Mototsugu Shintani

Available identifiers

Publication	Date of Publication	Type
Variable selection in double/debiased machine learning for causal inference: an outcome-adaptive approach	2024-04-11	Paper
Identifying the source of information rigidities in the expectations formation process	2023-07-04	Paper
Forecasting Japanese inflation with a news-based leading indicator of economic activities	2023-04-27	Paper
Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present	2022-07-26	Paper
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach	2022-02-24	Paper
Quasi-Bayesian model selection	2019-02-20	Paper
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes	2018-05-25	Paper
Spurious regressions in technical trading	2017-05-12	Paper
TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS	2016-06-16	Paper
Bootstrapping GMM estimators for time series	2016-04-25	Paper
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos	2014-03-07	Paper
Nonparametric lag selection for nonlinear additive autoregressive models	2011-06-30	Paper
A dynamic factor approach to nonlinear stability analysis	2010-01-19	Paper
ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT	2006-11-07	Paper
No evidence of chaos but some evidence of dependence in the US stock market.	2004-01-14	Paper
A simple cointegrating rank test without vector autoregression	2002-06-30	Paper

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