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A note on the causality between export and productivity : an empirical re-examination
Yamada, Hiroshi - In: Economics letters 61 (1998) 1, pp. 111-114
Persistent link: https://www.econbiz.de/10001250893
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A new method for specifying the tuning parameter of l1 trend filtering
Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-8
Persistent link: https://www.econbiz.de/10011965278
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A smoothing method that looks like the Hodrick-Prescott filter
Yamada, Hiroshi - In: Econometric theory 36 (2020) 5, pp. 961-981
Persistent link: https://www.econbiz.de/10012307246
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Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi - In: Econometric theory 38 (2022) 3, pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi - In: Economics letters 56 (1997) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001226458
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Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10011431307
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An explicit formula for the smoother weights of the Hodrick-Prescott filter
Yamada, Hiroshi; Jahra, Fatima Tuj - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-10
Persistent link: https://www.econbiz.de/10012198467
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A note on band-pass filters based on the Hodrick-Prescott filter and the OECD system of composite leading indicators
Yamada, Hiroshi - In: Journal of business cycle measurement and analysis : a … (2011) 2, pp. 105-109
Persistent link: https://www.econbiz.de/10009500851