Daiki Maki

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
Volatility spillover effect on nonlinear causality tests Far East Journal of Theoretical Statistics	2019-12-05	Paper
Wild bootstrap tests for unit root in ESTAR models Statistical Methods and Applications	2015-11-13	Paper
The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations Computational Statistics	2015-02-18	Paper
A comparison of linearity tests based on wild bootstrap	2015-02-06	Paper
Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate Economics Letters	2013-01-01	Paper
Pitfalls in estimating cointegrating vector when cointegration relationship has nonlinear adjust\-ment Communications in Statistics. Simulation and Computation	2011-11-25	Paper
Detection of stationarity in nonlinear processes: a comparison between structural breaks and three-regime TAR models Studies in Nonlinear Dynamics & Econometrics	2010-12-21	Paper
An alternative procedure to test for cointegration in STAR models Mathematics and Computers in Simulation	2010-03-18	Paper
Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications Econometric Reviews	2009-10-21	Paper
Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts Mathematics and Computers in Simulation	2009-03-09	Paper
The size performance of a nonparametric unit root test under a variance shift Statistics & Probability Letters	2008-04-28	Paper
The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications Computational Economics	2008-03-12	Paper

Research outcomes over time

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