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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
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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
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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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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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Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
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Change-point estimators with the weighted objective function when estimating breaks one at a time
Tayanagi, Toshikazu; Kurozumi, Eiji - 2023
Persistent link: https://www.econbiz.de/10014426316
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Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji; Dashtseren, Khashbaatar - 2011
Persistent link: https://www.econbiz.de/10009238562
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A simple panel stationarity test in the presence of serial correlation an a common factor
Hadri, Kaddour; Kurozumi, Eiji - In: Economics letters 115 (2012) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10009615344