• Other Papers

    • Estimation and Inference in Predictive Regressions (with Kohei Aono), Global COE Hi-Stat Dsicussion Paper Series 192, Hitotsubashi University, 2011.

    • Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes (with Khashbaatar Dashtseren), Global COE Hi-Stat Dsicussion Paper Series 187, Hitotsubashi University, 2011.

    • Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small (with Shinya Tanaka), Global COE Hi-Stat Dsicussion Paper Series 156, Hitotsubashi University, 2010.

    • Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend, Discussion Paper #2003-14, Graduate School of Economics, Hitotsubashi University, 2003 (Revised May 2004).

    • Essays on Testing for Stationarity Possibly with Seasonality and a Structural Change, Ph.D. Thesis Submitted to Hitotsubashi University, 2000.

    • Testing for the Long Run Relation with Seasonal Cointegration, Manuscript, 1999.