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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi; Toda, Hiro Y. - 1996
Persistent link: https://www.econbiz.de/10000949523
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Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi - In: Economics letters 56 (1997) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001226458
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Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y. - In: Journal of econometrics 66 (1995) 1, pp. 225-250
Persistent link: https://www.econbiz.de/10001174117