Chang, Pao-Li; Sakata, Shinichi Estimation of impulse response functions using long autoregression. (English) Zbl 1122.62076 Econom. J. 10, No. 2, 453-469 (2007). MSC: 62M10 PDFBibTeX XMLCite \textit{P.-L. Chang} and \textit{S. Sakata}, Econom. J. 10, No. 2, 453--469 (2007; Zbl 1122.62076) Full Text: DOI
Preminger, Arie; Sakata, Shinichi A model selection method for S-estimation. (English) Zbl 1122.62105 Econom. J. 10, No. 2, 294-319 (2007). MSC: 62P20 62J02 60F17 65C05 PDFBibTeX XMLCite \textit{A. Preminger} and \textit{S. Sakata}, Econom. J. 10, No. 2, 294--319 (2007; Zbl 1122.62105) Full Text: DOI