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THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA

Choi, In; Kurozumi, Eiji - In: Econometric Theory 30 (2014) 02, pp. 474-490

Persistent link: https://www.econbiz.de/10010752168

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/10009206463

Construction of Stationarity Tests with Less Size Distortions

Kurozumi, Eiji - In: Hitotsubashi Journal of Economics 50 (2009) 1, pp. 87-105

We propose a (trend) stationarity test with a good finite sample size even when a process is (trend) stationary with strong persistence; this is useful for distinguishing between a (trend) stationary process with strong persistence and a unit root process. It could be considered as a modified...

Persistent link: https://www.econbiz.de/10009206589

TESTING FOR PERIODIC STATIONARITY

Kurozumi, Eiji - In: Econometric reviews 21 (2002) 2, pp. 243

Persistent link: https://www.econbiz.de/10006893911

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/10008239811

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

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

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

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

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