Narrow search
Showing 1 - 10 of 19
Cover Image
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
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
Cover Image
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
Cover Image
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Cover Image
Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - 2023
Persistent link: https://www.econbiz.de/10014426316
Cover Image
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
Cover Image
Investigating finite sample properties of estimators for approximate factor models when N is small
Tanaka, Shinya; Kurozumi, Eiji - In: Economics letters 116 (2012) 3, pp. 465-468
Persistent link: https://www.econbiz.de/10009674278
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
Cover Image
Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - In: Hitotsubashi journal of economics 54 (2013) 2, pp. 231-250
Persistent link: https://www.econbiz.de/10010343650
Cover Image
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