Taku Yamamoto

On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models

Taku Yamamoto, 1980 .

Predictions of multivariate autoregressive-moving average models

Taku Yamamoto, Taku Yamamoto, 1981 .

Properties of Predictors in Misspecified Autoregressive Time Series Models

Naoto Kunitomo, N. Kunitomo, Taku Yamamoto, 1985 .

Asymptotic mean square prediction error for an autoregressive model with estimated coefficients

Taku Yamamoto, Taku Yamamoto, 1976 .