Kaiji Motegi

Kaiji Motegi

Kobe University - Kobe / Japan
Economics & Econometrics / Economics
AD Scientific Index ID: 4503382
神戸大学
person_outline Kaiji Motegi's MOST POPULAR ARTICLES
1-) Testing for Granger causality with mixed frequency dataE Ghysels, JB Hill, K MotegiJournal of Econometrics 192 (1), 207-230, 2016972016
2-) Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causalityE Ghysels, JB Hill, K MotegiJournal of econometrics 218 (2), 633-654, 2020262020
3-) A unified framework for efficient estimation of general treatment modelsC Ai, O Linton, K Motegi, Z ZhangQuantitative Economics 12 (3), 779-816, 2021302021
4-) Testing the white noise hypothesis of stock returnsJB Hill, K MotegiEconomic Modelling 76, 231-242, 2019282019
5-) Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approachK Motegi, A SadahiroThe North American Journal of Economics and Finance 43, 118-128, 2018262018