Narrow search
Showing 1 - 10 of 13
Cover Image
Testing for a moving average unit root
Tanaka, Katsuto - In: Econometric theory 6 (1990) 4, pp. 433-444
Persistent link: https://www.econbiz.de/10001117685
Cover Image
The Fredholm approach to asymptotic inference on nonstationary and noninvertible time series models
Tanaka, Katsuto - In: Econometric theory 6 (1990) 4, pp. 411-432
Persistent link: https://www.econbiz.de/10001117686
Cover Image
A general framework for testing a null hypothesis in a "mixed" form
Gouriéroux, Christian - In: Econometric theory 5 (1989) 1, pp. 63-82
Persistent link: https://www.econbiz.de/10001065762
Cover Image
Solutions of multivariate rational expectations models
Broze, Laurence - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10001185254
Cover Image
Testing, encompassing, and simulating dynamic econometric models
Gouriéroux, Christian - In: Econometric theory 11 (1995) 2, pp. 195-228
Persistent link: https://www.econbiz.de/10001185255
Cover Image
Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto - In: Econometric theory 5 (1989) 3, pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
Cover Image
Simulation-based econometric methods
Gouriéroux, Christian; Monfort, Alain - 1996
Persistent link: https://www.econbiz.de/10000601118
Cover Image
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick; Gouriéroux, Christian - In: Econometric theory 30 (2014) 5, pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Cover Image
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto - In: Econometric theory 30 (2014) 4, pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
Cover Image
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto - In: Econometric theory 35 (2019) 5, pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190