KOBAYASHI, Masahito
Personal Details
First Name: | Masahito |
Middle Name: | |
Last Name: | Kobayashi |
Suffix: | |
RePEc Short-ID: | pko158 |
[This author has chosen not to make the email address public] | |
Affiliation
College of Economics
Yokohama National University
Yokohama, Japanhttp://www.econ.ynu.ac.jp/
RePEc:edi:feyokjp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2017.
"Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models,"
Econometric Institute Research Papers
TI 2017-022/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers 17-022/III, Tinbergen Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE 2017-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016.
"Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models,"
Documentos de Trabajo del ICAE
2016-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Tinbergen Institute Discussion Papers 16-015/III, Tinbergen Institute.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2016. "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers EI2016-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jian Huang & Masahito Kobayashi & Michael McAleer, 2010.
"Testing the Box-Cox Parameter for an Integrated Process,"
KIER Working Papers
750, Kyoto University, Institute of Economic Research.
- Huang, J. & Kobayashi, M. & McAleer, M.J., 2011. "Testing the Box-Cox Parameter for an Integrated Process," Econometric Institute Research Papers EI 2010-77, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jian Huang & Masahito Kobayashi & Michael McAleer, 2010. "Testing the Box-Cox Parameter for an Integrated Process," Working Papers in Economics 10/77, University of Canterbury, Department of Economics and Finance.
- Jian Huang & Masahito Kobayashi & Michael McAleer, 2011. "Testing the Box-Cox Parameter for an Integrated Process," Documentos de Trabajo del ICAE 2011-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo.
Articles
- Cao Chao & Masahito Kobayashi, 2017. "A new test for single against competing risks models in duration analysis," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(21), pages 10672-10684, November.
- Masaru Chiba & Masahito Kobayashi, 2013. "Testing for a Single-Factor Stochastic Volatility in Bivariate Series," JRFM, MDPI, vol. 6(1), pages 1-31, December.
- Huang, Jian & Kobayashi, Masahito & McAleer, Michael, 2012. "Testing for the Box–Cox parameter for an integrated process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 1-9.
- Shi, Xiuhong & Kobayashi, Masahito, 2009. "Testing for jumps in the EGARCH process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2797-2808.
- Daisuke Nagakura & Masahito Kobayashi, 2009. "Testing The Sequential Logit Model Against The Nested Logit Model," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 345-361, September.
- Kobayashi, Masahito, 2009. "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2597-2608.
- Masahito Kobayashi, 2005. "Testing for Volatility Jumps in the Stochastic Volatility Process," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(2), pages 143-157, June.
- Masahito Kobayashi & Xiuhong Shi, 2005. "Testing for EGARCH Against Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 135-150, January.
- Kobayashi, Masahito & McAleer, Michael, 1999. "Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models," Econometric Theory, Cambridge University Press, vol. 15(1), pages 99-113, February.
- Kobayashi, Masahito, 1994. "Power of Tests for Nonlinear Transformation in Regression Analysis," Econometric Theory, Cambridge University Press, vol. 10(2), pages 357-371, June.
- Kobayashi, Masahito, 1991. "Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis," Econometrica, Econometric Society, vol. 59(4), pages 1153-1159, July.
- Kobayashi, Masahito & Sakata, Shinichi, 1990. "Mallows' Cp criterion and unbiasedness of model selection," Journal of Econometrics, Elsevier, vol. 45(3), pages 385-395.
- Ohtani, Kazuhiro & Kobayashi, Masahito, 1986. "A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity," Econometric Theory, Cambridge University Press, vol. 2(2), pages 220-231, August.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2017.
"Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models,"
Econometric Institute Research Papers
TI 2017-022/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers 17-022/III, Tinbergen Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE 2017-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
Cited by:
- María Nieves López-García & Miguel Angel Sánchez-Granero & Juan Evangelista Trinidad-Segovia & Antonio Manuel Puertas & Francisco Javier De las Nieves, 2021. "Volatility Co-Movement in Stock Markets," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
Articles
- Masaru Chiba & Masahito Kobayashi, 2013.
"Testing for a Single-Factor Stochastic Volatility in Bivariate Series,"
JRFM, MDPI, vol. 6(1), pages 1-31, December.
