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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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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
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ARTICLES - 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/10006984135
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MISCELLANEA - Asymptotic Moments of Some Unit Root Test Statistics in the Null Case
Nabeya, Seiji - In: Econometric theory 15 (1999) 1, pp. 139-150
Persistent link: https://www.econbiz.de/10006989821
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RISK SHARING THROUGH CAPITAL GAINS
Balli, Faruk; Kalemli-Ozcan, Sebnem; Sorensen, Bent - 2011
Persistent link: https://www.econbiz.de/10009809805
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FINANCIAL INTEGRATION WITHIN EU COUNTRIES: THE ROLE OF INSTITUTIONS, CONFIDENCE AND TRUST
Ekinci, Mehmet Fatih; Kalemli-Ozcan, Sebnem; Sorensen, Bent - 2007
Persistent link: https://www.econbiz.de/10007865715
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Leverage across firms, banks, and countries
Kalemli-Ozcan, Sebnem; Sorensen, Bent; Yesiltas, Sevcan - In: Journal of international economics 88 (2012) 2, pp. 284-298
Persistent link: https://www.econbiz.de/10010046337