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

Working Papers

2019

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

2013

2. 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

1. Calibration estimation of semiparametric copula models with data missing at random
   Journal of Multivariate Analysis, 2019, 173, (C), 85-109 View citations (3)
2. Testing the white noise hypothesis of stock returns
   Economic Modelling, 2019, 76, (C), 231-242 View citations (11)

2018

3. 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

4. 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)