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~type_genre:"Aufsatz in Zeitschrift"
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Bayesian Estimation of Unknown...
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Cointegration
4
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4
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4
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3
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3
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3
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Aufsatz in Zeitschrift
Article in journal
11
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10
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11
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Shiba, Tsunemasa
6
Chigira, Hiroaki
5
Yamamoto, Taku
3
Shaller, Douglas R.
2
Asai, Manabu
1
Kurozumi, Eiji
1
Takeji, Yasuhiko
1
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Financial engineering and the Japanese markets
2
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2
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1
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1
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1
Journal of the Japanese and international economies : an international journal ; JJIE
1
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
11
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1
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
Saved in:
2
A test of cointegration rank based on principal component analysis
Chigira, Hiroaki
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 693-696
Persistent link: https://www.econbiz.de/10003741632
Saved in:
3
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:
4
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:
5
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:
6
Price smoothing and demand noise : Japanese case
Shaller, Douglas R.
- In:
Journal of the Japanese and international economies : …
7
(
1993
)
1
,
pp. 32-56
Persistent link: https://www.econbiz.de/10001142775
Saved in:
7
Statistical inference of the Japanese M 1 and M 2 money demand functions
Shiba, Tsunemasa
- In:
The economic studies quarterly : the journal of the …
42
(
1991
)
3
,
pp. 254-274
Persistent link: https://www.econbiz.de/10001117057
Saved in:
8
The Japanese stock market and the macroeconomy : an empirical investigation
Asai, Manabu
- In:
Financial engineering and the Japanese markets
2
(
1995
)
3
,
pp. 259-267
Persistent link: https://www.econbiz.de/10001203352
Saved in:
9
Asset price prediction using seasonal decomposition
Shiba, Tsunemasa
- In:
Financial engineering and the Japanese markets
1
(
1994
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10001187924
Saved in:
10
Bayesian and non-Bayesian tests of independence in seemingly unrelated regressions
Shiba, Tsunemasa
- In:
International economic review
29
(
1988
)
2
,
pp. 377-395
Persistent link: https://www.econbiz.de/10001051811
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