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Point optimal test for cointegration with unknown variance-covariance matrix

Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2005

Persistent link: https://www.econbiz.de/10003155098

Testing for linearity in regressions with I (1) processes

Arai, Yoichi - 2015

Persistent link: https://www.econbiz.de/10012195744

Testing for multiple structural changes with non-homogeneous regressors

Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10010510054

Confidence sets for the date of a mean shift at the end of a sample

Kurozumi, Eiji - 2017

Persistent link: https://www.econbiz.de/10011962352

Asymptotic properties of bubble monitoring tests

Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538

Persistent link: https://www.econbiz.de/10012181408

GLS under monotone heteroskedasticity

Arai, Yoichi; Otsu, Taisuke; Xu, Mengshan - 2022

Persistent link: https://www.econbiz.de/10014430084

Regression discontinuity design with potentially many covariates

Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2022

Persistent link: https://www.econbiz.de/10014430086

Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Arai, Yoichi; Ichimura, Hidehiko - 2013

Persistent link: https://www.econbiz.de/10009778400

Optimal bandwidth selection for differences of nonparametric estimators with an application to the sharp regression discontinuity design

Arai, Yoichi; Ichimura, Hidehiko - 2013

We consider the problem of choosing two bandwidths simultaneously for estimating the difference of two functions at given points. When the asymptotic approximation of the mean squared error (AMSE) criterion is used, we show that minimisation problem is not well-defined when the sign of the...

Persistent link: https://www.econbiz.de/10009753169

Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Arai, Yoichi; Ichimura, Hidehiko - 2014

Persistent link: https://www.econbiz.de/10010355788