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Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi journal of economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10003292655
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Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
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A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10001213253
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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
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A Simple Approach to the Statistical Inference in Linear Time Series Models Which May Have Some Unit Roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10006101375
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Normal Tests for a Unit Root in the Autoregressive Time Series Model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10006107521
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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/10008305450
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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
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - In: Hitotsubashi journal of economics 54 (2013) 2, pp. 231-250
Persistent link: https://www.econbiz.de/10010343650