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Model selection criteria in multivariate models with multiple structural changes
Kurozumi, Eiji; Tuvaandorj, Purevdorj - In: Journal of econometrics 164 (2011) 2, pp. 218-238
Persistent link: https://www.econbiz.de/10009301938
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
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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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Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
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Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530567
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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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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - 2011
Persistent link: https://www.econbiz.de/10009239376
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349992
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji; Skrobotov, Anton - 2016
Persistent link: https://www.econbiz.de/10011549903
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Confidence sets for the break date based on optimal tests
Kurozumi, Eiji; Yamamoto, Yohei - In: The econometrics journal 18 (2015) 3, pp. 412-435
Persistent link: https://www.econbiz.de/10011473814