Author of the publication

Inference on one-way effect and evidence in Japanese macroeconomic data

, and . Journal of Econometrics, 98 (2): 225--255 (October 2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Inference on one-way effect and evidence in Japanese macroeconomic data, and . Journal of Econometrics, 98 (2): 225--255 (October 2000)The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence. Journal of Econometrics, 73 (1): 217--236 (July 1996)Fractional Invariance Principle. Journal of Time Series Analysis, 26 (3): 463--486 (121 05 2005)doi: 10.1111/j.1467-9892.2004.00411.x.Elimination of Third-series Effect and Defining Partial Measures of Causality. Journal of Time Series Analysis, 22 (5): 537--554 (244 09 2001)doi: 10.1111/1467-9892.00240.