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~subject:"Cointegration"
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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
Saved in:
2
Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi
;
Kurozumi, Eiji
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
Saved in:
3
Point optimal test for cointegration with unknown variance-covariance matrix
Kurozumi, Eiji
(
contributor
);
Arai, Yoichi
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003155098
Saved in:
4
Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002530567
Saved in:
5
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
Saved in:
6
Modified lag augmented vector autoregressions
Kurozumi, Eiji
;
Yamamoto, Taku
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 207-231
Persistent link: https://www.econbiz.de/10001483709
Saved in:
7
Tests for long-run granger non-causality in cointegrated systems
Yamamoto, Taku
(
contributor
);
Kurozumi, Eiji
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10002530549
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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/10003833777
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