Narrow search
Showing 21 - 30 of 1,026
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The granger non-causality test in cointegrated vector autoregressions
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530560
Cover Image
Forecasting in large cointegrated processes
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370820
Cover Image
A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki (contributor); Yamamoto, Taku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003370897
Cover Image
A Bayesian analysis of a random coefficient model in a simple Keynesian system
Tsurumi, Hiroki; Shiba, Tsunemasa - In: Journal of econometrics 18 (1982) 2, pp. 239-249
Persistent link: https://www.econbiz.de/10002926857
Cover Image
On Cooley and Prescott's time varying parameter model
Tsurumi, Hiroki; Shiba, Tsunemasa - In: The economic studies quarterly : the journal of the … 32 (1981) 2, pp. 176-180
Persistent link: https://www.econbiz.de/10002927211
Cover Image
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
Cover Image
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