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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003206139
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003080697
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Cointegration, integration, and long-term forecasting
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003316703
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003854487
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Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki (contributor); Shiba, Tsunemasa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003556366
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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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Dirichlet prior for estimating unknown regression error heteroscedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2012
Persistent link: https://www.econbiz.de/10009656889
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Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki; Shiba, Tsunemasa - 2015
Persistent link: https://www.econbiz.de/10011804434