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Katsuto Tanaka · Study

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Katsuto Tanaka

7 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0001-8965-3953

h-index7

i107

Citations530

Works here7

90

93

99

13

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Most cited in this library

THE NONSTATIONARY FRACTIONAL UNIT ROOT1999 · 210 citations
Testing for a Moving Average Unit Root1990 · 129 citations
Limiting power of unit-root tests in time-series regression1990 · 50 citations
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process2013 · 45 citations
An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration1993 · 42 citations

Works

7 shown

Maximum Likelihood Estimation for the Fractional Vasicek Model

Econometrics·2020·3 authors·Open access

19citations

Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process

Statistical Inference for Stochastic Processes·2014·1 author

35citations

Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein–Uhlenbeck process

Statistical Inference for Stochastic Processes·2013·1 author·Open access

45citations

THE NONSTATIONARY FRACTIONAL UNIT ROOT

Econometric Theory·1999·1 author·Open access

210citations

An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration

Econometric Theory·1993·1 author

42citations

Testing for a Moving Average Unit Root

Econometric Theory·1990·1 author

129citations

Limiting power of unit-root tests in time-series regression

Journal of Econometrics·1990·2 authors

50citations