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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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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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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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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi; Toda, Hiro Y. - 1996
Persistent link: https://www.econbiz.de/10000949523
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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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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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Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B. - In: Journal of quantitative economics 19 (2021), pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B. - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 3-71). 2023
Persistent link: https://www.econbiz.de/10014313196