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Unit root analyses of the causality between Japanese money and income
Morimune, Kimio - In: The Japanese economic review : the journal of the … 48 (1997) 4, pp. 343-367
Persistent link: https://www.econbiz.de/10001235671
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Non-stationary estimation of the Japanese money demand function
Morimune, Kimio - In: Journal of economic research 2 (1997) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001243908
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Estimating the rank of cointegration after estimating the order of a vector autoregression
Morimune, Kimio - In: The Japanese economic review : the journal of the … 46 (1995) 2, pp. 191-205
Persistent link: https://www.econbiz.de/10001190892
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The discontinuous trend unit root test with a break interval
Morimune, Kimio; Nakagawa, Mitsuru - In: The Kyoto economic review 73 (2004) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10002661192
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Volatility models
Morimune, Kimio - In: The Japanese economic review : the journal of the … 58 (2007) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003423150
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Combining opinion surveys with time-series data to forecast the Japanese economy
Hsiao, Cheng; Zhao, Zhongyun - In: The Japanese economic review : the journal of the … 51 (2000) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10001530324
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Nonstationary time-series modeling versus structural equation modeling : with an application to Japanese money demand
Hsiao, Cheng - In: Monetary and economic studies 16 (1998) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10001241537
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A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221
Persistent link: https://www.econbiz.de/10001556097
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Cointegration and dynamic simultaneous equations model
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926