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Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah; Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: Economics letters 117 (2012) 3, pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
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Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah; Hadri, Kaddour; Loungani, Prakash; Rao, Yao - In: Journal of international money and finance 42 (2014), pp. 208-223
Persistent link: https://www.econbiz.de/10010372665
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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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A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10009615344
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Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji; Yamazaki, Daisuke; Hadri, Kaddour - 2012
Persistent link: https://www.econbiz.de/10009666619
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Synergy between an improved covariate unit root test and cross‐sectionally dependent panel data unit root tests
Hadri, Kaddour; Kurozumi, Eiji; Yamazaki, Daisuke - In: The Manchester School 83 (2015) 6, pp. 676-700
Persistent link: https://www.econbiz.de/10011404751
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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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Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
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Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
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Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459