The following pages link to Taku Yamamoto (Q1062706):
Displaying 13 items.
- Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- (Q2930382) (← links)
- EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- (Q3616646) (← links)
- Properties of Predictors in Misspecified Autoregressive Time Series Models (Q3716155) (← links)
- On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix (Q3871778) (← links)
- On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models (Q3906292) (← links)
- Predictions of multivariate autoregressive-moving average models (Q3918960) (← links)
- Modified lag augmented vector autoregressions (Q4493479) (← links)
- The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems (Q4687265) (← links)
