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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
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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
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji - 2017
Persistent link: https://www.econbiz.de/10011962352
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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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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
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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
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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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A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370897
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Asymptotic bias of the least squares estimator for multivariate autoregressive models
Yamamoto, Taku; Kunitomo, Naoto - 1982
Persistent link: https://www.econbiz.de/10003579182