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A test of cointegration rank b...
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003206139
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2
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003080697
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3
Cointegration, integration, and long-term forecasting
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003316703
Saved in:
4
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2009
-
Rev.
Persistent link: https://www.econbiz.de/10003854487
Saved in:
5
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003556366
Saved in:
6
Forecasting in large cointegrated processes
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370820
Saved in:
7
A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370897
Saved in:
8
Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370963
Saved in:
9
Dirichlet prior for estimating unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2012
Persistent link: https://www.econbiz.de/10009656889
Saved in:
10
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2015
Persistent link: https://www.econbiz.de/10011804434
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