Hiro Y. Toda

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

Research outcomes over time

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