Cited by:
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2017.
"Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models,"
Econometric Institute Research Papers
TI 2017-022/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers 17-022/III, Tinbergen Institute.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017. "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE 2017-10, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2017.
"Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models,"
Econometric Institute Research Papers
TI 2017-022/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Shi, Xiuhong & Kobayashi, Masahito, 2009.
"Testing for jumps in the EGARCH process,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2797-2808.
Cited by:
- Waldemar Tarczyński & Sebastian Majewski & Małgorzata Tarczyńska-Łuniewska & Agnieszka Majewska & Grzegorz Mentel, 2021. "The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange," Energies, MDPI, vol. 14(6), pages 1-14, March.
- Daisuke Nagakura & Masahito Kobayashi, 2009.
"Testing The Sequential Logit Model Against The Nested Logit Model,"
The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 345-361, September.
Cited by:
- Wong, R.C.P. & Szeto, W.Y. & Wong, S.C., 2014. "Bi-level decisions of vacant taxi drivers traveling towards taxi stands in customer-search: Modeling methodology and policy implications," Transport Policy, Elsevier, vol. 33(C), pages 73-81.
- Marini, Annalisa, 2016. "Immigrants, Trust and Social Traps," MPRA Paper 69627, University Library of Munich, Germany, revised Feb 2016.
- Vanaja, Shiuli, 2021. "Are People Making Correct Choices? Drivers of Water Source Choices in Rural Jharkhand, India," 2021 Conference, August 17-31, 2021, Virtual 315156, International Association of Agricultural Economists.
- Weitzel, Utz & Kling, Gerhard, 2012. "Sold below value? Why some targets accept very low and even negative takeover premiums," MPRA Paper 42832, University Library of Munich, Germany.
- Joan Martín-Montaner & Guadalupe Serrano-Domingo & Francisco Requena-Silvente, 2018. "Networks and self-employed migrants," Small Business Economics, Springer, vol. 51(3), pages 735-755, October.
- Jaume Garcia & Catalina Juaneda & Josep MarÃa Raya & Francesc Sastre, 2015. "A Study of Traveller Decision-Making Determinants: Prioritizing Destination or Travel Mode?," Tourism Economics, , vol. 21(6), pages 1149-1167, December.
- Gabrielle Wills, 2015. "A profile of the labour market for school principals in South Africa: Evidence to inform policy," Working Papers 12/2015, Stellenbosch University, Department of Economics.
- Kobayashi, Masahito, 2009.
"Testing for jumps in the stochastic volatility models,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2597-2608.
Cited by:
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- William C. Horrace & Ian A. Wright, 2020. "Stationary Points for Parametric Stochastic Frontier Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 516-526, July.
- Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- Masahito Kobayashi, 2005.
"Testing for Volatility Jumps in the Stochastic Volatility Process,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(2), pages 143-157, June.
Cited by:
- Nakajima, Jouchi & Omori, Yasuhiro, 2009.
"Leverage, heavy-tails and correlated jumps in stochastic volatility models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2335-2353, April.
- Jouchi Nakajima & Yasuhiro Omori, 2007. "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series CIRJE-F-514, CIRJE, Faculty of Economics, University of Tokyo.
- Jouchi Nakajima, 2008. "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series 08-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.
- Nakajima, Jouchi & Omori, Yasuhiro, 2009.
"Leverage, heavy-tails and correlated jumps in stochastic volatility models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2335-2353, April.
- Masahito Kobayashi & Xiuhong Shi, 2005.
"Testing for EGARCH Against Stochastic Volatility Models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 135-150, January.
Cited by:
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- William C. Horrace & Ian A. Wright, 2020. "Stationary Points for Parametric Stochastic Frontier Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 516-526, July.
- Kobayashi, Masahito, 2009. "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2597-2608.
- Massimiliano Caporin & Michael McAleer, 2010.
"Model Selection and Testing of Conditional and Stochastic Volatility Models,"
KIER Working Papers
724, Kyoto University, Institute of Economic Research.
- Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
- Caporin, M. & McAleer, M.J., 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-57, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bauwens, L. & Hafner C. & Laurent, S., 2011.
