Katsuto Tanaka

发表

NON-NORMALITY OF THE LAGRANGE MULTIPLIER STATISTIC FOR TESTING THE CONSTANCY OF REGRESSION COEFFICIENTS

Katsuto Tanaka, Katsuto Tanaka, 1983 .

Analysis of time varying parameter models

Katsuto Tanaka, 1979, Bulletin of the Australian Mathematical Society.

ON A NEW ESTIMATION METHOD FOR TIME SERIES MODELS

Katsuto Tanaka, 1977 .

Testing for a Moving Average Unit Root

Katsuto Tanaka, 1990, Econometric Theory.

Local powers of least-squares-based test for panel fractional Ornstein-Uhlenbeck process

Weilin Xiao, Katsuto Tanaka, Yu Jun, 2020 .

Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process

Katsuto Tanaka, 2014, Statistical Inference for Stochastic Processes.

Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

Katsuto Tanaka, 2013, Statistical Inference for Stochastic Processes.

The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models

Katsuto Tanaka, 1990, Econometric Theory.

An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration

Katsuto Tanaka, 1993, Econometric Theory.

THE NONSTATIONARY FRACTIONAL UNIT ROOT

Katsuto Tanaka, Katsuto Tanaka, 1999, Econometric Theory.

THE IDENTIFICATION PROBLEM IN REGRESSION MODELS WITH TIME-VARYING PARAMETERS IN RANDOM WALK

M. Hatanaka, Katsuto Tanaka, 1985 .

Aproximate Distributions of the Periodogram and Related Statistics under Normality

Katsuto Tanaka, S. Nabeya, 1986, Econometric Theory.

LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS

Katsuto Tanaka, 2014, Econometric Theory.

Unit Root Tests in Autoregressive Models

Katsuto Tanaka, 2017 .

Time Series Analysis: Nonstationary and Noninvertible Distribution Theory

Katsuto Tanaka, Katsuto Tanaka, 1996 .

An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in ARMA Models

Katsuto Tanaka, Katsuto Tanaka, 1984 .

Professor Michio Hatanaka

Katsuto Tanaka, K. Maekawa, 1990, Econometric Theory.

COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS

Katsuto Tanaka, 2018, Econometric Theory.

Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

Seiji Nabeya, Katsuto Tanaka, Katsuto Tanaka, 1988 .

Limiting power of unit-root tests in time-series regression

Katsuto Tanaka, S. Nabeya, 1990 .

Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

Katsuto Tanaka, 2013, Statistical Inference for Stochastic Processes.