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A note on the use of two-step Aikten method in inappropriate situations
YAMAMOTO, Taku - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927228
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Asymptotic mean square prediction error for an autoregressive model with estimated coefficients
YAMAMOTO, Taku - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927559
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Asymptotic mean square prediction error for an autoregressive model with estimated coefficients
YAMAMOTO, Taku - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694178
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Sinusoidal limit theorems and their applications to econometric models
Yamamoto, Taku - 1974
Persistent link: https://www.econbiz.de/10004842921
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Improving the prediction of autoregressive models
Yamamoto, Taku - In: Ōsaka Daigaku keizaigaku 36 (1987) 3, pp. 1-318
Persistent link: https://www.econbiz.de/10001266075
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Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
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A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10001213253
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A note on the effect of misspecification and temporal aggregation in the GLS model
Yamamoto, Taku - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 32 (1981) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10003020935
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A note on the use of two-step Aitken method in inappropriate situations
Yamamoto, Taku - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 28 (1977) 1, pp. 78-85
Persistent link: https://www.econbiz.de/10003020937
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On the prediction efficiency of the generalized least squares model with an estimated variance covariance matrix
Yamamoto, Taku - In: International economic review 20 (1979) 3, pp. 693-705
Persistent link: https://www.econbiz.de/10003020938