Narrow search
Showing 1 - 7 of 7
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. 55-96
Persistent link: https://www.econbiz.de/10006788947
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/10006798474
Cover Image
ERRATUM: Vol. 61, No. 6 (November, 1993) cover Table of Contents contains a misprint. The authors of "Vector Autoregressions and Causality" are Hiro Y. Toda and Peter C. B. Phillips. We apologize to Professor Toda for the inconvenience
Toda, Hiro Y.; Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1
Persistent link: https://www.econbiz.de/10006800464
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. 229-256
Persistent link: https://www.econbiz.de/10006805249
Cover Image
Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks When Linear Trends Are Present
Toda, Hiro Y. - In: The review of economics and statistics 76 (1994) 1, pp. 66-79
Persistent link: https://www.econbiz.de/10006409579
Cover Image
Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions
Toda, Hiro Y. - In: Econometric theory 11 (1995) 5, pp. 1015-1032
Persistent link: https://www.econbiz.de/10007009740
Cover Image
Limit Theory in Cointegrated Vector Autoregressions
Phillips, Peter C.B.; Toda, Hiro Y. - In: Econometric theory 9 (1993) 1, pp. 150
Persistent link: https://www.econbiz.de/10007019316