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Dirichlet prior for estimating unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2012
Persistent link: https://www.econbiz.de/10009656889
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003854487
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003556366
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003080697
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003206139
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki - In: Applied economics letters 15 (2008) 7/9, pp. 693-696
Persistent link: https://www.econbiz.de/10003741632
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The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560
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Equivalence of two expressions of the impact matrix
Kurozumi, Eiji; Chigira, Hiroaki; Yamamoto, Taku - In: Econometric theory 21 (2005) 4, pp. 870-875
Persistent link: https://www.econbiz.de/10003004751
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Forecasting in large cointegrated processes
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 28 (2009) 7, pp. 631-650
Persistent link: https://www.econbiz.de/10003902236