Mitsuhiro Odaki
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Johansen cointegration rank tests under local alternative hypotheses when related drift or linear trend is not dependent upon sample size in VARs Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
| Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses Economics Letters | 2018-08-31 | Paper |
| Tests of Granger causality by the selection of the orders of a bivariate autoregressive model Economics Letters | 2016-01-01 | Paper |
| On the invertibility of fractionally differenced ARIMA processes Biometrika | 1994-04-26 | Paper |
Research outcomes over time
This page was built for person: Mitsuhiro Odaki
