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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/10006798474
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A Simple Approach to the Statistical Inference in Linear Time Series Models Which May Have Some Unit Roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10006101375
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Normal Tests for a Unit Root in the Autoregressive Time Series Model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10006107521
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Forecasting in large cointegrated processes
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 28 (2009) 7, pp. 631
Persistent link: https://www.econbiz.de/10008326716
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Lag Augmentation in Regression Models with Possibly Integrated Regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi journal of economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10007263225
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The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-361
Persistent link: https://www.econbiz.de/10009971922
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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
Persistent link: https://www.econbiz.de/10006958756
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Testing for the Null Hypothesis of Cointegration with a Structural Break
Arai, Yoichi; Kurozumi, Eiji - In: Econometric reviews 26 (2007) 6, pp. 705
Persistent link: https://www.econbiz.de/10007887051