4
H index
0
i10 index
39
Citations
KOBAYASHI, Masahito : Citation Profile
Yokohama National University | RESEARCH PRODUCTION: 13 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1986 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with KOBAYASHI, Masahito. | Is cited by:
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Main data
Where KOBAYASHI, Masahito has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 3 |
| Mathematics and Computers in Simulation (MATCOM) | 3 |
Recent works citing KOBAYASHI, Masahito (2024 and 2023)
| Year | Title of citing document |
|---|
Works by KOBAYASHI, Masahito:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 7 |
| 2005 | Testing for EGARCH Against Stochastic Volatility Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2010 | Testing the Box-Cox Parameter for an Integrated Process In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Testing the Box-Cox Parameter for an Integrated Process.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Testing the Box-Cox Parameter for an Integrated Process.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 1994 | Power of Tests for Nonlinear Transformation in Regression Analysis In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 1999 | ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 1986 | A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 1991 | Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
| 1990 | Mallows Cp criterion and unbiasedness of model selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Testing for jumps in the stochastic volatility models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2009 | Testing for jumps in the EGARCH process In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2012 | Testing for the Box–Cox parameter for an integrated process In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2005 | Testing for Volatility Jumps in the Stochastic Volatility Process In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 4 |
| 2017 | A new test for single against competing risks models in duration analysis In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2009 | Testing the Box-Cox Parameter in an Integrated Process In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team