," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 825-839, April.
    47. Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
    48. Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020. "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers 2020104, University of Pretoria, Department of Economics.
    49. Stelios Bekiros & Rangan Gupta, 2015. "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers 201505, University of Pretoria, Department of Economics.
    50. Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023. "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers 202305, University of Pretoria, Department of Economics.
    51. Cleiton Guollo Taufemback, 2023. "Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(1), pages 69-92, January.
    52. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
    53. Maghyereh, Aktham & Abdoh, Hussein, 2020. "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, vol. 68(C).
    54. Bhatia, Vaneet & Das, Debojyoti & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018. "Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 55(C), pages 244-252.
    55. Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
    56. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017. "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
    57. Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022. "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    58. Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017. "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201725, University of Pretoria, Department of Economics.
    59. Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests," Working Papers 201679, University of Pretoria, Department of Economics.
    60. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 190-203, January.
    61. Song, Huiling & Wang, Chang & Lei, Xiaojie & Zhang, Hongwei, 2022. "Dynamic dependence between main-byproduct metals and the role of clean energy market," Energy Economics, Elsevier, vol. 108(C).
    62. Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020. "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers 202094, University of Pretoria, Department of Economics.
    63. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
    64. Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Safwan Mohd Nor, 2020. "Geopolitical Risk and Tourism Stocks of Emerging Economies," Sustainability, MDPI, vol. 12(21), pages 1-21, November.
    65. Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018. "Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration," Working Papers 201875, University of Pretoria, Department of Economics.
    66. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests," Applied Energy, Elsevier, vol. 179(C), pages 272-283.
    67. Tomiwa Sunday Adebayo & Seyi Saint Akadiri & Joshua Sunday Riti & Ada Tony Odu, 2023. "Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india," Energy & Environment, , vol. 34(5), pages 1305-1326, August.
    68. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Kenku, Oluwademilade T. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy," Resources Policy, Elsevier, vol. 79(C).
    69. Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020. "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, vol. 27(16), pages 1305-1311, September.
    70. Shi, Guangping & Liu, Xiaoxing, 2020. "Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach," Finance Research Letters, Elsevier, vol. 33(C).
    71. Yang, Dong-Xiao & Wu, Bi-Bo & Tong, Jing-Yang, 2021. "Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods," Resources Policy, Elsevier, vol. 74(C).
    72. Jing Sun & Jinhui Xu & Xin Cheng & Jichao Miao & Hairong Mu, 2023. "Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1279-1289, April.
    73. Ayobami Abayomi Popoola & Hangwelani Hope Magidimisha, 2019. "Rural Energy Conditions in Oyo State: Present and Future Perspectives on the Untapped Resources," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 419-432.
    74. Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020. "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    75. Li, Xiao, 2021. "Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, vol. 38(C).
    76. Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018. "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 114-133.
    77. Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020. "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers 202071, University of Pretoria, Department of Economics.
    78. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
    79. Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023. "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers 202310, University of Pretoria, Department of Economics.
    80. Arunava Bandyopadhyay & Prabina Rajib, 2023. "The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 217-237, June.
    81. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017. "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 51(C), pages 77-84.
    82. Yuandong, Su & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "How COVID-19 influences prices of oil and precious metals: Comparison between data extracted from online searching trends and actual events," Resources Policy, Elsevier, vol. 78(C).
    83. Chishti, Muhammad Zubair & Sinha, Avik & Zaman, Umer & Shahzad, Umer, 2023. "Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk," Energy Economics, Elsevier, vol. 119(C).
    84. Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020. "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    85. Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022. "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers 202240, University of Pretoria, Department of Economics.
    86. Tiwari, Aviral Kumar & Khalfaoui, Rabeh & Solarin, Sakiru Adebola & Shahbaz, Muhammad, 2018. "Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities," Energy Economics, Elsevier, vol. 76(C), pages 470-494.
    87. Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
    88. Gemici, Eray & Gök, Remzi & Bouri, Elie, 2023. "Predictability of risk appetite in Turkey: Local versus global factors," Emerging Markets Review, Elsevier, vol. 55(C).
    89. Shahzad, Umer & Ghaemi Asl, Mahdi & Panait, Mirela & Sarker, Tapan & Apostu, Simona Andreea, 2023. "Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets," Resources Policy, Elsevier, vol. 80(C).
    90. Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
    91. Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Sohail, Asiya & Al-Yahyaee, Khamis Hamed, 2019. "Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches," Resources Policy, Elsevier, vol. 62(C), pages 602-615.
    92. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018. "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 74-87, January.
    93. Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    94. Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
    95. Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
    96. Shao, Liuguo & Zhang, Hua & Chen, Jinyu & Zhu, Xuehong, 2021. "Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 407-419.
    97. Aviral Tiwari & Mihai Mutascu, 2014. "A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA," Empirical Economics, Springer, vol. 46(3), pages 961-972, May.
    98. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022. "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, vol. 46(PA).
    99. Ajmi, Ahdi N. & Gupta, Rangan & Kruger, Monique & Schoeman, Nicola & Walters, Leoné, 2016. "The Nonparametric Relationship between Oil and South African Agricultural Prices - La relazione nonparametrica tra il prezzo del petrolio e i prezzi dei prodotti agricoli in Sud Africa," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(2), pages 93-112.
