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~subject:"Kointegration"
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Kointegration
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ECONIS (ZBW)
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Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji
(
contributor
)
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2003
Persistent link: https://www.econbiz.de/10002530567
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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
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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
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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
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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
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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
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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
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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
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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
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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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