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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
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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
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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