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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 - 2015
Persistent link: https://www.econbiz.de/10012195744
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Testing for periodoc stationary
Kurozumi, Eiji - In: Econometric reviews 21 (2002) 2, pp. 243-270
Persistent link: https://www.econbiz.de/10001704809
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Testing for stationarity with a break
Kurozumi, Eiji - In: Journal of econometrics 108 (2002) 1, pp. 63-99
Persistent link: https://www.econbiz.de/10001656581
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Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
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Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
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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
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Construction of stationarity tests with less size distortions
Kurozumi, Eiji - In: Hitotsubashi journal of economics 50 (2009) 1, pp. 87-105
Persistent link: https://www.econbiz.de/10003869253
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Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji - 2016
Persistent link: https://www.econbiz.de/10011549135