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Testing for linearity in regressions with I (1) processes
Arai, Yoichi - 2015
Persistent link: https://www.econbiz.de/10012195744
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Modified lag augmented vector autoregressions
Kurozumi, Eiji; Yamamoto, Taku - In: Econometric reviews 19 (2000) 2, pp. 207-231
Persistent link: https://www.econbiz.de/10001483709
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Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku (contributor); Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530549
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The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560
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Forecasting in large cointegrated processes
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 28 (2009) 7, pp. 631-650
Persistent link: https://www.econbiz.de/10003902236
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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. 344-360
Persistent link: https://www.econbiz.de/10009576371
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Cointegration, integration, and long-term forecasting
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003316703
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Forecasting in large cointegrated processes
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370820
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Efficient estimation and inference in cointegrating regressions with structural change
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002879618
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Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387665