Hiro Y. Toda

Available identifiers

Publication	Date of Publication	Type
Inference in possibly integrated vector autoregressive models: Some finite sample evidence	2001-06-19	Paper
LM tests for unit roots in the presence of missing observations: Small sample evidence	1999-09-16	Paper
Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series	1998-08-09	Paper
A note on hypothesis testing based on the fully modified vector autoregression	1997-01-01	Paper
Vector autoregression and causality: a theoretical overview and simulation study	1996-01-24	Paper
Statistical inference in vector autoregressions with possibly integrated processes	1995-06-06	Paper
Vector Autoregressions and Causality	1994-10-16	Paper
The spurious effect of unit roots on vector autoregressions. An analytical study	1993-01-01	Paper

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