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A simple cointegrating rank test without vector autoregression
Shintani, Mototsugu - In: Journal of econometrics 105 (2001) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10001633669
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Spurious regressions in technical trading
Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
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Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of econometrics 133 (2006) 2, pp. 531-555
Persistent link: https://www.econbiz.de/10003359566
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - In: Journal of econometrics 204 (2018) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10011974726
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10006757763
Cover Image
Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of econometrics 133 (2006) 2, pp. 531-556
Persistent link: https://www.econbiz.de/10007287910
Cover Image
Spurious regressions in technical trading
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-310
Persistent link: https://www.econbiz.de/10009987067
Cover Image
A simple cointegrating rank test without vector autoregression
Shintani, Mototsugu - In: Journal of econometrics 105 (2001) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10006772244