On a new estimation method for time series models,『季刊理論経済学』1977 年.
ARMAX models and recursive calculation, (with E. J. Hannan), in Systems Dynamics
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Analysis of time varying parameter models, Ph.D. Thesis submitted
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The one-sided Lagrange multiplier test of the AR(p) model vs the
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Asymptotic expansions associated with the AR(1) model with unknown
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Non-normality of the Lagrange multiplier statistic for testing the
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Estimation for transients in the frequency domain, Journal of
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Asymptotic expansions for time series statistics, Journal of
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Approximate distributions of the periodogram and related statistics,
(with Seiji Nabeya)Econometric Theory, 1986.
Pitfalls in the conventional approach to the analysis of economic
time series, 大阪大学経済論集, 1987 年.
Asymptotic theory of a test for the constancy of regression
coefficients against the random walk alternative,(with Seiji Nabeya),
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Brown 運動と非定常時系列解析『一橋論叢』1988 年.
Asymptotic properties of the maximum-likelihood and nonlinear least-
squares estimators for noninvertible moving average models, (with S. E.
Satchell), Econometric Theory, 1989.
A general approach to the limiting distribution for estimators in
time series regression with nonstable autoregressive errors,
(with Seiji Nabeya), Econometrica, 1990.
Limiting power of unit-root tests in time-series regression,
(with Seiji Nabeya), Journal of Econometrics, 1990.
The Fredholm approach to asymptotic inference on nonstationary and
noninvertible time series models, Econometric Theory, 1990.
Testing for a moving average unit root, Econometric Theory, 1990.
Asymptotic distribution of the least squares estimator of the
cointegrating vector,『経済研究』1990 年.
時系列データの欠測値問題『統計調査の解析手法』に所収,
統計研究会,1990 年.
An alternative approach to the asymptotic theory of spurious
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Statistical analysis of higher order integrated and cointegrated
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The optimality of extended score tests with applications to testing
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Quantitative Economics, Maddala, G.S., Phillips, P.C.B., and Srinivasan, T.N.,
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景気の経済学と信号処理, Journal of Signal Processing, 1997.
The nonstationary fractional unit root, Econometric Theory, 1999.
K-asymptotics associated with deterministic trends in the integrated and
near-integrated processes, Japan Economic Review, 2001.
A unified approach to the measurement error problem in time series models, Econometric Theory, 2002.
共和分分析『経済時系列の統計−その数理的基礎』所収,岩波書店,2003 年.
ウェーブレット解析『経済時系列の統計−その数理的基礎』所収,岩波書店,2003 年.
Frequency domain and wavelet-based estimation for long-memory signal plus noise models, in Harvey A., Koopman, S.J. and Shephard, N. ed., State Space and Unobserved Component Models, Cambridge University Press, 2004.
ウェーブレット解析の統計学への応用について『数学』,2005 年.
On various applications of the wavelet analysis to statistics, American Mathematical Society Translations, 2008.
On the distributions of quadratic functionals of the ordinary and fractional Brownian motions, Journal of Statistical Planning and Inference, 2008.
Analysis of models with complex roots on the unit circle, Journal of the Japan Statistical Society, 2008.
Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process, Statistical Inference for Stochastic Processes, 2013.
Linear nonstationary models - A review of the work of Professor P.C.B. Phillips -, Econometric Theory, 2014.
ET Interview - Professor Katsuto Tanaka, interviewed by In Choi and Eiji Kurozumi, Econometric Theory, 2014.
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation, Econometric Theory, 2014.
Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process, Statistical Inference for Stochastic Processes, 2015.
Statistical inference associated with the fractional Brownian motion, GEM Report, Gakushuin University, 2016.
Cross-sectional effects of common and heterogeneous regressors on asymptotic properties of panel autoregressive unit root tests, Economic Papers, 2018.
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests, Econometric Theory, 2019.
Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process, Statistical Inference for Stochastic Processes, 2020.
Maximum likelihood estimation for the fractional Vasicek model, (with Weilin Xiao and Jun Yu), Econometrics, 2020.
Local powers of the MLE-based test for the panel fractional Ornstein-Uhlenbeck process, Economic Papers, Gakushuin University, 2021.
Distributions of quadratic functionals of higher order integrated Brownian motions, GEM Report, Gakushuin University, 2021.
Extensions of Darling's formula for the Fredholm determinant, Unpublished paper, 2023.
A unified approach to the measurement error problem in time series models. 日米時系列解析セミナー招待講演,京都大学,
2001 年.
Testing for a boundary parameter. 台湾中央研究院統計研究所招待講演,台北,2001 年.
Wavelet methods for inference problems associated with long-memory signal plus noise models. オランダ王立
科学アカデミー招待講演,アムステルダム,2002 年.
Linear nonstationary models - A review of the work of Professor P.C.B. Phillips -, New Zealand Econometrics Study Group Meeting 招待講演,オークランド,2008 年.
Derivation and computation of distributions of quadratic functionals of the ordinary and fractional Brownian motions, Distinguished Lecturer at IMS meeting, ソウル,2009 年
Distributions of quadratic functionals of the ordinary and fractional Brownian motions, Invited talks at University of Melbourne, La Trobe University and Monash University, 2009 年
Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation, 香港中文大学招待講演,2012 年.