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Finite Sample Properties of Li...
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Toda, Hiro Y.
31
Phillips, Peter C.B.
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Phillips, Peter C. B.
7
Yamada, Hiroshi
7
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ECONIS (ZBW)
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Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Toda, Hiro Y.
- In:
The review of economics and statistics
76
(
1994
)
1
,
pp. 66-79
Persistent link: https://www.econbiz.de/10001167719
Saved in:
2
Vector autoregression and causality
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828076
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 225-250
Persistent link: https://www.econbiz.de/10001174117
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8
Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
Saved in:
9
Inflation and price-wage dispersions in Japan
Fukuda, Shin'ichi
- In:
Journal of the Japanese and international economies : …
5
(
1991
)
2
,
pp. 160-188
Persistent link: https://www.econbiz.de/10001107397
Saved in:
10
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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