Details about Kaiji Motegi
Access statistics for papers by Kaiji Motegi.
Last updated 2020-01-09. Update your information in the RePEc Author Service.
Short-id: pmo1135
Jump to Journal Articles
Working Papers
2019
- A Unified Framework for Efficient Estimation of General Treatment Models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies 
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019)  Papers, arXiv.org (2018) View citations (3)
2013
- Testing for Granger Causality with Mixed Frequency Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
See also Journal Article Testing for Granger causality with mixed frequency data, Journal of Econometrics, Elsevier (2016) View citations (53) (2016)
Journal Articles
2019
- Calibration estimation of semiparametric copula models with data missing at random
Journal of Multivariate Analysis, 2019, 173, (C), 85-109 View citations (3)
- Testing the white noise hypothesis of stock returns
Economic Modelling, 2019, 76, (C), 231-242 View citations (10)
2018
- Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach
The North American Journal of Economics and Finance, 2018, 43, (C), 118-128 View citations (10)
2016
- Testing for Granger causality with mixed frequency data
Journal of Econometrics, 2016, 192, (1), 207-230 View citations (53)
See also Working Paper Testing for Granger Causality with Mixed Frequency Data, CEPR Discussion Papers (2013) View citations (13) (2013)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|