| Testing for Granger causality with mixed frequency data E Ghysels, JB Hill, K Motegi Journal of Econometrics 192 (1), 207-230, 2016 | 131 | 2016 |
| Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality E Ghysels, JB Hill, K Motegi Journal of Econometrics 218 (2), 633-654, 2020 | 32 | 2020 |
| A unified framework for efficient estimation of general treatment models C Ai, O Linton, K Motegi, Z Zhang Quantitative Economics 12 (3), 779-816, 2021 | 29 | 2021 |
| Testing the white noise hypothesis of stock returns JB Hill, K Motegi Economic Modelling 76, 231-242, 2019 | 27 | 2019 |
| Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach K Motegi, A Sadahiro The North American Journal of Economics and Finance 43, 118-128, 2018 | 25 | 2018 |
| A max-correlation white noise test for weakly dependent time series JB Hill, K Motegi Econometric Theory 36 (5), 907-960, 2020 | 19 | 2020 |
| Introduction to Fuzzy Theory and Its Application H Yamashita, T Takizawa, H Uesu, Y Okuda, S Kanagawa, S Shimizu, ... Kyoritu Shuppan, 114-124, 2010 | 15 | 2010 |
| Copula-based regression models with data missing at random S Hamori, K Motegi, Z Zhang Journal of Multivariate Analysis 180, 104654, 2020 | 12 | 2020 |
| Calibration estimation of semiparametric copula models with data missing at random S Hamori, K Motegi, Z Zhang Journal of Multivariate Analysis 173, 85-109, 2019 | 12 | 2019 |
| Moving average threshold heterogeneous autoregressive (MAT‐HAR) models K Motegi, X Cai, S Hamori, H Xu Journal of Forecasting 39 (7), 1035-1042, 2020 | 10 | 2020 |
| Simple Granger causality tests for mixed frequency data E Ghysels, JB Hill, K Motegi Journal of Econometrics, 2015 | 9 | 2015 |
| Fuzzy cluster analysis and its application on international stock prices K Motegi, K Shinkai, H Uesu, S Kanagawa, H Chung, K Nagashima 2012 Third International Conference on Innovations in Bio-Inspired Computing …, 2012 | 5 | 2012 |
| Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach K Motegi, Y Iitsuka The North American Journal of Economics and Finance 64, 101840, 2023 | 4 | 2023 |
| Conditional threshold autoregression (CoTAR) K Motegi, J Dennis, S Hamori Available at SSRN 3960058, 2023 | 3 | 2023 |
| Granger causality in mixed frequency vector autoregressive models E Ghysels, JB Hill, K Motegi Technical Report, 2013 | 3 | 2013 |
| Midastar: Threshold autoregression with data sampled at mixed frequencies K Motegi, J Dennis Available at SSRN 4286939, 2022 | 2 | 2022 |
| Systemic risk and macroeconomic shocks: Evidence from US agricultural commodity markets L Yang, K Motegi, S Hamori Available at SSRN 3278174, 2018 | 2 | 2018 |
| Systemic risk and macroeconomic shocks: Evidence from the crude oil market and G7 countries L Yang, K Motegi, S Hamori Available at SSRN 3278168, 2018 | 2 | 2018 |
| Regression-Based Mixed Frequency Granger Causality Tests E Ghysels, JB Hill, K Motegi Discussion Paper, Technical report, Department of Economics, University of …, 2014 | 2 | 2014 |
| 9P-E-3 Fuzzy Cluster Analysis on International Stock Markets (Room E International session) K MOTEGI, K SHINKAI, H YAMASHITA Proceedings of the Annual Conference of Biomedical Fuzzy Systems Association …, 2010 | 2 | 2010 |
