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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003080697
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki - In: Applied economics letters 15 (2008) 7/9, pp. 693-696
Persistent link: https://www.econbiz.de/10003741632
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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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Asset price prediction using seasonal decomposition
Shiba, Tsunemasa - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10001187924
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Bayesian and non-Bayesian tests of independence in seemingly unrelated regressions
Shiba, Tsunemasa - In: International economic review 29 (1988) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10001051811
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Price smoothing and demand noise : on business behavior and macromodels
Shaller, Douglas R. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 125 (1989) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10001060705