Kyoto University · Economic Research Institute

Research keywordsunit root testing・sequential analysis・autoregressive processes・stopping times・sequential estimators・time series econometrics

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• A Sequential Test For a Unit Root in Monitoring a p -th Order Autoregressive Process-th Order Autoregressive Process
• Sequential analysis of detection for unit roots in autoregressive models with p-th orderPh.D. Thesis, Yokohama National University, Degree Number 28,
• Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive ModelsKIER Discussion Paper Series, No. 1060,

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