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Continuous record asymptotics in systems of stochastic differential equations
Sørensen, Bent E. - In: Econometric theory 8 (1992) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10001126811
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Nabeya, Seiji; Sørensen, Bent E. - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10007014635
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Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji - In: Econometric theory 16 (2000) 2, pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
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Asymptotic moments of some unit root test statistics in the null case
Nabeya, Seiji - In: Econometric theory 15 (1999) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001381826
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Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
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Approximation to the limiting distribution of t- and d-statistics in testing for seasonal unit roots
Nabeya, Seiji - In: Econometric theory 17 (2001) 4, pp. 711-737
Persistent link: https://www.econbiz.de/10001606775
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MISCELLANEA - Independence of Double Wiener Integrals
Nabeya, Seiji - In: Econometric theory 17 (2001) 6, pp. 1143-1156
Persistent link: https://www.econbiz.de/10006976348
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ARTICLES - Approximation to the Limiting Distribution of t- and F-Statistics in Testing for Seasonal Unit Roots
Nabeya, Seiji - In: Econometric theory 17 (2001) 4, pp. 711-737
Persistent link: https://www.econbiz.de/10006978089
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Articles - Unit Root Seasonal Autoregressive Models with a Polynomial Trend of Higher Degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10006979814
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CORRIGENDA - Solution to Problem 98.5.3
Nabeya, Seiji - In: Econometric theory 16 (2000) 3, pp. 459-460
Persistent link: https://www.econbiz.de/10006983599