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Estimation theory
Cointegration
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11
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5
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Yamamoto, Taku
7
Chigira, Hiroaki
6
Shiba, Tsunemasa
4
Kunitomo, Naoto
2
Toda, Hiro Y.
1
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Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
3
Hitotsubashi journal of economics
2
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1
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1
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The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
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ECONIS (ZBW)
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1
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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2
A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370897
Saved in:
3
Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370963
Saved in:
4
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2009
-
Rev.
Persistent link: https://www.econbiz.de/10003854487
Saved in:
5
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003556366
Saved in:
6
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2015
Persistent link: https://www.econbiz.de/10011804434
Saved in:
7
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/10001160342
Saved in:
8
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/10001213253
Saved in:
9
Conditions on consistency for testing hypotheses under rational expectation by vector autoregressive models and cointegration
Kunitomo, Naoto
- In:
The economic studies quarterly : the journal of the …
41
(
1990
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10001089318
Saved in:
10
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
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