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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. 224-239
Persistent link: https://www.econbiz.de/10009987060
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Investigating finite sample properties of estimators for approximate factor models when is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-469
Persistent link: https://www.econbiz.de/10010000188
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Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-817
Persistent link: https://www.econbiz.de/10010042056
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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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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/10007263225
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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/10006960164
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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/10006972581
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Testing for stationarity with a break
Kurozumi, Eiji - In: Journal of econometrics 108 (2002) 1, pp. 63-100
Persistent link: https://www.econbiz.de/10006769405
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A simple panel stationarity test in the presence of serial correlation and a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-35
Persistent link: https://www.econbiz.de/10009838622
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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. 118-136
Persistent link: https://www.econbiz.de/10008883238