Mototsugu Shintani

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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