Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Kointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A simple panel stationarity te...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kointegration
Theorie
45
Theory
45
Cointegration
31
Estimation theory
31
Schätztheorie
31
Statistical test
25
Statistischer Test
25
Time series analysis
22
Zeitreihenanalyse
22
Estimation
21
Schätzung
21
Structural break
20
Panel
19
Panel study
19
Einheitswurzeltest
18
Strukturbruch
18
Unit root test
18
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Stochastic process
12
Stochastischer Prozess
12
Volatility
9
Bias
8
Systematischer Fehler
8
Technical efficiency
8
Technische Effizienz
8
Volatilität
8
Panel data
7
Terms of trade
7
Heteroscedasticity
6
Heteroskedastizität
6
Regression analysis
6
Regressionsanalyse
6
Terms of Trade
6
AIC
5
BIC
5
Commodity price
5
LM test
5
Maximum likelihood estimation
5
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Book / Working Paper
10
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
10
Working Paper
10
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
7
Non-commercial literature
7
Language
All
English
18
Author
All
Kurozumi, Eiji
18
Arai, Yoichi
3
Hayakawa, Kazuhiko
3
Hadri, Kaddour
2
Rao, Yao
2
Skrobotov, Anton
2
Yamamoto, Taku
2
Yamamoto, Yohei
2
Choi, In
1
Dashtseren, Khashbaatar
1
more ...
less ...
Published in...
All
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
3
Discussion papers, economics
3
Econometric reviews
2
Journal of econometrics
2
The econometrics journal
2
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
Saved in:
2
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
-
2013
Persistent link: https://www.econbiz.de/10010221322
Saved in:
3
Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002530567
Saved in:
4
The rank of a submatrix of cointegration
Kurozumi, Eiji
- In:
Econometric theory
21
(
2005
)
2
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
Saved in:
5
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji
;
Hayakawa, Kazuhiko
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 118-135
Persistent link: https://www.econbiz.de/10003833777
Saved in:
6
Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi
;
Kurozumi, Eiji
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
Saved in:
7
Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji
(
contributor
);
Arai, Yoichi
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387665
Saved in:
8
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
9
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
-
2016
Persistent link: https://www.econbiz.de/10011549903
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
