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  • Published in: Journal of Time Series Analysis 183 2004Authors: Clive W J Granger 183 Esfandiar Maasoumi 183 Jeffrey S RacineAffiliation: University of California San Diego 183 Southern Methodist University 183 SyrAbout: Information theory 183 Bootstrapping 183 Resampling 183 Serial dependenceInquire Now
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    By Hiro Y Toda and Taku Yamamoto Statistical inference in vector autoregressions with possibly integrated processes

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    By Hiro Y Toda and Taku Yamamoto Statistical inference in vector autoregressions with possibly integrated processes

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  • A Dependence Metric for Possibly Nonlinear Processes

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  • Published in: Journal of Time Series Analysis 183 2004Authors: Clive W J Granger 183 Esfandiar Maasoumi 183 Jeffrey S RacineAffiliation: University of California San Diego 183 Southern Methodist University 183 SyrAbout: Information theory 183 Bootstrapping 183 Resampling 183 Serial dependenceInquire Now
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  • Published in: Journal of Econometrics 183 1995Authors: H Toda 183 Taku YamamotoAffiliation: University of Tsukuba 183 Hitotsubashi UniversityAbout: Time series 183 Autoregressive model 183 Asymptotic analysis 183 Vector autoInquire Now
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    Abstract A transformed metric entropy measure of dependence is studied which satisfies many desirable properties, including being a proper measure of distance It is

  • Published in: Journal of Time Series Analysis 183 2004Authors: Clive W J Granger 183 Esfandiar Maasoumi 183 Jeffrey S RacineAffiliation: University of California San Diego 183 Southern Methodist University 183 SyrAbout: Information theory 183 Bootstrapping 183 Resampling 183 Serial dependenceInquire Now
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    JOURNALOF Econometrics ELSEVIER Journal of Econometrics 66 (1995) 225250 Statistical inference in vector autoregressions with possibly integrated processes

  • Published in: Journal of Econometrics 183 1995Authors: H Toda 183 Taku YamamotoAffiliation: University of Tsukuba 183 Hitotsubashi UniversityAbout: Time series 183 Autoregressive model 183 Asymptotic analysis 183 Vector autoInquire Now
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    A transformed metric entropy measure of dependence is studied which satisfies many desirable properties, including being a proper measure of 'distance' It is c

  • Published in: Journal of Time Series Analysis 183 2004Authors: Clive W J Granger 183 Esfandiar Maasoumi 183 Jeffrey S RacineAffiliation: University of California San Diego 183 Southern Methodist University 183 SyrAbout: Information theory 183 Bootstrapping 183 Resampling 183 Serial dependenceInquire Now
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  • A Dependence Metric for Possibly Nonlinear Processes

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  • Published in: Journal of Time Series Analysis 183 2004Authors: Clive W J Granger 183 Esfandiar Maasoumi 183 Jeffrey S RacineAffiliation: University of California San Diego 183 Southern Methodist University 183 SyrAbout: Information theory 183 Bootstrapping 183 Resampling 183 Serial dependenceInquire Now
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