Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach von Motegi, Kaiji, Sadahiro, Akira

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Moving average threshold heterogeneous autoregressive (MAT‐HAR) models von Motegi, Kaiji, Cai, Xiaojing, Hamori, Shigeyuki, Xu, Haifeng

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Testing the white noise hypothesis of stock returns von Hill, Jonathan B., Motegi, Kaiji

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A unified framework for efficient estimation of general treatment models von Ai, Chunrong, Linton, Oliver, Motegi, Kaiji, Zhang, Zheng

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Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach von Motegi, Kaiji, Iitsuka, Yoshitaka

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Testing for Granger causality with mixed frequency data von Ghysels, Eric, Hill, Jonathan B., Motegi, Kaiji

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Copula-based regression models with data missing at random von Hamori, Shigeyuki, Motegi, Kaiji, Zhang, Zheng

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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality von Ghysels, Eric, Hill, Jonathan B., Motegi, Kaiji

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Calibration estimation of semiparametric copula models with data missing at random von Hamori, Shigeyuki, Motegi, Kaiji, Zhang, Zheng

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A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES von Hill, Jonathan B., Motegi, Kaiji

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Mixed Frequency Vector Autoregressive (MF-VAR) Models and Granger Causality Tests von Motegi, Kaiji

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混合頻度ベクトル自己回帰モデルとグレンジャー因果性検定 von 茂木, 快治

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D1-3 Fuzzy Cluster Analysis with Mixed Frequency Data von MOTEGI, Kaiji, SHINKAI, Kimiaki, YAMASHITA, Hajime

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A Max-Correlation White Noise Test for Weakly Dependent Time Series von Hill, Jonathan B, Motegi, Kaiji

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B-6-1 Fuzzy Cluster Analysis on International Stock Prices : Frequency Domain Approach(General Session in English(2)) von MOTEGI, Kaiji, SHINKAI, Kimiaki, YAMASHITA, Hajime

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30A-C-1 Fuzzy Cluster Analysis on International Stock Prices(General Session in English) von MOTEGI, Kaiji, SHINKAI, Kimiaki, YAMASHITA, Hajime

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9P-E-3 Fuzzy Cluster Analysis on International Stock Markets(Room E International session) von MOTEGI, Kaiji, SHINKAI, Kimiaki, YAMASHITA, Hajime

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A Unified Framework for Efficient Estimation of General Treatment Models von Ai, Chunrong, Linton, Oliver, Motegi, Kaiji, Zhang, Zheng

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A Unified Framework for Efficient Estimation of General Treatment Models von Ai, Chunrong, Linton, Oliver, Motegi, Kaiji, Zhang, Zheng

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Fuzzy Cluster Analysis and Its Application on International Stock Prices von Motegi, K., Shinkai, K., Uesu, H., Kanagawa, S., Hsunhsun Chung, Nagashima, K.

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