Mitsuhiro ODAKI

Professor of Econometrics
Member of the Econometrics Research Group
Hiroshima University


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Research Interests
  • Cointegration rank tests in data generating processes with serially correlated errors

 

Sample Publications
  • Policy analysis with and without a priori conditions, (with M. Hatanaka), The Economic Studies Quarterly, 1983, 14, 3, 193-210.
  • Tests of Granger causality by the selection of the orders of a bivariate autoregressive model, Economics Letters, 1987, 22, 2-3, 223-227.
  • On the invertibility of fractionally differenced ARIMA processes, Biometrika, 1993, 80, 3, 703-709.
CONTACT INFORMATION
E-mail:odaki[at]hiroshima-u.ac.jp
Tel:+81-82-424-7265
WEBSITE