Similar Search Results

Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems

Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271

Persistent link: https://www.econbiz.de/10001473663

Efficient estimation and inference in cointegrating regressions with structural change

Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005

Persistent link: https://www.econbiz.de/10002879618

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

Testing for null hypothesis of cointegration with a structural break

Arai, Yoichi; Kurozumi, Eiji - In: Econometric reviews 26 (2007) 6, pp. 705-739

Persistent link: https://www.econbiz.de/10003605823

Nonlinear nonstationary time series analysis and its application

Arai, Yoichi - 2004

Persistent link: https://www.econbiz.de/10003549342

Semiparametic reduced form estimation of tuition subsdies

Ichimura, Hidehiko; Taber, Christopher - 2001

The goal of this paper is to use a semiparametric reduced form model to estimate the effects of various tuition subsidies. This approach expands on the tuition subsidy example in Ichimura and Taber (2000) in a number of dimensions. It has become common practice in the empirical literature to...

Persistent link: https://www.econbiz.de/10010318444