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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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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
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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
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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