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Lag augmentation in regression...
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Equivalence of two expressions of the impact matrix
Kurozumi, Eiji
;
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Econometric theory
21
(
2005
)
4
,
pp. 870-875
Persistent link: https://www.econbiz.de/10003004751
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2
Modified lag augmented vector autoregressions
Kurozumi, Eiji
;
Yamamoto, Taku
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 207-231
Persistent link: https://www.econbiz.de/10001483709
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3
Construction of stationarity tests with less size distortions
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
50
(
2009
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10003869253
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4
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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5
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
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Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
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The limiting properties of the Canova and Hansen test under local alternatives
Kurozumi, Eiji
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10001702340
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8
Testing for periodoc stationary
Kurozumi, Eiji
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 243-270
Persistent link: https://www.econbiz.de/10001704809
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Testing for stationarity with a break
Kurozumi, Eiji
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001656581
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10
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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