| Tests for cointegration allowing for an unknown number of breaks D Maki Economic Modelling 29 (5), 2011-2015, 2012 | 626 | 2012 |
| The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test D Maki, S Kitasaka Applied Economics 38 (13), 1585-1592, 2006 | 43 | 2006 |
| Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework D Maki Applied Financial Economics 16 (17), 1301-1307, 2006 | 23 | 2006 |
| Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate D Maki Economics Bulletin 3 (9), 1-8, 2005 | 23 | 2005 |
| Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate D Maki Economics Letters 81 (3), 349-354, 2003 | 20 | 2003 |
| An alternative procedure to test for cointegration in STAR models D Maki Mathematics and Computers in Simulation 80 (5), 999-1006, 2010 | 17 | 2010 |
| Tests for a unit root using three-regime TAR models: power comparison and some applications D Maki Econometric Reviews 28 (4), 335-363, 2009 | 13 | 2009 |
| Impacts of asymmetry on forecasting realized volatility in Japanese stock markets D Maki, Y Ota Economic Modelling 101, 105533, 2021 | 12 | 2021 |
| The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework M Daiki Economics bulletin 5, 1-7, 2005 | 11 | 2005 |
| Residual-based tests for cointegration with three-regime TAR adjustment D Maki, S Kitasaka Empirical Economics 48 (3), 1013-1054, 2015 | 9 | 2015 |
| Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications D Maki Empirical Economics 45 (1), 605-625, 2013 | 8 | 2013 |
| The influence of heteroskedastic variances on cointegration tests: A comparison using Monte Carlo simulations D Maki Computational Statistics 28 (1), 179-198, 2013 | 6 | 2013 |
| Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity D Maki Applied Financial Economics 16 (8), 607-615, 2006 | 6 | 2006 |
| Wild bootstrap tests for unit root in ESTAR models D Maki Statistical Methods & Applications 24 (3), 475-490, 2015 | 5 | 2015 |
| The size performance of a nonparametric unit root test under a variance shift D Maki Statistics & probability letters 78 (6), 743-748, 2008 | 5 | 2008 |
| Asymmetric effect of trading volume on realized volatility D Maki International Review of Economics & Finance, 103388, 2024 | 4 | 2024 |
| Wild bootstrap testing for cointegration in an ESTAR error correction model D Maki Economic Modelling 47, 292-298, 2015 | 4 | 2015 |
| Pitfalls in estimating cointegrating vector when cointegration relationship has nonlinear adjustment D Maki Communications in Statistics-Simulation and Computation 40 (8), 1111-1121, 2011 | 4 | 2011 |
| The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: Evidence from Monte Carlo simulations and applications D Maki Computational Economics 31, 77-94, 2008 | 3 | 2008 |
| Testing for time-varying properties under misspecified conditional mean and variance D Maki, Y Ota Computational Economics 57, 1167-1182, 2021 | 2 | 2021 |
