Taku Yamamoto

Available identifiers

Publication	Date of Publication	Type
The effect of estimating parameters on long-term forecasts for cointegrated systems	2018-10-11	Paper
Forecasting based upon cointegration analysis and its applications	2014-11-18	Paper
Time series analysis in economics: a brief survey and prospect	2009-03-26	Paper
Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions	2007-07-23	Paper
Tests for Long-Run Granger Non-Causality in Cointegrated Systems	2007-05-29	Paper
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX	2006-03-22	Paper
Modified lag augmented vector autoregressions	2000-08-06	Paper
Statistical inference in vector autoregressions with possibly integrated processes	1995-06-06	Paper
Properties of Predictors in Misspecified Autoregressive Time Series Models	1985-01-01	Paper
Asymptotic bias of the least squares estimator for multivariate autoregressive models	1984-01-01	Paper
Predictions of multivariate autoregressive-moving average models	1981-01-01	Paper
On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models	1980-01-01	Paper
On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix	1979-01-01	Paper

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