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Toda, Hiro Y.
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Phillips, Peter C. B.
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Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Toda, Hiro Y.
- In:
The review of economics and statistics
76
(
1994
)
1
,
pp. 66-79
Persistent link: https://www.econbiz.de/10001167719
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2
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828952
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3
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000829595
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4
Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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5
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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6
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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7
A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi
- In:
Economics letters
56
(
1997
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001226458
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8
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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9
Discrete Fourier transforms of fractional processes
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001404200
Saved in:
10
Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
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