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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
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Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji (contributor); Arai, Yoichi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387665
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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
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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
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Testing for linearity in regressions with I (1) processes
Arai, Yoichi - 2015
Persistent link: https://www.econbiz.de/10012195744
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Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji (contributor) - 2003
Persistent link: https://www.econbiz.de/10002530567
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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
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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
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Testing for linearity in regressions with I(1) processes
Arai, Yoichi - In: Hitotsubashi journal of economics 57 (2016) 1, pp. 111-138
Persistent link: https://www.econbiz.de/10011522367
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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