Masahito Kobayashi

Profile Information

Degree: doctor of economics(The University of Tokyo)

J-GLOBAL ID: 200901067024979607
researchmap Member ID: 5000051462

External link: http://mcobaya.web.fc2.com/

Research Areas

Research History

Apr, 1999 - Present

Professor, Faculty of Economics, Yokohama National University
Jan, 1990 - Mar, 1999

Associate Professor, Faculty of Economics, Yokohama National University
Dec, 1987 - Dec, 1989

Lecturer, Faculty of Economics, Kyoto University
Apr, 1984 - Nov, 1987

Assistant, Institute of Economic Research, Kyoto Univeristy

Education

Papers

TESTING FOR VOLATILITY CO-MOVEMENT IN BIVARIATE STOCHASTIC VOLATILITY MODELS

Journal of the Japan Statistical Society, 47(1) 13-36, 2017 Peer-reviewed
Prognosis of severe carpal tunnel syndrome with absent compound muscle action potential

Hisao Kamiya, Michio Kimura, Satoshi Hoshino, Masahito Kobayashi, Masahiro Sonoo

MUSCLE & NERVE, 54(3) 427-431, Sep, 2016 Peer-reviewed
"Testing for a Single-Factor Stochastic Volatility in Bivariate Series"

Masaru, CHIBA, Masahito Kobayashi

Journal of Risk of Financial Management, 6(1) 31-61, Dec, 2013 Peer-reviewed
Testing for the Box-Cox parameter for an integrated process

Jian Huang, Masahito Kobayashi, Michael McAleer

MATHEMATICS AND COMPUTERS IN SIMULATION, 83 1-9, Sep, 2012 Peer-reviewed
Does Awaji decrease diagnostic yield in ALS? Reply

Masahiro Sonoo, Mana Higashihara, Masahito Kobayashi

MUSCLE & NERVE, 46(1) 143-144, Jul, 2012 Peer-reviewed
Reference values for voluntary and stimulated single-fibre EMG using concentric needle electrodes: A multicentre prospective study

Norito Kokubun, Masahiro Sonoo, Tomihiro Imai, Yumiko Arimura, Satoshi Kuwabara, Tetsuo Komori, Masahito Kobayashi, Takahide Nagashima, Yuki Hatanaka, Emiko Tsuda …

CLINICAL NEUROPHYSIOLOGY, 123(3) 613-620, Mar, 2012 Peer-reviewed
Testing for jumps in the EGARCH process

SHI, Xiuhong, Kobayashi, Masahito

Mathematics and Computers in Simulation, 79(9) 2797-2808, May, 2009 Peer-reviewed
Testing for Jumps in the Stochastic Volatility Models

Mathematics and Computers in Simulation, 79 2597-2608, Apr, 2009 Peer-reviewed
“Testing the Sequential Logit Model Agaist the Nested Logit Model

Daisuke Nagakura, Masahito Kobayashi

Japanese Economic Reviews, 6(3) 345-361, 2009 Peer-reviewed
Testing for volatility jumps in the stochastic volatility process

Asia-Pacific Financial Markets, 12(2) 143-157, 2006 Peer-reviewed
Testing for EGARCH Against Stochastic Volatility Models

Journal of Time Series Analysis, 26(1) 135-150, 2005 Peer-reviewed
外生変数存在下での単位根分析：翌日物金利による市場金利コントロール

金融研究,日本銀行金融研究所,, 20(2) .1-12, 2001 Peer-reviewed
順序プロビット・モデルのテストと社債格付データへの応用

20(別冊1), 2001 Peer-reviewed
Tests of Linear and Logarithmic transformations for Integrated Processes

Journal of the American Statistical Association, 94(447) 860-868, 1999 Peer-reviewed
Analytical Power Comparisons of Nested and Nonnested Tests for Linear and Loglinear Regression Models,"

Econometric Theory, 15 99-113, 1999 Peer-reviewed
Power of Tests for Nonlinear Transformation in Regression Analysis,"

Econometric Theory, 10, 1994 Peer-reviewed
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis

Econometrica, 59 1153-1159, 1991 Peer-reviewed
Mallows' Cp Criterion and Unbiasedness of Model Selection,

Journal of Econometrics, 44 386-395, 1990 Peer-reviewed
A Bounds Test of Equality between Sets of Coefficients in Two Linear Regressions When the Disturbance Variances are Unequal

Journal of the American Statistical Association, 81 510-513, 1986 Peer-reviewed
COMPARISON OF EFFICIENCIES OF SEVERAL ESTIMATORS FOR LINEAR REGRESSIONS WITH AUTO-CORRELATED ERRORS

M KOBAYASHI

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 80(392) 951-953, 1985 Peer-reviewed

Profile Information

Research Areas

Research History

Education

Papers

Teaching Experience

Menu