Tokyo, 186-8601
Japan
Hitotsubashi University - Faculty of Economics
SSRN RANKINGS
in Total Papers Citations
rational bubble, change points, explosive autoregression, time-varying volatility, right-tailed unit root testing, mildly explosive, mildly integrated
Rational bubble, Explosive autoregression, Time-varying volatility, Right-tailed unit root testing, Variance profile, Time-transformed data
Structural change, coverage rate, subsampling method
Structural change, CUSUM test, instrumental variable, Phillips curve