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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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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/10007264713
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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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Price Smoothing and Demand Noise: Japanese Case
Shaller, Douglas R.; Shiba, Tsunemasa - In: Journal of the Japanese and international economies : … 7 (1993) 1, pp. 32-56
Persistent link: https://www.econbiz.de/10007093155