研究者情報
コバヤシ マサヒト
KOBAYASHI Masahito
小林 正人
所属
明治学院大学 経済学部 経済学科
職種
教授
著書・論文歴
論文
Far-field potential of the compound muscle action potential as a reliable marker in amyotrophic lateral sclerosis. Muscle & nerve 68 (3),257-263頁 (共著) 2023/04/23
論文
Analyzing the EU sovereign debt crisis by a new asymmetric copula with reversible correlations Applied Economics 54 (56),6497-6509頁 (共著) 2022/05
論文
Estimation of the true infection rate and infection fatality rate of coronavirus disease 2019 in each country Journal of Infection and Public Health 15 (2),210-213頁 (共著) 2022/02
論文
A new method to define cutoff values in nerve conduction studies for carpal tunnel syndrome considering the presence of false-positive cases Neurological Sciences 41 (3),669-677頁 (共著) 2020/03
論文
Testing for Volatility Co-movement
in Bivariate Stochastic Volatility Models Journal of the Japan Statistical Society 47 (1),13-36頁 (共著) 2019/04
論文
A New Test for Single against Competing Risks Models in Duration Analysis Communications in Statistics , Theory and Methods 46 (共著) 2017/07
論文
Prognosis of severe carpal tunnel syndrome with absent compound muscle action potential MUSCLE & NERVE 54 (3),427-431頁 (共著) 2016/09
論文
Testing for a Single-Factor Stochastic Volatility in Bivariate Series Journal of Risk and Financial Management 6,31-61頁 (共著) 2013/12
論文
Testing for the Box–Cox parameter for an integrated process 83,1-9頁 (共著) 2012/01
論文
“Testing the Sequential Logit Model Agaist the Nested Logit Model” Japanese Economic Review 6,345-361頁 (共著) 2009/08
論文
Testing for Jumps in the Stochastic Volatility Models Mathematics and Computers in Simulation 79,2597-2608.頁 (共著) 2009/04
論文
Testing for Volatility Jumps in the Stochastic Volatility process Asia-Pacific Financial Markets, 12,143-157頁 (単著) 2006/07
論文
Testing for GARCH Against Stochastic Volatility Models Journal of Time Series Analysis 26 (1),135-150頁 (共著) 2005/01
論文
Tests of Linear and Logarithmic Transformations for Integrated
Processes Journal of the American Statistical Association 94,860-868頁 (共著) 1999/04
論文
Analytical Power Comparisons of Nested and Nonnested Tests for Linear
and Loglinear Regression Models Econometric Theory, vol.15, pp.99-113, 1999 (coauthored with ). 15,99-113頁 (共著) 1999/02
論文
Power of Tests for Nonlinear Transformation in Regression Analysis Econometric Theory 10,357-371頁 (単著) 1994/06
論文
Testing for Autocorrelated Disturbances in Nonlinear Regression
Analysis Econometrica 59,1153-1159頁 (単著) 1991/07
論文
Mallows' C
p
Criterion and Unbiasedness of Model Selection Journal of Econometrics 45,386-395頁 (共著) 1990/04
論文
A Bounds Test of Equality between Sets of Coefficients in Two Linear
Regression Models under Heteroscedasticity Econometric Theory 2,220-223頁 (共著) 1986/08
論文
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頁 (単著) 1986/06
論文
Comparison of Efficiencies of Several Estimators for Linear Regressions
with Autocorrelated Errors Journal of the American Statistical Association 80,951-953頁 (単著) 1985/12