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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - 2011
Persistent link: https://www.econbiz.de/10009239376
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Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
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Synergy between an improved covariate unit root test and cross‐sectionally dependent panel data unit root tests
Hadri, Kaddour; Kurozumi, Eiji; Yamazaki, Daisuke - In: The Manchester School 83 (2015) 6, pp. 676-700
Persistent link: https://www.econbiz.de/10011404751
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - In: Hitotsubashi journal of economics 54 (2013) 2, pp. 231-250
Persistent link: https://www.econbiz.de/10010343650
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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - 2023
Persistent link: https://www.econbiz.de/10014426316
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Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459