The following pages link to Eiji Kurozumi (Q302105):
Displaying 33 items.
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Monitoring parameter changes in models with a trend (Q2301122) (← links)
- Reducing the size distortion of the KPSS test (Q3103196) (← links)
- EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- The Wald-Type Test of a Normalization of Cointegrating Vectors (Q3542425) (← links)
- Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
- TESTING FOR PERIODIC STATIONARITY (Q4443974) (← links)
- Modified lag augmented vector autoregressions (Q4493479) (← links)
- Confidence Sets for the Date of a Structural Change at the End of a Sample (Q4556514) (← links)
- Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters (Q4678110) (← links)
- THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
- THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES (Q4807331) (← links)
- Asymptotic Behavior of Delay Times of Bubble Monitoring Tests (Q4997700) (← links)
- (Q5011448) (← links)
- Novel panel cointegration tests emending for cross-section dependence with<i>N</i>fixed (Q5091831) (← links)
- Confidence sets for the break date based on optimal tests (Q5091832) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- (Q5248178) (← links)
- Monitoring Parameter Constancy with Endogenous Regressors (Q5357990) (← links)
- Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
- Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- Power properties of the modified CUSUM tests (Q5866043) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)
- Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347) (← links)
