Masahito Kobayashi

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
Testing for volatility co-movement in bivariate stochastic volatility models JOURNAL OF THE JAPAN STATISTICAL SOCIETY	2018-05-18	Paper
A new test for single against competing risks models in duration analysis Communications in Statistics: Theory and Methods	2017-12-06	Paper
Corrections Journal of the American Statistical Association	2015-06-10	Paper
Testing for the Box-Cox parameter for an integrated process Mathematics and Computers in Simulation	2013-03-13	Paper
Testing for jumps in the EGARCH process Mathematics and Computers in Simulation	2009-08-19	Paper
Testing for jumps in the stochastic volatility models Mathematics and Computers in Simulation	2009-06-18	Paper
Testing for volatility jumps in the stochastic volatility process Asia-Pacific Financial Markets	2007-01-24	Paper
Testing for EGARCH Against Stochastic Volatility Models Journal of Time Series Analysis	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 Econometric Theory	1999-01-01	Paper
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis Econometrica	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

Research outcomes over time

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