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A unified approach to the measurement error problem in time series models
Tanaka, Katsuto - In: Econometric theory 18 (2002) 2, pp. 278-296
Persistent link: https://www.econbiz.de/10001661295
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The Fredholm approach to asymptotic inference on nonstationary and noninvertible time series models
Tanaka, Katsuto - In: Econometric theory 6 (1990) 4, pp. 411-432
Persistent link: https://www.econbiz.de/10001117686
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Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto - In: Econometric theory 35 (2019) 5, pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190