Daiki Maki

Available identifiers

Publication	Date of Publication	Type
VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS	2019-12-05	Paper
Wild bootstrap tests for unit root in ESTAR models	2015-11-13	Paper
The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations	2015-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q5172869	2015-02-06	Paper
Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate	2013-01-01	Paper
Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment	2011-11-25	Paper
Detection of Stationarity in Nonlinear Processes: A Comparison between Structural Breaks and Three-Regime TAR Models	2010-12-21	Paper
An alternative procedure to test for cointegration in STAR models	2010-03-18	Paper
Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications	2009-10-21	Paper
Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts	2009-03-09	Paper
The size performance of a nonparametric unit root test under a variance shift	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	2008-03-12	Paper

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