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A note on hypothesis testing based on the fully modified vector autoregression

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  • Yamada, Hiroshi
  • Toda, Hiro Y.

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  • Yamada, Hiroshi & Toda, Hiro Y., 1997. "A note on hypothesis testing based on the fully modified vector autoregression," Economics Letters, Elsevier, vol. 56(1), pages 27-39, September.
    • Handle: RePEc:eee:ecolet:v:56:y:1997:i:1:p:27-39
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    References listed on IDEAS

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    1. Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.
    2. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 99-125.
    3. Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, September.
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