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Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku (contributor); Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530549
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The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560
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Forecasting in large cointegrated processes
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370820
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A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370897
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Cointegration, integration, and long-term forecasting
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003316703