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On the Granger condition: for non-causality
Hosoya, Yuzo - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 7, pp. 1735-1736
Persistent link: https://www.econbiz.de/10002967381
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Causal analysis and statistical inference on possibly non-stationary time series
Hosoya, Yuzo - 1997
Persistent link: https://www.econbiz.de/10001328737
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A three-step procedure for estimating and testing cointegrated ARMAX models
Takimoto, Taro; Hosoya, Yuzo - In: The Japanese economic review : the journal of the … 55 (2004) 4, pp. 418-450
Persistent link: https://www.econbiz.de/10002521910
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Testing the one-way effect in the presence of trend breaks
Hosoya, Yuzo; Yao, Feng; Takimoto, Taro - In: The Japanese economic review : the journal of the … 56 (2005) 1, pp. 107-126
Persistent link: https://www.econbiz.de/10003120522
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of econometrics 98 (2000) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
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Ancillarity and the limited information maximum-likelihood estimation of a structural equation in a simultaneous equation system
Hosoya, Yuzo - In: Econometric theory 5 (1989) 3, pp. 385-404
Persistent link: https://www.econbiz.de/10001079349
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Hierarchical statistical models and a generalized likelihood ratio test
Hosoya, Yuzo - In: Journal of the Royal Statistical Society 51 (1989) 3, pp. 435-447
Persistent link: https://www.econbiz.de/10001070257
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Inference on transformed stationary time series
Hosoya, Yuzo; Terasaka, Takahiro - In: Journal of econometrics 151 (2009) 2, pp. 129-139
Persistent link: https://www.econbiz.de/10003877947
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of Econometrics 98 (2000) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10005239126
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A THREE-STEP PROCEDURE FOR ESTIMATING AND TESTING COINTEGRATED ARMAX MODELS
TAKIMOTO, TARO; HOSOYA, YUZO - In: The Japanese Economic Review 55 (2004) 4, pp. 418-450
Persistent link: https://www.econbiz.de/10005290782