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
