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Yasumasa Matsuda

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This is information that was supplied by Yasumasa Matsuda in registering through RePEc. If you are Yasumasa Matsuda , 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: Yasumasa
Middle Name:
Last Name: Matsuda
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RePEc Short-ID: pma1928

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Affiliation

Graduate School of Economics and Management
Tohoku University
Location: Sendai, Japan
Homepage: http://www.econ.tohoku.ac.jp/
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Postal: Kawauchi, Aoba-ku, Sendai 980-8476
Handle: RePEc:edi:fetohjp (more details at EDIRC)

Works

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Working papers

  1. Wali Ullah & Yoshihiko Tsukuda & Yasumasa Matsuda, 2012. "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?," TERG Discussion Papers 287, Graduate School of Economics and Management, Tohoku University.
  2. Yoshihiro Yajima & Yasumasa Matsuda, 2008. "Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields," CIRJE F-Series CIRJE-F-587, CIRJE, Faculty of Economics, University of Tokyo.
  3. Masaki Narukawa & Yasumasa Matsuda, 2008. "Broadband semiparametric estimation of the long-memory parameter by the likelihood-based FEXP approach," TERG Discussion Papers 239, Graduate School of Economics and Management, Tohoku University.
  4. Yoshihiro Yajima & Yasumasa Matsuda, 2003. "On Nonparametric and Semiparametric Testing for Multivariate Time Series," CIRJE F-Series CIRJE-F-253, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Masaki Narukawa & Yasumasa Matsuda, 2011. "Broadband semi‐parametric estimation of long‐memory time series by fractional exponential models," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 175-193, 03.
  2. Yasumasa Matsuda & Yoshihiro Yajima, 2009. "Fourier analysis of irregularly spaced data on "R"-super-"d"," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 191-217.
  3. Yasumasa Matsuda, 2006. "A test statistic for graphical modelling of multivariate time series," Biometrika, Biometrika Trust, vol. 93(2), pages 399-409, June.
  4. Yasumasa Matsuda & Yoshihiro Yajima, 2004. "On testing for separable correlations of multivariate time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 501-528, 07.

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