Follow
Shuichi Nagata
Title
Cited by
Cited by
Year
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
262016
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
102015
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
62019
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
52010
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
42008
Volatility Forecast Comparison with Biased Proxy
S Nagata, K Oya
Discussion paper, 2012
32012
Robust estimation of a high-dimensional integrated covariance matrix
T Morimoto, S Nagata
Communications in Statistics-Simulation and Computation 46 (2), 1102-1112, 2017
22017
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
22016
Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
S Nagata
Economics Bulletin 32 (1), 306-314, 2012
22012
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
12021
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
12016
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
The system can't perform the operation now. Try again later.
Articles 1–17