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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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Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku (contributor); Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530549
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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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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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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
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Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji - 2016
Persistent link: https://www.econbiz.de/10011549135
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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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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