Sinusoidal limit theorems and their applications to econometric models

von Yamamoto, Taku
Veröffentlicht 1974

A simple approach to the statistical inference in linear time series models which may have some unit roots

von Yamamoto, Taku
Veröffentlicht in Hitotsubashi journal of economics (1996)

Improving the prediction of autoregressive models

von Yamamoto, Taku
Veröffentlicht in In honour of Michio Hatanaka

A note on the use of two-step Aitken method in inappropriate situations

von Yamamoto, Taku
Veröffentlicht in Kikan riron keizaigaku (1977)

Asymptotic mean square error of multi-step prediction from mixed autoregressive moving average model

von Yamamoto, Taku
Veröffentlicht 1975

Normal tests for a unit root in the autoregressive time series model

von Yamamoto, Taku
Veröffentlicht in Hitotsubashi journal of economics (1993)

A note on the effect of misspecification and temporal aggregation in the GLS model

von Yamamoto, Taku
Veröffentlicht in Kikan riron keizaigaku (1981)

On the prediction efficiency of the generalized least squares model with an estimated variance covariance matrix

von Yamamoto, Taku
Veröffentlicht in International economic review (1979)

On the treatment of autocorrelated errors in the multiperiod prediction of dynamic simultaneous equation models

von Yamamoto, Taku
Veröffentlicht in International economic review (1980)

A note on the use of two-step Aitken method in inappropriate situations

von Yamamoto, Taku
Veröffentlicht 1975

Forecasting in large cointegrated processes

von Chigira, Hiroaki
Veröffentlicht in Journal of forecasting (2009)

Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems

von Arai, Yoichi
Veröffentlicht in Economics letters (2000)

The effect of estimating parameters on long-term forecasts for cointegrated systems

von Chigira, Hiroaki
Veröffentlicht in Journal of forecasting (2012)

Asymptotic bias of the least squares estimator for multivariate autoregressive models

von Yamamoto, Taku
Veröffentlicht 1982

Conditions on consistency for testing hypotheses under rational expectation by vector autoregressive models and cointegration

von Kunitomo, Naoto
Veröffentlicht in The economic studies quarterly (1990)

Modified lag augmented vector autoregressions

von Kurozumi, Eiji
Veröffentlicht in Econometric reviews (2000)

Lag augmentation in regression models with possibly integrated regressors

von Yamamoto, Taku
Veröffentlicht in Hitotsubashi journal of economics (2005)

Keiryō keizaigaku

von Yamamoto, Taku
Veröffentlicht 20223

Equivalence of two expressions of the impact matrix

von Kurozumi, Eiji
Veröffentlicht in Econometric theory (2005)