"Volatility Models,"
LIDAM Discussion Papers ISBA
2011044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," LIDAM Discussion Papers CORE 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, L. & Hafner, C. & Laurent, S., 2012. "Volatility Models," LIDAM Reprints ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Ahmed, Shamim & Valente, Giorgio, 2015. "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 118-129.
- Lama, A. & Jha, G.K. & Paul, R.K. & Gurung, B., 2015. "Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 28(1).
- Shi, Xiuhong & Kobayashi, Masahito, 2009. "Testing for jumps in the EGARCH process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2797-2808.
- Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
- Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- Kobayashi, Masahito & McAleer, Michael, 1999.
"Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models,"
Econometric Theory, Cambridge University Press, vol. 15(1), pages 99-113, February.
Cited by:
- Luigi Ermini & David F. Hendry, 1991.
"Log Income vs. Linear Income: An Application of the Encompassing Principle,"
Working Papers
199111, University of Hawaii at Manoa, Department of Economics.
- Luigi Ermini & David F. Hendry, 2008. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 807-827, December.
- Galeotti, Marzio & Lanza, Alessandro, 1999. "Richer and cleaner? A study on carbon dioxide emissions in developing countries," Energy Policy, Elsevier, vol. 27(10), pages 565-573, October.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2011.
"The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis,"
WIDER Working Paper Series
wp-2011-051, World Institute for Development Economic Research (UNU-WIDER).
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2014. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 153-184, April.
- Valentina Corradi & Norman R. Swanson, 2003.
"The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test,"
Departmental Working Papers
200322, Rutgers University, Department of Economics.
- Corradi, Valentina & Swanson, Norman R., 2006. "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.
- Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
- Luigi Ermini & David F. Hendry, 1991.
"Log Income vs. Linear Income: An Application of the Encompassing Principle,"
Working Papers
199111, University of Hawaii at Manoa, Department of Economics.
- Kobayashi, Masahito, 1994.
"Power of Tests for Nonlinear Transformation in Regression Analysis,"
Econometric Theory, Cambridge University Press, vol. 10(2), pages 357-371, June.
Cited by:
- Valentina Corradi & Norman R. Swanson, 2003.
"The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test,"
Departmental Working Papers
200322, Rutgers University, Department of Economics.
- Corradi, Valentina & Swanson, Norman R., 2006. "The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.
- Valentina Corradi & Norman R. Swanson, 2003.
"The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test,"
Departmental Working Papers
200322, Rutgers University, Department of Economics.
- Kobayashi, Masahito, 1991.
"Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis,"
Econometrica, Econometric Society, vol. 59(4), pages 1153-1159, July.
Cited by:
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- William C. Horrace & Ian A. Wright, 2020. "Stationary Points for Parametric Stochastic Frontier Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 516-526, July.
- Kobayashi, Masahito, 2009. "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2597-2608.
- Masahito Kobayashi & Xiuhong Shi, 2005. "Testing for EGARCH Against Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 135-150, January.
- Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.
- William C. Horrace & Ian A. Wright, 2016.
"Stationary Points for Parametric Stochastic Frontier Models,"
Center for Policy Research Working Papers
196, Center for Policy Research, Maxwell School, Syracuse University.
- Ohtani, Kazuhiro & Kobayashi, Masahito, 1986.
"A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity,"
Econometric Theory, Cambridge University Press, vol. 2(2), pages 220-231, August.
Cited by:
- Gilligan, Daniel O. & Veiga, Alinne, 2003. "An Evaluation Of Geographic Targeting In Bolsa Alimentação In Brazil," 2003 Annual meeting, July 27-30, Montreal, Canada 21915, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Gelman, Sergey & Burhop, Carsten, 2008. "Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892–1913," European Review of Economic History, Cambridge University Press, vol. 12(1), pages 39-66, April.
- Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, August.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (6) 2009-09-19 2011-01-03 2016-03-23 2017-02-19 2017-02-26 2017-06-04. Author is listed
- NEP-ORE: Operations Research (6) 2016-03-23 2016-03-29 2016-03-29 2017-02-19 2017-02-26 2017-06-04. Author is listed
- NEP-ECM: Econometrics (4) 2009-09-19 2011-01-03 2016-03-23 2017-06-04
- NEP-DCM: Discrete Choice Models (1) 2017-06-04
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