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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji; Skrobotov, Anton - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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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/10008305450
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Testing for the Null Hypothesis of Cointegration with a Structural Break
Arai, Yoichi; Kurozumi, Eiji - In: Econometric reviews 26 (2007) 6, pp. 705
Persistent link: https://www.econbiz.de/10007887051
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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/10006426456
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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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Point optimal test for cointegration with unknown variance-covariance matrix
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003155098
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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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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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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