    100. Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
    101. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
    102. Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017. "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers 15-31, Eastern Mediterranean University, Department of Economics.
    103. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
    104. Maghyereh, Aktham & Abdoh, Hussein, 2020. "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, vol. 71(C).
    105. Fasanya, Ismail O. & Oliyide, Johnson A. & Adekoya, Oluwasegun B. & Agbatogun, Taofeek, 2021. "How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?," Resources Policy, Elsevier, vol. 72(C).
    106. Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017. "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 52(C), pages 257-265.
    107. Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017. "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 269-279.
    108. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi, 2023. "Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 187-205, March.
    109. Gonzalo Jesús & Taamouti Abderrahim, 2017. "The reaction of stock market returns to unemployment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-20, September.
    110. Duan, Kun & Liu, Yang & Yan, Cheng & Huang, Yingying, 2023. "Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis," Energy Economics, Elsevier, vol. 127(PA).
    111. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
    112. Rangan Gupta & Damien Moodley, 2023. "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers 202335, University of Pretoria, Department of Economics.
    113. Gonzalo, Jesús & Taamouti, Abderrahim, 2012. "The reaction of stock market returns to anticipated unemployment," UC3M Working papers. Economics we1237, Universidad Carlos III de Madrid. Departamento de Economía.
    114. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019. "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 65-82, February.
    115. Raheem, Ibrahim D. & le Roux, Sara, 2023. "Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 1-7.
    116. Fermanian, Jean-David & Wegkamp, Marten H., 2012. "Time-dependent copulas," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 19-29.
    117. Rameeza Andleeb & Arshad Hassan, 2023. "Impact of Investor Sentiment on Contemporaneous and Future Equity Returns in Emerging Markets," SAGE Open, , vol. 13(3), pages 21582440231, August.
    118. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016. "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers 201675, University of Pretoria, Department of Economics.
    119. Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021. "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers 202171, University of Pretoria, Department of Economics.
    120. Fasanya, Ismail O. & Oyewole, Oluwatomisin J., 2023. "On the connection between international REITs and oil markets: The role of economic policy uncertainty," Resources Policy, Elsevier, vol. 81(C).
    121. Juan Meng & Bin Mo & He Nie, 2023. "The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1853-1871, December.
    122. Xiaohong Qi & Guofu Zhang & Yuqi Wang, 2022. "Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China," Sustainability, MDPI, vol. 14(21), pages 1-16, October.
    123. Alola, Andrew A. & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 79(C).
    124. Das, Debojyoti & Kumar, Surya Bhushan & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018. "On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach," Finance Research Letters, Elsevier, vol. 27(C), pages 169-174.
    125. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
    126. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 307-317.
    127. Rehman, Mobeen Ur & Vinh Vo, Xuan, 2020. "Cryptocurrencies and precious metals: A closer look from diversification perspective," Resources Policy, Elsevier, vol. 66(C).
    128. Babalos, Vassilios & Balcilar, Mehmet, 2017. "Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, vol. 21(C), pages 126-131.
    129. Hammoudeh, Shawkat & Mokni, Khaled & Ben-Salha, Ousama & Ajmi, Ahdi Noomen, 2021. "Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?," Energy Economics, Elsevier, vol. 103(C).
    130. Liya Hau & Huiming Zhu & Muhammad Shahbaz & Ke Huang, 2023. "Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market," Sustainability, MDPI, vol. 15(11), pages 1-17, June.
    131. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023. "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, vol. 118(C).
    132. Miao, Miao & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 75(C).
    133. Ramzan, Muhammad & Abbasi, Kashif Raza & Iqbal, Hafiz Arslan & Adebayo, Tomiwa Sunday, 2023. "What's at Stake? The empirical importance of government revenue and debt and renewable energy for environmental neutrality in the US economy," Renewable Energy, Elsevier, vol. 205(C), pages 475-489.
    134. Aggarwal, Divya & Kalia, Deepali, 2022. "Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach," Research in Economics, Elsevier, vol. 76(2), pages 141-148.
    135. Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
    136. Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016. "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers 201671, University of Pretoria, Department of Economics.
    137. Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017. "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201719, University of Pretoria, Department of Economics.
    138. Yang, Kun & Wei, Yu & Li, Shouwei & Liu, Liang & Wang, Lei, 2021. "Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics," Energy Economics, Elsevier, vol. 96(C).
    139. Liu, Jiatong & Mao, Weifang & Qiao, Xingzhi, 2023. "Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
    140. Behrendt, Simon & Prange, Philipp, 2021. "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, vol. 38(C).
    141. Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013. "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper 51570, University Library of Munich, Germany.
    142. Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016. "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, vol. 49(C), pages 74-80.
    143. Chen, Hao & Xu, Chao, 2022. "The impact of cryptocurrencies on China's carbon price variation during COVID-19: A quantile perspective," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
    144. Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017. "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers 2017-11, University of Connecticut, Department of Economics.
    145. Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014. "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers 201468, University of Pretoria, Department of Economics.
    146. Ferhat Pehlivanoğlu & Saffet Akdağ & Andrew Adewale Alola, 2021. "The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(4), pages 1261-1273, August.
    147. Mehmet Balcilar & Riza Demirer, 2022. "U.S. monetary policy and the predictability of global economic synchronization patterns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 473-492, July.
    148. Fasanya, Ismail O. & Oyewole, Oluwatomisin & Dauda, Mariam, 2023. "Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 82(C).
    149. Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022. "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, vol. 75(C).

