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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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Asymptotic bias of the least squares estimator for multivariate autoregressive models
Yamamoto, Taku; Kunitomo, Naoto - 1982
Persistent link: https://www.econbiz.de/10003579182
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Improving the finite sample performance of tests for a shift in mean
Yamazaki, Daisuke; Kurozumi, Eiji - 2014
Persistent link: https://www.econbiz.de/10010429167
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Estimation and inference in predictive regressions
Kurozumi, Eiji; Aono, Kohei - In: Hitotsubashi journal of economics 54 (2013) 2, pp. 231-250
Persistent link: https://www.econbiz.de/10010343650
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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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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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Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - 2013
Persistent link: https://www.econbiz.de/10010221322
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Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: The econometrics journal 18 (2015) 3, pp. 363-411
Persistent link: https://www.econbiz.de/10011473812