EconPapers    
Economics at your fingertips  
 

Details about Kaiji Motegi

Homepage:http://www2.kobe-u.ac.jp/~motegi/
Workplace:Faculty of Economics, Kobe University, (more information at EDIRC)

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

  1. A Unified Framework for Efficient Estimation of General Treatment Models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads
    Papers, arXiv.org (2018) Downloads View citations (3)

2013

  1. Testing for Granger Causality with Mixed Frequency Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    See also Journal Article Testing for Granger causality with mixed frequency data, Journal of Econometrics, Elsevier (2016) Downloads View citations (53) (2016)

Journal Articles

2019

  1. Calibration estimation of semiparametric copula models with data missing at random
    Journal of Multivariate Analysis, 2019, 173, (C), 85-109 Downloads View citations (3)
  2. Testing the white noise hypothesis of stock returns
    Economic Modelling, 2019, 76, (C), 231-242 Downloads View citations (10)

2018

  1. 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 Downloads View citations (10)

2016

  1. Testing for Granger causality with mixed frequency data
    Journal of Econometrics, 2016, 192, (1), 207-230 Downloads View citations (53)
    See also Working Paper Testing for Granger Causality with Mixed Frequency Data, CEPR Discussion Papers (2013) Downloads View citations (13) (2013)
 
Page updated 2025-03-31