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A test of cointegration rank b...
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ECONIS (ZBW)
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
- In:
Economics letters
92
(
2006
)
1
,
pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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2
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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3
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003080697
Saved in:
4
Cointegration, integration, and long-term forecasting
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003316703
Saved in:
5
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2009
-
Rev.
Persistent link: https://www.econbiz.de/10003854487
Saved in:
6
Forecasting in large cointegrated processes
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003902236
Saved in:
7
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
);
Shiba, Tsunemasa
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003556366
Saved in:
8
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
Saved in:
9
Equivalence of two expressions of the impact matrix
Kurozumi, Eiji
;
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Econometric theory
21
(
2005
)
4
,
pp. 870-875
Persistent link: https://www.econbiz.de/10003004751
Saved in:
10
The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002530560
Saved in:
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