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~isPartOf:"Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences"
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki
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2005
Persistent link: https://www.econbiz.de/10003206139
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
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2005
Persistent link: https://www.econbiz.de/10003080697
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3
Cointegration, integration, and long-term forecasting
Chigira, Hiroaki
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contributor
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Yamamoto, Taku
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2006
Persistent link: https://www.econbiz.de/10003316703
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4
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
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Shiba, Tsunemasa
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003556366
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Forecasting in large cointegrated processes
Chigira, Hiroaki
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contributor
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Yamamoto, Taku
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2006
Persistent link: https://www.econbiz.de/10003370820
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A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki
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contributor
);
Yamamoto, Taku
(
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2006
Persistent link: https://www.econbiz.de/10003370897
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7
Bayesian estimation of unknown heteroscedastic variances
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370963
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