The following pages link to Masao Ogaki (Q290960):
Displayed 11 items.
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- A chi-square test for a unit root (Q756896) (← links)
- A consistent test for the null of stationarity against the alternative of a unit root (Q1195085) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- On the Granger representation theorem: A counter example? (Q1274180) (← links)
- Intertemporal substitution and durable goods: long-run data (Q1274794) (← links)
- Cotrending and the stationarity of the real interest rate (Q1316984) (← links)
- Efficiency bound calculations for a time series model, with conditional heteroskedasticity (Q2638711) (← links)
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (Q4203681) (← links)
- TOUGH LOVE AND INTERGENERATIONAL ALTRUISM* (Q4620013) (← links)
- Dynamic Seemingly Unrelated Cointegrating Regressions (Q5692950) (← links)