Kosei Fukuda

Available identifiers

zbMath Open fukuda.koseiMaRDI QIDQ864806

List of research outcomes

Publication	Date of Publication	Type
Selecting from among 12 alternative distributions of financial data	2022-09-14	Paper
Parameter changes in GARCH model	2020-09-29	Paper
Principal-component-based generalized-least-squares approach for panel data	2020-04-01	Paper
A simple method for age-period-cohort decomposition of firm survival data	2014-04-14	Paper
Age–period–cohort decompositions using principal components and partial least squares	2013-06-28	Paper
Cointegration rank switching model: an application to forecasting interest rates	2011-08-19	Paper
Distribution switching in financial time series	2009-03-09	Paper
Cointegration Detection Using Dynamic Factor Models	2008-03-18	Paper
Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types	2008-03-18	Paper
Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth	2007-10-23	Paper
Joint detection of unit roots and cointegration: data-based simulation	2007-06-04	Paper
Measurement-error detection: international evidence on industrial production	2007-05-29	Paper
BIC-based unit-root detection: simulation-based evidence	2007-02-13	Paper
Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation	2006-08-10	Paper
Differentiating between coefficient break and volatility break	2006-06-16	Paper
Monitoring unit root and multiple structural changes: An information criterion approach	2006-05-16	Paper
Unit-root detection allowing for measurement error	2005-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q4249431	1999-06-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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