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~subject:"Cointegration"
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Cointegration
Statistical test
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Statistischer Test
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Kointegration
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Time series analysis
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locally best test
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structural change
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unit root
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Kurozumi, Eiji
32
Arai, Yoichi
7
Hayakawa, Kazuhiko
6
Choi, In
5
Yamamoto, Taku
5
Hadri, Kaddour
2
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Institute of Economic Research, Hitotsubashi University
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Kurozumi, Eiji
(
contributor
);
Hayakawa, Kazuhiko
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003397116
Saved in:
10
The role of "leads" in the dynamic OLS estimation of cointegrating regression models
Hayakawa, Kazuhiko
(
contributor
);
Kurozumi, Eiji
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003397121
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