Dataset†
All data and programs used for this research project are available on request.
Publications†
Published in Refereed Journals†
Works in Progress†
- Mikio Ito, Akihiko Noda and Tatsuma Wada "Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach."
Presentations†
Conference Presentations†
- Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
- Western Economic Association International 88th Annual Conference in Seattle (June 2013).
- Japanese Economic Association 2013 Autumn Meeting at Kyushu Sangyo University (September 2013).
Seminar Presentations†