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subject:"Theorie"
~person:"Kurozumi, Eiji"
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Search: subject_exact:"ADF test"
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Theorie
Einheitswurzeltest
14
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Kurozumi, Eiji
Phillips, Peter C. B.
57
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48
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41
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28
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24
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16
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15
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14
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13
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11
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10
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9
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9
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9
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9
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9
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9
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9
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1
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
2
Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji
;
Dashtseren, Khashbaatar
-
2011
Persistent link: https://www.econbiz.de/10009238562
Saved in:
3
Reducing the size distortion of the KPSS test
Kurozumi, Eiji
;
Tanaka, Shinya
-
2009
Persistent link: https://www.econbiz.de/10003940044
Saved in:
4
Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji
(
contributor
);
Arai, Yoichi
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387665
Saved in:
5
Construction of stationarity tests with less size distortions
Kurozumi, Eiji
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003245143
Saved in:
6
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. 814-816
Persistent link: https://www.econbiz.de/10009682663
Saved in:
7
A locally optimal test for no unit root in cross-sectionally dependent panel data
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
52
(
2011
)
2
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009501215
Saved in:
8
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/10002693262
Saved in:
9
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/10001702340
Saved in:
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