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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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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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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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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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The hypothesis-testing in the "large econometric models"
Hatanaka, Michio - 1976
Persistent link: https://www.econbiz.de/10002846915
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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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Hypothesis-testing in the large macro-economic models
Hatanaka, Michio - 1977
Persistent link: https://www.econbiz.de/10002846940
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On the efficient estimation methods for the macro-economic models nonlinear in variables
Hatanaka, Michio - In: Journal of econometrics 8 (1978) 3, pp. 323-356
Persistent link: https://www.econbiz.de/10002846959
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On the existence and the approximation formulae for the moments of the k-class estimators
Hatanaka, Michio - 1972
Persistent link: https://www.econbiz.de/10002846984
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On the existence and the approximation formulae for the moments of the k-class estimators
Hatanaka, Michio - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 24 (1973) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10002846999