Author:
Chigira Hiroaki,Yamamoto Taku
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation
Reference22 articles.
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2. A test for cointegration rank based on principal component analysis;Chigira;Applied Economics Letters,2008
3. Chigira H, Yamamoto T. 2006. Cointegration, integration, and long-term forecasting. Hi-Stat Discussion Paper Series No. 148, Institute of Economic Research, Hitotsubashi University.
4. Cointegration and long-horizon forecasting;Christoffersen;Journal of Business and Economic Statistics,1998
5. On the limitations of comparing mean square forecast errors;Clements;Journal of Forecasting,1993
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4 articles.
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