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~subject:"Unit root test"
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Unit root test
Cointegration
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Kurozumi, Eiji
16
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1
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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
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2
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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3
Construction of stationarity tests with less size distortions
Kurozumi, Eiji
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003245143
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4
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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5
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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6
Estimation and inference in predictive regressions
Kurozumi, Eiji
;
Aono, Kohei
-
2011
Persistent link: https://www.econbiz.de/10009239376
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7
A locally optimal test for no unit root in cross-sectionally dependent panel data
Hadri, Kaddour
;
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
52
(
2011
)
2
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009501215
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8
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
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9
Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah
;
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
Economics letters
117
(
2012
)
3
,
pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
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10
Covariate unit root test for cross-sectionally dependent panel data
Kurozumi, Eiji
;
Yamazaki, Daisuke
;
Hadri, Kaddour
-
2012
Persistent link: https://www.econbiz.de/10009666619
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