Concepedia

Author

Kaiji Motegi

Kobe UniversityORCID

Also Known As

Akira Sadahiro, Kaiji Motegi, Motegi, Kaiji

45

Publications

257

Citations

9

H-Index

27

Concepts

All Affiliations

Kobe UniversityUniversity of North Carolina at Chapel HillWaseda UniversityRenmin University of China
KM

About

Kaiji Motegi is an author at Kobe University specializing in statistics, econometrics, and business.

Top Concepts

#ConceptH-IndexPublicationsCitations

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Business

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Engineering

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15

3

Medicine

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18

4

Public Health

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Biostatistics

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Kaiji Motegi

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9

Publications

204

Citations

9

H-Index

YearCitations

Testing for Granger causality with mixed frequency data

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi

Journal of Econometrics

2015

45

Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach

Kaiji Motegi, Akira Sadahiro

The North American Journal of Economics and Finance

2017

31

Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi

Journal of Econometrics

2020

29

Testing for Granger Causality with Mixed Frequency Data

Éric Ghysels, Jonathan B. Hill, Kaiji Motegi

SSRN Electronic Journal

2014

19

Testing the white noise hypothesis of stock returns

Jonathan B. Hill, Kaiji Motegi

Economic Modelling

2018

19

A unified framework for efficient estimation of general treatment models

Chunrong Ai, Oliver Linton, Kaiji Motegi,

Quantitative Economics

2021

18

A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES

Jonathan B. Hill, Kaiji Motegi

Econometric Theory

2020

16

Moving average threshold heterogeneous autoregressive (MAT‐HAR) models

Kaiji Motegi, Xiaojing Cai, Shigeyuki Hamori,

Journal of Forecasting

2020

15

Copula-based regression models with data missing at random

Shigeyuki Hamori, Kaiji Motegi, Zheng Zhang

Journal of Multivariate Analysis

2020

12

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