Items where Author is "Yajima, Y"

Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265

Robinson, Peter and Yajima, Y (2002) Determination of cointegrating rank in fractional systems. Journal of Econometrics, 106 (2). pp. 217-241. ISSN 0304-4076