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Forecasting in large cointegrated processes
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 28 (2009) 7, pp. 631
Persistent link: https://www.econbiz.de/10008326716
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Lag Augmentation in Regression Models with Possibly Integrated Regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi journal of economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10007263225
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The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-361
Persistent link: https://www.econbiz.de/10009971922
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Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku (contributor); Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530549
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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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Equivalence of two expressions of the impact matrix
Kurozumi, Eiji; Chigira, Hiroaki; Yamamoto, Taku - In: Econometric theory 21 (2005) 4, pp. 870-875
Persistent link: https://www.econbiz.de/10003004751
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EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX
Kurozumi, Eiji; Chigira, Hiroaki; Yamamoto, Taku - In: Econometric theory 21 (2005) 4, pp. 870
Persistent link: https://www.econbiz.de/10006958756
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Forecasting in large cointegrated processes
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 28 (2009) 7, pp. 631-650
Persistent link: https://www.econbiz.de/10003902236
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The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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Cointegration, integration, and long-term forecasting
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003316703