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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
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Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi; Kurozumi, Eiji - In: Econometric reviews 26 (2007) 6, pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
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Nonlinear nonstationary time series analysis and its application
Arai, Yoichi - 2004
Persistent link: https://www.econbiz.de/10003549342
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Efficient estimation and inference in cointegrating regressions with structural change
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002879618
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Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387665