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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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Local asymptotic distributions related to the AR(1) model with dependent errors
Nabeya, Seiji; Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831363
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Examples on core and equilibria in coalition production economies
Nabeya, Seiji - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 35 (1984) 2, pp. 181-189
Persistent link: https://www.econbiz.de/10001008443
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Local asymptotic distribution related to the AR (1) model with dependent errors
Nabeya, Seiji - In: Journal of econometrics 62 (1994) 2, pp. 229-264
Persistent link: https://www.econbiz.de/10001162301
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A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
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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 - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10001175048
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Transformations preserving normality and Wishart-ness
Nabeya, Seiji; Kariya, Takeaki - 1988
Persistent link: https://www.econbiz.de/10000132671