Details about Shuichi Nagata
Access statistics for papers by Shuichi Nagata.
Last updated 2024-03-11. Update your information in the RePEc Author Service.
Short-id: pna367
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Working Papers
2019
- A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects
ISER Discussion Paper, Institute of Social and Economic Research, Osaka University  View citations (3)
Journal Articles
2023
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
Journal of Business & Economic Statistics, 2023, 41, (3), 862-875
2016
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
Computational Statistics & Data Analysis, 2016, 100, (C), 265-303 View citations (8)
2012
- Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
Economics Bulletin, 2012, 32, (1), 306-314
2010
- A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points
Applied Economics Letters, 2010, 17, (9), 875-879
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