Masahito Kobayashi

Available identifiers

Publication	Date of Publication	Type
Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models	2018-05-18	Paper
A new test for single against competing risks models in duration analysis	2017-12-06	Paper
Corrections	2015-06-10	Paper
Testing for the Box-Cox parameter for an integrated process	2013-03-13	Paper
Testing for jumps in the EGARCH process	2009-08-19	Paper
Testing for jumps in the stochastic volatility models	2009-06-18	Paper
Testing for volatility jumps in the stochastic volatility process	2007-01-24	Paper
Testing for EGARCH Against Stochastic Volatility Models	2006-05-24	Paper
Tests of Linear and Logarithmic Transformations for Integrated Processes	2002-07-30	Paper
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS	1999-01-01	Paper
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis	1992-06-25	Paper
A Bounds Test of Equality Between Sets of Coefficients in Two Linear Regressions When Disturbance Variances are Unequal	1986-01-01	Paper

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