Concepedia

Katsuto Tanaka

KT

18

Publications

1.3K

Citations

16

H-Index

1983

Active since

Affiliations

Hitotsubashi University(Current)

Gakushuin University

Kanazawa University

Katsuto Tanaka is an author at Hitotsubashi University specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringEconometricsStatistical InferenceEstimation TheoryBusinessTime Series EconometricsForecastingProbabilityStochastic Processes

Publications per year

1983–2020

18

Publications

18

THE NONSTATIONARY FRACTIONAL UNIT ROOT

Katsuto Tanaka · Econometric Theory · 1999 · 219 citations

Y J, Parameter Estimation, Engineering +14

Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

Seiji Nabeya, Katsuto Tanaka · The Annals of Statistics · 1988 · 199 citations · Full text

Random Walk Process, Regression Coefficients Against, Engineering +10

Time Series Analysis: Nonstationary and Noninvertible Distribution Theory

Richard Davis, Katsuto Tanaka · Journal of the American Statistical Association · 1998 · 197 citations

Engineering, Financial Time Series Analysis, Business +6

Testing for a Moving Average Unit Root

Katsuto Tanaka · Econometric Theory · 1990 · 129 citations

Stationary Ma, Measurement, Econometrics +6

A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

Seiji Nabeya, Katsuto Tanaka · Econometrica · 1990 · 82 citations

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