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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
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Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.; Yamamoto, Taku - In: Journal of econometrics 66 (1995) 1-2, pp. 225-250
Persistent link: https://www.econbiz.de/10006798474
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Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y. - In: Journal of econometrics 66 (1995) 1, pp. 225-250
Persistent link: https://www.econbiz.de/10001174117
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Model selection criteria for the leads-and-lags cointegrating regression
Choi, In; Kurozumi, Eiji - In: Journal of econometrics 169 (2012) 2, pp. 224-239
Persistent link: https://www.econbiz.de/10009987060
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Model selection criteria in multivariate models with multiple structural changes
Kurozumi, Eiji; Tuvaandorj, Purevdorj - In: Journal of econometrics 164 (2011) 2, pp. 218-239
Persistent link: https://www.econbiz.de/10009291428
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji; Hayakawa, Kazuhiko - In: Journal of econometrics 149 (2009) 2, pp. 118-136
Persistent link: https://www.econbiz.de/10008883238
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Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji; Hayakawa, Kazuhiko - In: Journal of econometrics 149 (2009) 2, pp. 118-135
Persistent link: https://www.econbiz.de/10008239811
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Testing for stationarity with a break
Kurozumi, Eiji - In: Journal of econometrics 108 (2002) 1, pp. 63-100
Persistent link: https://www.econbiz.de/10006769405
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Model selection criteria in multivariate models with multiple structural changes
Kurozumi, Eiji; Tuvaandorj, Purevdorj - In: Journal of econometrics 164 (2011) 2, pp. 218-238
Persistent link: https://www.econbiz.de/10009301938
Cover Image
Model selection criteria for the leads-and-lags cointegrating regression
Choi, In; Kurozumi, Eiji - In: Journal of econometrics 169 (2012) 2, pp. 224-238
Persistent link: https://www.econbiz.de/10009671315