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Estimation theory
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Kurozumi, Eiji
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ECONIS (ZBW)
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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2
Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji
-
2017
Persistent link: https://www.econbiz.de/10011962352
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3
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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4
Point optimal test for cointegration with unknown variance-covariance matrix
Kurozumi, Eiji
(
contributor
);
Arai, Yoichi
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003155098
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5
A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Economics letters
115
(
2012
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
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6
Model selection criteria for the leads-and-lags cointegrating regression
Choi, In
;
Kurozumi, Eiji
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 224-238
Persistent link: https://www.econbiz.de/10009671315
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7
The role of "leads" in the dynamic OLS estimation of cointegrating regression models
Hayakawa, Kazuhiko
(
contributor
);
Kurozumi, Eiji
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003397121
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8
Stochastic local and moderate departures from a unit root and its application to unit root testing
Nishi, Mikihito
;
Kurozumi, Eiji
-
2022
Persistent link: https://www.econbiz.de/10013364485
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9
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
Saved in:
10
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
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