  5. Konishi, Yoko & Nishiyama, Yoshihiko, 2009. "Hypothesis testing in rank-size rule regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2869-2878.

    Cited by:

    1. Arshad, Sidra & Hu, Shougeng & Ashraf, Badar Nadeem, 2019. "Zipf’s law, the coherence of the urban system and city size distribution: Evidence from Pakistan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 87-103.

  6. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1717-1728, December.

    Cited by:

    1. Kyoo il Kim, 2019. "Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric," Econometrics, MDPI, vol. 7(2), pages 1-13, May.
    2. Bryan S. Graham & Cristine Campos de Xavier Pinto, 2018. "Semiparametrically efficient estimation of the average linear regression function," Papers 1810.12511, arXiv.org.
    3. Otávio Bartalotti, 2013. "GMM Efficiency and IPW Estimation for Nonsmooth Functions," Working Papers 1301, Tulane University, Department of Economics.
    4. Sasaki, Yuya & Ura, Takuya, 2023. "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, vol. 234(2), pages 394-450.
    5. Fan Li & Ashley L. Buchanan & Stephen R. Cole, 2022. "Generalizing trial evidence to target populations in non‐nested designs: Applications to AIDS clinical trials," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(3), pages 669-697, June.
    6. Yihui He & Fang Han, 2023. "On propensity score matching with a diverging number of matches," Papers 2310.14142, arXiv.org, revised Nov 2023.
    7. Masahiro Kato & Akihiro Oga & Wataru Komatsubara & Ryo Inokuchi, 2024. "Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices," Papers 2403.03589, arXiv.org.
    8. Han, Chirok & Kim, Beomsoo, 2011. "A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated," Economics Letters, Elsevier, vol. 110(2), pages 163-165, February.
    9. Hristache, Marian & Patilea, Valentin, 2021. "Equivalent models for observables under the assumption of missing at random," Econometrics and Statistics, Elsevier, vol. 20(C), pages 153-165.
    10. Kevin Burke & Valentin Patilea, 2021. "A likelihood-based approach for cure regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 693-712, September.
    11. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.

  7. Yoshihiko Nishiyama & Susumu Osada & Yasuhiro Sato, 2008. "OLS ESTIMATION AND THE t TEST REVISITED IN RANK‐SIZE RULE REGRESSION," Journal of Regional Science, Wiley Blackwell, vol. 48(4), pages 691-716, October.

