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Efficient estimation and inference in cointegrating regressions with structural change
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002879618
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Point optimal test for cointegration with unknown variance-covariance matrix
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10003155098
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
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Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
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Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji - 2016
Persistent link: https://www.econbiz.de/10011549135
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Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji - 2017
Persistent link: https://www.econbiz.de/10011962352
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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - 2023
Persistent link: https://www.econbiz.de/10014426316
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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
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - 2011
Persistent link: https://www.econbiz.de/10009239376
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Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - 2012
Persistent link: https://www.econbiz.de/10009666619