Narrow search
Showing 1 - 10 of 57
Cover Image
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
Cover Image
Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
Cover Image
Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji - 2016
Persistent link: https://www.econbiz.de/10011549135
Cover Image
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
Cover Image
Efficient estimation and inference in cointegrating regressions with structural change
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005
Persistent link: https://www.econbiz.de/10002879618
Cover Image
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
Cover Image
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
Cover Image
Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - 2011
Persistent link: https://www.econbiz.de/10009239376
Cover Image
Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - 2012
Persistent link: https://www.econbiz.de/10009666619
Cover Image
Improving the finite sample performance of tests for a shift in mean
Yamazaki, Daisuke; Kurozumi, Eiji - 2014
Persistent link: https://www.econbiz.de/10010429167