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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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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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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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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