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Co-trending: A Statistical Sys...
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The Japanese economic review : the journal of the Japanese Economic Association
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1
Time-series-based econometrics : unit roots and co-integrations
Hatanaka, Michio
-
1996
Persistent link: https://www.econbiz.de/10000543880
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2
A note on the causality between export and productivity : an empirical re-examination
Yamada, Hiroshi
- In:
Economics letters
61
(
1998
)
1
,
pp. 111-114
Persistent link: https://www.econbiz.de/10001250893
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3
Nonlinear co-trending and the Fisher relationship in Japan : a note
Yamada, Hiroshi
- In:
Applied financial economics letters
1
(
2005
)
5
,
pp. 285-287
Persistent link: https://www.econbiz.de/10003118551
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4
A new method for specifying the tuning parameter of l1 trend filtering
Yamada, Hiroshi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011965278
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5
A smoothing method that looks like the Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Econometric theory
36
(
2020
)
5
,
pp. 961-981
Persistent link: https://www.econbiz.de/10012307246
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6
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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7
How to determine the number of relations among deterministic trends
Hatanaka, Michio
- In:
The Japanese economic review : the journal of the …
51
(
2000
)
3
,
pp. 349-374
Persistent link: https://www.econbiz.de/10001530824
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8
Reorientation of the time-series analyses for macroeconomics
Hatanaka, Michio
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001241733
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9
Are there unit roots in real economic variables? : (An encompassing analysis of difference and trend stationarity)
Hatanaka, Michio
- In:
The Japanese economic review : the journal of the …
46
(
1995
)
2
,
pp. 166-190
Persistent link: https://www.econbiz.de/10001190894
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10
Estimation of a regression model on two or more sets of differently grouped data
Fukushige, Mototsugu
- In:
Journal of econometrics
47
(
1991
)
2
,
pp. 207-226
Persistent link: https://www.econbiz.de/10001099512
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