    Cited by:

    1. Kuninori Nakagawa, 2014. "Municipal sizes and municipal restructuring in Japan," ERSA conference papers ersa14p416, European Regional Science Association.
    2. Rafael González-Val, 2011. "Deviations from Zipf’s Law for American Cities," Urban Studies, Urban Studies Journal Limited, vol. 48(5), pages 1017-1035, April.
    3. Rafael González-Val, 2016. "Historical urban growth in Europe (1300–1800)," Working Papers 2016/8, Institut d'Economia de Barcelona (IEB).
    4. L. Benguigui & E. Blumenfeld-Lieberthal, 2011. "The end of a paradigm: is Zipf’s law universal?," Journal of Geographical Systems, Springer, vol. 13(1), pages 87-100, March.
    5. González-Val, Rafael, 2010. "A Nonparametric Estimation of the Local Zipf Exponent for all US Cities," MPRA Paper 26720, University Library of Munich, Germany.
    6. Clémentine Cottineau, 2022. "What do analyses of city size distributions have in common?," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(3), pages 1439-1463, March.
    7. Arshad, Sidra & Hu, Shougeng & Ashraf, Badar Nadeem, 2019. "Zipf’s law, the coherence of the urban system and city size distribution: Evidence from Pakistan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 87-103.
    8. Sueli Moro & Reginaldo J. Santos, 2013. "The characteristics and evolution of the Brazilian spatial urban system: empirical evidences for the long-run, 1970-2010," Textos para Discussão Cedeplar-UFMG 474, Cedeplar, Universidade Federal de Minas Gerais.
    9. Rafael González-Val, 2021. "The Probability Distribution of Worldwide Forest Areas," Sustainability, MDPI, vol. 13(3), pages 1-19, January.
    10. Harry P. Bowen & Haris Munandar & Jean-Marie Viaene, 2010. "On the Extent of Economic Integration: A Comparison of EU Countries and US States," Tinbergen Institute Discussion Papers 10-009/2, Tinbergen Institute, revised 04 Jul 2011.
    11. Pankaj Bajracharya & Selima Sultana, 2020. "Rank-size Distribution of Cities and Municipalities in Bangladesh," Sustainability, MDPI, vol. 12(11), pages 1-26, June.
    12. Wen-Tai Hsu & Tomoya Mori & Tony E. Smith, 2014. "Spatial Patterns and Size Distributions of Cities," KIER Working Papers 882, Kyoto University, Institute of Economic Research.
    13. Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Post-Print hal-02880544, HAL.
    14. Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.
    15. Luckstead, Jeff & Devadoss, Stephen & Danforth, Diana, 2017. "The size distributions of all Indian cities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 237-249.
    16. Tomoya Mori & Tony E. Smith, 2009. "A Reconsideration of the NAS Rule from an Industrial Agglomeration Perspective," KIER Working Papers 669, Kyoto University, Institute of Economic Research.
    17. Zengwang Xu & Robert Harriss, 2010. "A Spatial and Temporal Autocorrelated Growth Model for City Rank—Size Distribution," Urban Studies, Urban Studies Journal Limited, vol. 47(2), pages 321-335, February.
    18. Rafael GONZÀLEZ-VAL, 2012. "Zipf’S Law: Main Issues In Empirical Work," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 36, pages 147-164.
    19. Francisco Goerlich, 2013. "A simple and efficient test for the Pareto law," Empirical Economics, Springer, vol. 45(3), pages 1367-1381, December.
    20. Rafael González‐Val, 2010. "The Evolution Of U.S. City Size Distribution From A Long‐Term Perspective (1900–2000)," Journal of Regional Science, Wiley Blackwell, vol. 50(5), pages 952-972, December.
    21. Konishi, Yoko & Nishiyama, Yoshihiko, 2009. "Hypothesis testing in rank-size rule regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2869-2878.

  8. Liu, Qingfeng & Nishiyama, Yoshihiko, 2008. "Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 341-350.

    Cited by:

    1. Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.

  9. Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama, 2008. "Nonparametric Estimation Methods of Integrated Multivariate Volatilities," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 112-138.

    Cited by:

    1. Hayashi, Takaki & Yoshida, Nakahiro, 2011. "Nonsynchronous covariation process and limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 121(10), pages 2416-2454, October.
    2. Michael McAleer & Marcelo Medeiros, 2008. "Realized Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 10-45.
    3. S. Sanfelici & M. E. Mancino, 2008. "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers 2008-ME01, Department of Economics, Parma University (Italy).
    4. Patrick Chang & Roger Bukuru & Tim Gebbie, 2019. "Revisiting the Epps effect using volume time averaging: An exercise in R," Papers 1912.02416, arXiv.org, revised Feb 2020.
    5. Masato Ubukata & Kosuke Oya, 2007. "Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise," Discussion Papers in Economics and Business 07-03, Osaka University, Graduate School of Economics.

  10. Konishi, Yoko & Nishiyama, Yoshihiko, 2008. "Hypothesis Testing in Rank Size Regression," Economic Review, Hitotsubashi University, vol. 59(3), pages 256-265, July.

    Cited by:

    1. Konishi, Yoko & Nishiyama, Yoshihiko, 2009. "Hypothesis testing in rank-size rule regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2869-2878.

