Daisuke Nagakura

Available identifiers

Publication	Date of Publication	Type
Testing for random coefficient autoregressive and stochastic unit root models	2023-05-03	Paper
Computing exact score vectors for linear Gaussian state space models	2022-06-21	Paper
Further results on the vecd operator and its applications	2022-05-18	Paper
On the relationship between the matrix operators, vech and vecd	2021-10-28	Paper
Explicit vector expression of exact score for time series models in state space form	2017-06-29	Paper
Spurious regressions in technical trading	2017-05-12	Paper
A note on the two assumptions of standard unobserved components models	2013-01-29	Paper
Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process	2009-12-04	Paper
Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process	2009-06-09	Paper

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