Mitsuhiro Odaki

Available identifiers

zbMath Open odaki.mitsuhiroMaRDI QIDQ899879

List of research outcomes

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	2022-05-20	Paper
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses	2018-08-31	Paper
Tests of Granger causality by the selection of the orders of a bivariate autoregressive model	2016-01-01	Paper
On the invertibility of fractionally differenced ARIMA processes	1994-04-26	Paper

Research outcomes over time

This page was built for person: Mitsuhiro Odaki