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An alternative approach to estimation of structural vector error correction models with long-run restrictions
Jang, Kyungho - In: Economics Letters 90 (2006) 1, pp. 126-131
Persistent link: https://www.econbiz.de/10005275956
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ogaki, Masao - In: Economics Letters 39 (1992) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10005296578
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A chi-square test for a unit root
Kahn, James A.; Ogaki, Masao - In: Economics Letters 34 (1990) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10005296620
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Intertemporal substitution and durable goods: long-run data
Ogaki, Masao; Reinhart, Carmen M. - In: Economics Letters 61 (1998) 1, pp. 85-90
Persistent link: https://www.econbiz.de/10005362365
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Efficiency bound calculations for a time series model, with conditional heteroskedasticity
Heaton, John C.; Ogaki, Masao - In: Economics Letters 35 (1991) 2, pp. 167-171
Persistent link: https://www.econbiz.de/10005269840
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Cotrending and the stationarity of the real interest rate
Chapman, David A.; Ogaki, Masao - In: Economics Letters 42 (1993) 2-3, pp. 133-138
Persistent link: https://www.econbiz.de/10005270072
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On the Granger Representation Theorem: a counter example?
Ogaki, Masao - In: Economics Letters 60 (1998) 1, pp. 19-21
Persistent link: https://www.econbiz.de/10005257901