Details about Yasumasa Matsuda

Access statistics for papers by Yasumasa Matsuda.

Last updated 2013-11-11. Update your information in the RePEc Author Service.

Short-id: pma1928

Working Papers

2012

1. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
   TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (7)

2008

2. Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (7)
3. Broadband semiparametric estimation of the long-memory parameter by the likelihood-based FEXP approach
   TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University

2003

4. On Nonparametric and Semiparametric Testing for Multivariate Time Series
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)

Journal Articles

2011

1. Broadband semi‐parametric estimation of long‐memory time series by fractional exponential models
   Journal of Time Series Analysis, 2011, 32, (2), 175-193 View citations (6)

2009

2. Fourier analysis of irregularly spaced data on Rd
   Journal of the Royal Statistical Society Series B, 2009, 71, (1), 191-217 View citations (21)

2006

3. A test statistic for graphical modelling of multivariate time series
   Biometrika, 2006, 93, (2), 399-409 View citations (1)

2004

4. On testing for separable correlations of multivariate time series
   Journal of Time Series Analysis, 2004, 25, (4), 501-528 View citations (11)