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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
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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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Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi journal of economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10003292655
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Efficient estimation and inference in cointegrating regressions with structural change
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002879618
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji (contributor); Hayakawa, Kazuhiko (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397116
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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