Access Statistics for 黒住英司 (Eiji Kurozumi)

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 2 456
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 1 1 6 201 3 4 20 621
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 0 1 577
Confidence Sets for the Break Date Based on Optimal Tests 0 0 1 97 0 0 2 74
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 0 0 3 118
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 1 40 0 1 3 199
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 0 0 0 140
Estimation and Inference in Predictive Regressions 0 0 0 57 0 2 2 93
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 0 26 0 0 2 54
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 0 22 0 0 0 107
Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] 0 0 0 11 0 0 1 56
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 2 45 0 0 9 251
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 174 0 0 0 742
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 1 1 636
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 0 156 1 2 4 520
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 1 104
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 16 0 0 2 51
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 1 1 1 160
Reducing the Size Distortion of the KPSS Test 0 0 0 81 0 0 1 210
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 0 0 77 1 1 2 108
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 1 2 3 407
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 46 0 0 0 137
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 1 2 2 574
Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. ) 0 0 0 32 0 1 1 121
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 2 2 2 89
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 1 1 1 341 1 1 2 767
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 0 12 0 0 0 112
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 0 1 2 60
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 3 4 9 873 5 13 33 2,370
Total Working Papers 5 6 21 3,176 17 34 102 9,914

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data 0 0 1 32 1 2 3 105
A simple panel stationarity test in the presence of serial correlation and a common factor 0 1 7 95 2 4 26 271
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 1 67 0 0 3 274
Construction of Stationarity Tests with Less Size Distortions 0 0 1 10 0 0 1 58
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 0 0 150
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 1 1 56
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 0 0 0 55
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 1 1 1 189
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 0 0 1 46
Lag augmentation in regression models with possibly integrated regressors 0 0 0 10 0 0 0 34
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 33 0 0 2 151
Model selection criteria in multivariate models with multiple structural changes 0 0 4 77 0 0 13 279
Modified lag augmented vector autoregressions 1 2 3 96 2 4 5 313
Reducing the size distortion of the KPSS test 0 0 0 14 0 0 2 63
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 0 0 0 29
TESTING FOR PERIODIC STATIONARITY 0 0 0 54 0 1 1 198
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 1 1 77
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 0 1 1 93
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 0 19 0 0 1 75
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 0 0 2 127
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 0 0 0 52
Testing for stationarity with a break 0 0 1 121 0 1 5 328
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 1 113 0 0 10 423
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 0 1 112
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 1 1 1 37 1 1 2 106
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 1 1 20 3 4 6 84
Total Journal Articles 2 5 21 1,020 10 21 88 3,748

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Statistics updated 2025-03-03