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~subject:"Kointegration"
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Kointegration
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Ōgaki, Masao
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ECONIS (ZBW)
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Structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young
(
contributor
);
Hu, Ling
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003117317
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2
Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young
;
Hu, Ling
;
Ōgaki, Masao
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 327-351
Persistent link: https://www.econbiz.de/10003608205
Saved in:
3
A spurious regression approach to estimating structural parameters
Choi, Chi-young
(
contributor
);
Hu, Ling
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003114675
Saved in:
4
Segmentation of consumer markets in the US : what do intercity price differences tell us?
Choi, Chi-young
;
Murphy, Anthony
;
Wu, Jyh-lin
- In:
The Canadian journal of economics
50
(
2017
)
3
,
pp. 738-777
Persistent link: https://www.econbiz.de/10011817418
Saved in:
5
A cointegration approach to estimating preference parameters
Ōgaki, Masao
;
Park, Yoon Y.
-
1989
Persistent link: https://www.econbiz.de/10000780051
Saved in:
6
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
7
The effects of Japanese monetary policy shocks on exchange rates : a structural vector error correction model approach
Jang, Kyungho
;
Ōgaki, Masao
-
2002
Persistent link: https://www.econbiz.de/10001701101
Saved in:
8
The effects of Japanese monetary policy shocks on exchange rates : a structural vector error correction model approach
Jang, Kyungho
;
Ōgaki, Masao
- In:
Monetary and economic studies
21
(
2003
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001734982
Saved in:
9
Dynamic seemingly unrelated cointegrating regression
Mark, Nelson C.
;
Ōgaki, Masao
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001752925
Saved in:
10
Consumption, income, and cointegration : further analysis
Han, Hsiang-ling
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000826505
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