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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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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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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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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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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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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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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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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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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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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