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Improving the prediction of autoregressive models
Yamamoto, Taku
Persistent link: https://www.econbiz.de/10001266075
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Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
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A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10001213253