Narrow search
Showing 1 - 6 of 6
Cover Image
Inflation and price-wage dispersions in Japan
Fukuda, Shin-Ichi; Teruyama, Hiroshi; Toda, Hiro Y. - In: Journal of the Japanese and International Economies 5 (1991) 2, pp. 160-188
Persistent link: https://www.econbiz.de/10005377510
Cover Image
LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, August 1997, and the International Congress on Modelling and Simulation MODSIM97, University of Tasmania, December 1997.1
Toda, Hiro Y.; McKenzie, C.R. - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 457-468
The purpose of this paper is to derive the asymptotic distributions of some Lagrange Multiplier (LM) tests for unit roots in time series models in the presence of missing observations, and to provide evidence on the small sample properties of these tests. LM tests for a unit root in a...
Persistent link: https://www.econbiz.de/10010749222
Cover Image
Inference in possibly integrated vector autoregressive models: some finite sample evidence
Yamada, Hiroshi; Toda, Hiro Y. - In: Journal of Econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10005228779
Cover Image
The spurious effect of unit roots on vector autoregressions : An analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - In: Journal of Econometrics 59 (1993) 3, pp. 229-255
Persistent link: https://www.econbiz.de/10005285463
Cover Image
Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.; Yamamoto, Taku - In: Journal of Econometrics 66 (1995) 1-2, pp. 225-250
Persistent link: https://www.econbiz.de/10005192470
Cover Image
A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi; Toda, Hiro Y. - In: Economics Letters 56 (1997) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10005361794