Shuichi Nagata

Kwansei Gakuin University - School of Business Administration

1-155 Uegahara-1bancho

Nishinomiya, Hyogo 662-8501

Japan

Kwansei Gakuin University - Department of Mathematical Sciences

Japan

  • Kwansei Gakuin University - School of Business Administration

  • Kwansei Gakuin University - Department of Mathematical Sciences

SCHOLARLY PAPERS

4

DOWNLOADS

423

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

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1.

On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions

Number of pages: 41 Posted: 23 Feb 2012 Last Revised: 04 Apr 2016
Kazuhiko Hayakawa and Shuichi Nagata
Hiroshima University and Kwansei Gakuin University - School of Business Administration
Downloads 190 (244,113)
Citation 1

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dynamic panels, GMM, initial conditions, weak instruments

2.

A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data

ISER DP No. 1037
Number of pages: 86 Posted: 07 Aug 2018 Last Revised: 27 Jan 2022
Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata and Takashi Yamagata
Huazhong University of Science and Technology, Hiroshima University, Kwansei Gakuin University - School of Business Administration and University of York - Department of Economics and Related Studies
Downloads 151 (296,813)
Citation 3

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panel data; slope heterogeneity; interactive effects; correlated random coefficients

3.

Visualization and Statistical Modeling of Financial Big Data: Log-Linear Modeling With Skew Error

Number of pages: 28 Posted: 21 May 2018
Masayuki Jimichi, Daisuke Miyamoto, Chika Saka, Chika Saka and Shuichi Nagata
Kwansei Gakuin University - School of Business Administration, Nara Institute of Science and Technology, Kwansei Gakuin UniversityKwansei Gakuin University and Kwansei Gakuin University - School of Business Administration
Downloads 49 (589,968)

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Financial Big Data, Exploratory Data Analysis, Data Visualization, Log-Linear Model, Skew Distribution, SparkR

4.

Finite Sample Bias and MSE of Fully Aggregated Estimator For AR(1) Model with a General Error Distribution

Number of pages: 16 Posted: 04 Apr 2016 Last Revised: 07 Apr 2016
Shuichi Nagata
Kwansei Gakuin University - School of Business Administration
Downloads 33 (681,759)

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