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Improving the prediction of autoregressive models
Yamamoto, Taku
Persistent link: https://www.econbiz.de/10001266075
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Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
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A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10001213253
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A note on the use of two-step Aitken method in inappropriate situations
Yamamoto, Taku - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 28 (1977) 1, pp. 78-85
Persistent link: https://www.econbiz.de/10003020937
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On the prediction efficiency of the generalized least squares model with an estimated variance covariance matrix
Yamamoto, Taku - In: International economic review 20 (1979) 3, pp. 693-705
Persistent link: https://www.econbiz.de/10003020938
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On the treatment of autocorrelated errors in the multiperiod prediction of dynamic simultaneous equation models
Yamamoto, Taku - In: International economic review 21 (1980) 3, pp. 735-748
Persistent link: https://www.econbiz.de/10003020946
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Sinusoidal limit theorems and their applications to econometric models
Yamamoto, Taku - 1974
Persistent link: https://www.econbiz.de/10004842921
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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/10011006288
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Normal Tests for a Unit Root in the Autoregressive Time Series Model
Yamamoto, Taku - In: Hitotsubashi Journal of Economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10009206388
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Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi Journal of Economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10009206463