Narrow search
Showing 1 - 10 of 27
Cover Image
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
Cover Image
Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku; Kurozumi, Eiji - In: Hitotsubashi journal of economics 46 (2005) 2, pp. 159-175
Persistent link: https://www.econbiz.de/10003292655
Cover Image
Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku - In: Hitotsubashi journal of economics 34 (1993) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
Cover Image
A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku - In: Hitotsubashi journal of economics 37 (1996) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10001213253
Cover Image
The limiting properties of the Canova and Hansen test under local alternatives
Kurozumi, Eiji - In: Econometric theory 18 (2002) 5, pp. 1197-1220
Persistent link: https://www.econbiz.de/10001702340
Cover Image
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
Cover Image
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
Cover Image
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - 2012
Persistent link: https://www.econbiz.de/10009532158
Cover Image
Construction of stationarity tests with less size distortions
Kurozumi, Eiji (contributor) - 2005
Persistent link: https://www.econbiz.de/10003245143
Cover Image
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663