On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions K Hayakawa, S Nagata Computational Statistics & Data Analysis 100, 265-303, 2016 | 26 | 2016 |
VAR モデルによる日本の金融緩和政策効果の検証─ 2009 年~ 2014 年の期間について─ 前川功一, 小村衆統, 永田修一 広島経済大学経済研究論集 38 (2), 1-20, 2015 | 10 | 2015 |
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data G Cui, K Hayakawa, S Nagata, T Yamagata Journal of Business & Economic Statistics, 1-43, 2022 | 6* | 2022 |
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects G Cui, K Hayakawa, S Nagata, T Yamagata ISER discussion paper, 2019 | 6 | 2019 |
A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points H Yamada, S Nagata, Y Honda Applied Economics Letters 17 (9), 875-879, 2010 | 5 | 2010 |
A comparison of estimators for long-memory process: Simulation and empirical study Y Tokutsu, S Nagata, K Maekawa 2008 Far Eastern and South Asian Meeting of Econometric Society, 2008 | 4 | 2008 |
Volatility Forecast Comparison with Biased Proxy S Nagata, K Oya Discussion paper, 2012 | 3 | 2012 |
Robust estimation of a high-dimensional integrated covariance matrix T Morimoto, S Nagata Communications in Statistics-Simulation and Computation 46 (2), 1102-1112, 2017 | 2 | 2017 |
非ガウス型構造 VAR モデルの最尤推定: モンテカルロ実験による有限標本パフォーマンスの評価 永田修一 商学論究 64 (1), 97-115, 2016 | 2 | 2016 |
Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes S Nagata Economics Bulletin 32 (1), 306-314, 2012 | 2 | 2012 |
Mobility patterns of international tourists: Implications for responsible urban tourism K Sano, S Nagata, H Sano, JM Cheer Journal of Responsible Tourism Management 1 (1), 88-111, 2021 | 1 | 2021 |
Finite Sample Bias and MSE of Fully Aggregated Estimator For AR (1) Model with a General Error Distribution S Nagata Available at SSRN 2758510, 2016 | 1 | 2016 |
Spatial distribution of accommodation supply in Osaka City – A policy perspective K Sano, S Nagata, H Sano Journal of Responsible Tourism Management 2 (2), 90-102, 2022 | | 2022 |
Managing tourists' perceptions of control in the business ecosystem of smart tourism H Sano, K Sano, S Nagata CAUTHE 2020: 20: 20 Vision: New Perspectives on the Diversity of Hospitality …, 2020 | | 2020 |
高頻度データの特性を考慮したボラティリティの予測: 日本の株式市場への応用例 永田修一 商学論究 63 (2), 101-116, 2015 | | 2015 |
ON A NUMBER THEORETIC PROBLEM BY BLANC K KITAHARA, T SHIMOTOMAI, S NAGATA Scientiae Mathematicae japonicae 76 (2), 281-287, 2013 | | 2013 |
Data-driven market segmentation by tourists” mobility patterns: A methodological approach K Sano, H Sano, S Nagata | | |