The following pages link to Hiroaki Chigira (Q1929377):
Displayed 4 items.
- A test of serial independence of deviations from cointegrating relations (Q1929378) (← links)
- EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems (Q4687265) (← links)