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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
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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
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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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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