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Hatanaka, Michio
39
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Time-series-based econometrics : unit roots and co-integrations
Hatanaka, Michio
-
1996
Persistent link: https://www.econbiz.de/10000543880
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2
Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
Hatanaka, Michio
- In:
Journal of econometrics
4
(
1976
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10003064664
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3
A simple suggestion to improve the Mincer-Zarnowitz criterion for the evaluation of forecasts
Hatanaka, Michio
- In:
Annals of economic and social measurement : journal of …
3
(
1974
)
3
,
pp. 521-524
Persistent link: https://www.econbiz.de/10003064665
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4
A small sample estimation of spectra and crossspectra on economic time series
Hatanaka, Michio
-
1971
Persistent link: https://www.econbiz.de/10003064668
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5
The underestimation for variations in the forecast series : a note
Hatanaka, Michio
- In:
International economic review
16
(
1975
)
1
,
pp. 151-160
Persistent link: https://www.econbiz.de/10003064672
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6
Confidence judgment of the extrapolation from a dynamic money demand function
Hatanaka, Michio
- In:
Journal of economic dynamics & control
6
(
1983
)
1/2
,
pp. 55-78
Persistent link: https://www.econbiz.de/10002846887
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7
An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
Hatanaka, Michio
- In:
Journal of econometrics
2
(
1974
),
pp. 199-220
Persistent link: https://www.econbiz.de/10002846897
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8
The estimation of spectra and cross-spectra on short time series data
Hatanaka, Michio
- In:
International economic review
13
(
1972
)
3
,
pp. 679-704
Persistent link: https://www.econbiz.de/10002846905
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9
Hypothesis-testing in the large macro-economic models
Hatanaka, Michio
- In:
International economic review
18
(
1977
)
3
,
pp. 607-627
Persistent link: https://www.econbiz.de/10002846919
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10
Hypothesis-testing in the large macro-economic models
Hatanaka, Michio
-
1977
Persistent link: https://www.econbiz.de/10002846940
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