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A test of cointegration rank b...
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A test of cointegration rank based on principal component analysis
Chigira, Hiroaki
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contributor
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2005
Persistent link: https://www.econbiz.de/10003206139
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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
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2005
Persistent link: https://www.econbiz.de/10003080697
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3
Cointegration, integration, and long-term forecasting
Chigira, Hiroaki
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contributor
);
Yamamoto, Taku
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contributor
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2006
Persistent link: https://www.econbiz.de/10003316703
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4
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
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2009
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Rev.
Persistent link: https://www.econbiz.de/10003854487
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5
Bayesian estimation of unknown regression error heteroscedasticity
Chigira, Hiroaki
(
contributor
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Shiba, Tsunemasa
(
contributor
)
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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
(
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)
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2003
Persistent link: https://www.econbiz.de/10002530560
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Dirichlet prior for estimating unknown regression error heteroscedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
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2012
Persistent link: https://www.econbiz.de/10009656889
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8
Dirichlet prior for estimating unknown regression error heteroskedasticity
Chigira, Hiroaki
;
Shiba, Tsunemasa
-
2015
Persistent link: https://www.econbiz.de/10011804434
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