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Kaiji Motegi

Kobe University (from arXiv:1808.04936, 2018) · ORCID · OpenAlex

13 papers in scope · 13 published · 1 on the econ.EM arXiv · 214 citations · h-index 9 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Zheng Zhang
  2. Chang Li
  3. Oliver Linton
  4. Zheng Zhang
  5. Haitian Xie
  6. Yulin Zhang
  7. Lin Liu
  8. Ganesh Karapakula
  9. Chunrong Ai
  10. Zeqi Wu
  11. Yue Fang
  12. Geert Ridder
  13. Kentaro Kawato
  14. Lin Liu
  15. Luciano I. de Castro
  16. Kyle Colangelo
  17. Ying-Ying Lee
  18. Xin Liu
  19. Matias D. Cattaneo
  20. Rajarshi Mukherjee

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 13)

Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach
published2025 · International Review of Financial Analysis · 1 citations
with Saki Sugano
International Review of Financial Analysis
Conditional threshold effects of stock market volatility on crude oil market volatility
published2025 · Energy Economics · 1 citations · first circulated 2023
with Shigeyuki Hamori
Energy Economics
Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach
published2022 · The North American Journal of Economics and Finance · 8 citations
with Yoshitaka Iitsuka
The North American Journal of Economics and Finance
A unified framework for efficient estimation of general treatment models
published2021 · Quantitative Economics · 23 citations · first circulated 2018
with Chunrong Ai, Oliver Linton, Zheng Zhang, Oliver B. Linton
Paper profile Quantitative Economics arXiv:1808.04936
Copula-based regression models with data missing at random
published2020 · Journal of Multivariate Analysis · 13 citations
with Shigeyuki Hamori, Zheng Zhang
Journal of Multivariate Analysis
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
published2020 · Journal of Econometrics · 30 citations
with Éric Ghysels, Jonathan B. Hill
Journal of Econometrics
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES
published2020 · Econometric Theory · 16 citations · first circulated 2016
with Jonathan B. Hill
Econometric Theory
Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
published2020 · Journal of Forecasting · 16 citations · first circulated 2019
with Xiaojing Cai, Shigeyuki Hamori, Haifeng Xu
Journal of Forecasting
Calibration estimation of semiparametric copula models with data missing at random
published2019 · Journal of Multivariate Analysis · 10 citations · first circulated 2018
with Shigeyuki Hamori, Zheng Zhang
Journal of Multivariate Analysis
Testing the white noise hypothesis of stock returns
published2018 · Economic Modelling · 19 citations · first circulated 2017
with Jonathan B. Hill
Economic Modelling
Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach
published2017 · The North American Journal of Economics and Finance · 32 citations · first circulated 2014
with Akira Sadahiro
The North American Journal of Economics and Finance
Testing for Granger causality with mixed frequency data
published2015 · Journal of Econometrics · 45 citations · first circulated 2014
with Éric Ghysels, Jonathan B. Hill
Journal of Econometrics
9P-E-3 Fuzzy Cluster Analysis on International Stock Markets(Room E International session)
published2010 · バイオメディカル・ファジィ・システム学会大会講演論文集 : BMFSA
with Kimiaki Shinkai, Hajime Yamashita
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.