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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

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

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

On the maximum number of balancing subsets

Nabeya, Seiji - In: Journal of Mathematical Economics 13 (1984) 2, pp. 123-126

Persistent link: https://www.econbiz.de/10005527159

ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS

Nabeya, Seiji - In: Econometric Theory 16 (2000) 02, pp. 200-230

Persistent link: https://www.econbiz.de/10005411821

APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS

Nabeya, Seiji - In: Econometric Theory 17 (2001) 04, pp. 711-737

Persistent link: https://www.econbiz.de/10005411861

ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE

Nabeya, Seiji - In: Econometric Theory 15 (1999) 01, pp. 139-149

Persistent link: https://www.econbiz.de/10005411937

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) 05, pp. 937-966

This paper considers the distribution of the Dickey-Fuller test in a model with non-zero initial value and drift and trend. We show how stochastic integral representations for the limiting distribution can be derived either from the local to unity approach with local drift and trend or from the...

Persistent link: https://www.econbiz.de/10004967767

Local asymptotic distribution related to the AR(1) model with dependent errors

Nabeya, Seiji; Perron, Pierre - In: Journal of Econometrics 62 (1994) 2, pp. 229-264

Persistent link: https://www.econbiz.de/10005052872

INDEPENDENCE OF DOUBLE WIENER INTEGRALS

Nabeya, Seiji - In: Econometric Theory 17 (2001) 06, pp. 1143-1155

Persistent link: https://www.econbiz.de/10005610443