Tatsushi Oka

Monash University - Department of Econometrics and Business Statistics

Caulfield Campus

Sir John Monash Drive

Caulfield East, Victoria 3084

Australia

http://sites.google.com/site/homepageoka/

SCHOLARLY PAPERS

7

DOWNLOADS

554

SSRN CITATIONS
Rank 35,930

SSRN RANKINGS

Top 35,930

in Total Papers Citations

15

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series

Number of pages: 57 Posted: 11 Oct 2013 Last Revised: 16 Jan 2014
Kyung-Hee University - Department of Economics, University of Cambridge, Monash University - Department of Econometrics and Business Statistics and Seoul National University - School of Economics
Downloads 198 (166,289)
Citation 8

Abstract:

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Quantile, Correlogram, Dependence, Predictability, Systemic risk

2.

Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality

Number of pages: 38 Posted: 03 Apr 2019
Tatsushi Oka and Ken Yamada
Monash University - Department of Econometrics and Business Statistics and Kyoto University
Downloads 83 (322,359)

Abstract:

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Minimum wage, wage inequality, censoring, quantile regression

3.

Indirect Inference With a Non-Smooth Criterion Function

Number of pages: 50 Posted: 25 Aug 2018 Last Revised: 09 Jul 2019
David Frazier, Tatsushi Oka and Dan Zhu
Monash Business School, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 78 (334,447)
Citation 2

Abstract:

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Simulation Estimators, Indirect Inference, Discontinuous Objective Functions, Dynamic Discrete Choice Models

4.

Quantile Treatment Effects in Difference in Differences Models Under Dependence Restrictions and with Only Two Time Periods

Number of pages: 34 Posted: 13 Feb 2017 Last Revised: 15 Feb 2017
Brantly Callaway, Tong Li and Tatsushi Oka
University of Mississippi - Department of Economics, Vanderbilt University and Monash University - Department of Econometrics and Business Statistics
Downloads 68 (361,122)
Citation 7

Abstract:

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Quantile Treatment Effects, Copula, Panel Data

5.

Estimating Structural Changes in Regression Quantiles

Number of pages: 45 Posted: 11 Aug 2010
Tatsushi Oka and Zhongjun Qu
Monash University - Department of Econometrics and Business Statistics and Boston University
Downloads 63 (375,679)
Citation 1

Abstract:

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structural change, quantile regression, conditional distribution

6.

Testing for Common Breaks in a Multiple Equations System

Number of pages: 44 Posted: 18 Jan 2018
Tatsushi Oka and Pierre Perron
Monash University - Department of Econometrics and Business Statistics and Boston University - Department of Economics
Downloads 33 (489,137)
Citation 1

Abstract:

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change-point, segmented regressions, break dates, hypothesis testing, multiple equations systems

7.

Inference Related to Common Breaks in a Multivariate System With Joined Segmented Trends With Applications to Global and Hemispheric Temperatures

Number of pages: 42 Posted: 11 Jun 2018
Korea University - Department of Economics, Monash University - Department of Econometrics and Business Statistics, National Autonomous University of Mexico (UNAM) and Boston University - Department of Economics
Downloads 31 (498,880)
Citation 2

Abstract:

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Multiple Breaks, Common Breaks, Multivariate Regressions, Joined Segmented Trend