Statistical inference in vector autoregressions with possibly integrated processes
Hiro Y. Toda; Taku Yamamoto · Journal of Econometrics · 1995
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APA 7
Toda, H. Y. & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. https://doi.org/10.1016/0304-4076(94)01616-8
MLA
Toda, Hiro Y, and Taku Yamamoto. "Statistical inference in vector autoregressions with possibly integrated processes." 1995. https://doi.org/10.1016/0304-4076(94)01616-8.
Chicago
Toda, Hiro Y. and Taku Yamamoto. 1995. "Statistical inference in vector autoregressions with possibly integrated processes.". https://doi.org/10.1016/0304-4076(94)01616-8.
Harvard
Toda, H. Y. and Yamamoto, T. 1995, Statistical inference in vector autoregressions with possibly integrated processes, Journal of Econometrics, available at: https://doi.org/10.1016/0304-4076(94)01616-8 [Accessed 7 Aug. 2026].
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- Title
- Statistical inference in vector autoregressions with possibly integrated processes
- Author / contributors
- Hiro Y. Toda; Taku Yamamoto
- Publisher
- Journal of Econometrics
- Publication year
- 1995
- Language
- English
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