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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
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The rank of a submatrix of cointegration
Kurozumi, Eiji - In: Econometric theory 21 (2005) 2, pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
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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/10006972581
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Equivalence of two expressions of the impact matrix
Kurozumi, Eiji; Chigira, Hiroaki; Yamamoto, Taku - In: Econometric theory 21 (2005) 4, pp. 870-875
Persistent link: https://www.econbiz.de/10003004751
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EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX
Kurozumi, Eiji; Chigira, Hiroaki; Yamamoto, Taku - In: Econometric theory 21 (2005) 4, pp. 870
Persistent link: https://www.econbiz.de/10006958756
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THE RANK OF A SUBMATRIX OF COINTEGRATION
Kurozumi, Eiji - In: Econometric theory 21 (2005) 2, pp. 299-325
Persistent link: https://www.econbiz.de/10006960164
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The ET interview: Professor Katsuto Tanaka
Choi, In; Kurozumi, Eiji; Tanaka, Katsuto - In: Econometric theory 30 (2014) 2, pp. 474-490
Persistent link: https://www.econbiz.de/10010399751