Odaki Mitsuhiro

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Size Improvements In Unit Root Tests For Time Series With Serially Correlated Errors

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 39 Issue 2 pp. 73 - 97
Date of Issued	published_at 2015-11-30

Cointegration Rank Tests in Infinite Order Vector Autoregressive Processes <論説>

Creator	小瀧光博
Journal	廣島大學經濟論叢 Volume 37 Issue 1 pp. 57 - 81
Date of Issued	published_at 2013-07-31

Cointegration Rank Tests In Vector ARMA Models <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 35 Issue 3 pp. 19 - 39
Date of Issued	published_at 2012-03-15

Generalized VECM formulation and cointegrating rank determination by Johansen method <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 35 Issue 1 pp. 53 - 70
Date of Issued	published_at 2011-07-20

FINITE LAG ORDER VECTOR AUTOREGRESSIONS AND COINTEGRATING RANK DETECTION <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 34 Issue 3 pp. 41 - 77
Date of Issued	published_at 2011-03-15

TESTING FOR THE EXISTENCE OF ANI(1) VECM REPRESENTATION <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 34 Issue 1 pp. 43 - 61
Date of Issued	published_at 2010-07-15

A Testing Method for Granger Causality in Cointegrated Time Series Systems <Articles>

Creator	小瀧光博
Journal	廣島大學經濟論叢 Volume 23 Issue 1・2 pp. 49 - 87
Date of Issued	published_at 1999-10-30

反転可能性, 単位根, Co-integrationのための検定方式 <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 17 Issue 2 pp. 177 - 202
Date of Issued	published_at 1994-01-31

Co-integrationと非確率的トレンドを持つ多変量時系列体系におけるerror correction表現と最尤推定 <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 17 Issue 1 pp. 209 - 227
Date of Issued	published_at 1993-07-30

On Some Transformations for Achieving Stationarity and Invertibility in Cointegrated Systems <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 16 Issue 4 pp. 89 - 103
Date of Issued	published_at 1993-03-25

反転不能な移動平均過程における推定の問題について <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 16 Issue 3 pp. 75 - 102
Date of Issued	published_at 1992-11-10

非定常性に関する統計的諸問題と自己回帰モデルにおける係数の最小2乗推定 <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 15 Issue 1 pp. 185 - 212
Date of Issued	published_at 1991-07-20

A Notion of Noncausality in Vector Time Series with Intermediate Components <Articles>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 13 Issue 3・4 pp. 49 - 79
Date of Issued	published_at 1990-03-26

多変量時系列モデルにおけるco-integrationの定式化と統計的推測 <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 13 Issue 1 pp. 45 - 62
Date of Issued	published_at 1989-09-20

時系列におけるco-integrationとcommon trend <論説>

Creator	Odaki Mitsuhiro
Journal	廣島大學經濟論叢 Volume 12 Issue 2 pp. 59 - 77
Date of Issued	published_at 1988-12-15