Hiro Y. Toda
Author
Alternate names Hiro Toda, Hiro Y. Toda, H.Y. Toda
Institution Tokyo Metropolitan University
Past institutions Tokyo Metropolitan University, Osaka University of Economics, Osaka University, University of Tsukuba, Institute for Social and Economic Research +1 more
H-index: 9
I10-index: 9
Works count: 18
Citations count: 7,385
Statistical inference in vector autoregressions with possibly integrated processes
1995 · Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics
Vector Autoregressions and Causality
1993 · Hiro Y. Toda, Peter C.B. Phillips · Econometrica
Vector autoregression and causality: a theoretical overview and simulation study
1994 · Hiro Y. Toda, Peter C.B. Phillips · Econometric Reviews