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person:"Kurozumi, Eiji"
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Search: subject_exact:"Test statistics"
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Statistical test
21
Statistischer Test
21
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10
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9
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9
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7
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7
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Kurozumi, Eiji
Phillips, Peter C. B.
76
Pesaran, M. Hashem
61
Dufour, Jean-Marie
57
Wolf, Michael
44
Khalaf, Lynda
40
Andrews, Donald W. K.
38
Romano, Joseph P.
38
Sentana, Enrique
38
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37
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36
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36
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35
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32
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32
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31
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30
Dette, Holger
30
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30
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30
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28
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27
Clark, Todd E.
27
Shi, Xiaoxia
27
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26
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25
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24
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24
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24
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24
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23
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23
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22
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22
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22
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22
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22
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22
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22
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21
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5
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4
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2
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2
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2
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ECONIS (ZBW)
21
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1
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
2
Power properties of the modified CUSUM tests
Jiang, Peiyun
;
Kurozumi, Eiji
-
2017
Persistent link: https://www.econbiz.de/10011962342
Saved in:
3
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
4
Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji
-
2016
Persistent link: https://www.econbiz.de/10011549135
Saved in:
5
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
-
2016
Persistent link: https://www.econbiz.de/10011549903
Saved in:
6
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
7
Improving the finite sample performance of tests for a shift in mean
Yamazaki, Daisuke
;
Kurozumi, Eiji
-
2014
Persistent link: https://www.econbiz.de/10010429167
Saved in:
8
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
Saved in:
9
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
-
2012
Persistent link: https://www.econbiz.de/10009532158
Saved in:
10
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
11
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
12
Synergy between an improved covariate unit root test and cross‐sectionally dependent panel data unit root tests
Hadri, Kaddour
;
Kurozumi, Eiji
;
Yamazaki, Daisuke
- In:
The Manchester School
83
(
2015
)
6
,
pp. 676-700
Persistent link: https://www.econbiz.de/10011404751
Saved in:
13
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:
14
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:
15
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:
16
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/10003869253
Saved in:
17
Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi
;
Kurozumi, Eiji
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
Saved in:
18
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:
19
Testing for periodoc stationary
Kurozumi, Eiji
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 243-270
Persistent link: https://www.econbiz.de/10001704809
Saved in:
20
Testing for stationarity with a break
Kurozumi, Eiji
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001656581
Saved in:
21
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
Saved in:
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