  11. Yoshihiko Nishiyama & Peter M. Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 73(3), pages 903-948, May.
    See citations under working paper version above.
  12. Y. Nishiyama & P. M. Robinson, 2000. "Edgeworth Expansions for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 68(4), pages 931-980, July.
    See citations under working paper version above.
  13. Brunello Giorgio & Ariga Kenn & Nishiyama Yoshihiko & Ohkusa Yasushi, 1995. "Recent Changes in the Internal Structure of Wages and Employment in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 9(2), pages 105-129, June.

    Cited by:

    1. Maria Soledad Martinez Peria, 2002. "The Impact of Banking Crises on Money Demand and Price Stability," IMF Staff Papers, Palgrave Macmillan, vol. 49(3), pages 1-1.

  14. Ariga, Kenn & Brunello, Giorgio & Ohkusa, Yasushi & Nishiyama, Yoshihiko, 1992. "Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition," Journal of the Japanese and International Economies, Elsevier, vol. 6(4), pages 440-471, December.

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    1. Fix, Blair, 2020. "Economic Development and the Death of the Free Market," Working Papers on Capital as Power 2020/01, Capital As Power - Toward a New Cosmology of Capitalism.
    2. Fix, Blair, 2020. "Economic Development and the Death of the Free Market," SocArXiv g86am, Center for Open Science.
    3. Fix, Blair, 2021. "Economic Development and the Death of the Free Market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest Ar, pages 1-1.
    4. Blair Fix, 2022. "Economic development and the death of the free market," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 1-46, April.
    5. Fix, Blair, 2019. "Personal Income and Hierarchical Power," SocArXiv pb475, Center for Open Science.
    6. Fix, Blair, 2018. "Hierarchy and the Power-Law Income Distribution Tail," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue OnlineFir, pages 1-21.
    7. Zvi Sussman & Dan Zakai, 2000. "From Promoting the Worthy to Promoting All: The Public Sector in Israel 1975-1999," Bank of Israel Working Papers 2000.11, Bank of Israel.
    8. Fix, Blair, 2018. "Capitalist income and hierarchical power: A gradient hypothesis," Working Papers on Capital as Power 2018/06, Capital As Power - Toward a New Cosmology of Capitalism.
    9. Xu, Peng, 1997. "Executive Salaries as Tournament Prizes and Executive Bonuses as Managerial Incentives in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 11(3), pages 319-346, September.
    10. Ariga, Kenn & Brunello, Giorgio & Ohkusa, Yasushi, 1997. "Promotions, Skill Formation, and Earnings Growth in a Corporate Hierarchy," Journal of the Japanese and International Economies, Elsevier, vol. 11(3), pages 347-384, September.
    11. Abe, Naohito & Gaston, Noel & Kubo, Katsuyuki, 2005. "Executive pay in Japan: the role of bank-appointed monitors and the Main Bank relationship," Japan and the World Economy, Elsevier, vol. 17(3), pages 371-394, August.
    12. Fix, Blair, 2021. "Living the Good Life in a Non-Growth World. Investigating the Role of Hierarchy," Working Papers on Capital as Power 2021/02, Capital As Power - Toward a New Cosmology of Capitalism.
    13. Fix, Blair, 2017. "Evidence for a Power Theory of Personal Income Distribution," SocArXiv qgwus, Center for Open Science.
    14. Fix, Blair, 2017. "Energy and Institution Size," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 12(2), pages 1-22.
    15. Fix, Blair, 2018. "Capitalist Income and Hierarchical Power," SocArXiv u8epv, Center for Open Science.
    16. Fix, Blair, 2017. "Evidence for a Power Theory of Personal Income Distribution," Working Papers on Capital as Power 2017/03, Capital As Power - Toward a New Cosmology of Capitalism.
    17. Blair Fix, 2018. "Hierarchy and the power-law income distribution tail," Journal of Computational Social Science, Springer, vol. 1(2), pages 471-491, September.
    18. Fix, Blair, 2021. "Living the good life in a non-growth world: Investigating the role of hierarchy," SocArXiv wem9p, Center for Open Science.
    19. Fix, Blair, 2018. "The growth of US top income inequality: A hierarchical redistribution hypothesis," Working Papers on Capital as Power 2018/05, Capital As Power - Toward a New Cosmology of Capitalism.
    20. Paweł Mielcarz & Dmytro Osiichuk & Karolina Puławska, 2023. "Increasing shareholder focus: the repercussions of the 2015 corporate governance reform in Japan," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(3), pages 1017-1047, September.

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