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 3 203 5 11 21 639
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 3 8 8 464
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 2 3 6 583
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 2 3 77
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 2 5 5 123
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 3 3 6 205
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 2 6 7 147
Estimation and Inference in Predictive Regressions 0 0 1 58 4 7 9 102
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 1 27 1 7 9 63
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 1 23 3 5 8 115
Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] 0 0 0 11 5 5 6 62
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 2 5 8 643
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 46 2 2 4 255
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 175 5 8 12 754
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 1 157 6 9 14 533
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 2 4 8 112
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 2 8 8 59
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 1 2 4 163
Reducing the Size Distortion of the KPSS Test 0 0 0 81 3 4 5 215
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 0 1 78 3 4 9 116
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 2 6 11 417
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 46 2 4 7 144
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 7 10 15 588
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 2 3 5 126
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 2 4 6 93
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 0 12 1 1 3 115
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 3 5 6 66
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 2 4 13 883 5 10 42 2,407
Total Working Papers 2 4 23 2,854 80 151 255 9,386
1 registered items for which data could not be found

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 0 32 3 6 11 115
A simple panel stationarity test in the presence of serial correlation and a common factor 2 3 9 104 3 6 24 293
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 4 6 10 284
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 2 2 5 63
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 1 1 3 153
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 2 4 6 62
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 2 4 5 60
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 5 12 14 202
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 1 4 5 51
Lag augmentation in regression models with possibly integrated regressors 0 0 0 10 1 1 2 36
Model selection criteria for the leads-and-lags cointegrating regression 1 1 1 34 3 9 13 164
Model selection criteria in multivariate models with multiple structural changes 0 0 2 79 3 4 10 289
Modified lag augmented vector autoregressions 0 0 1 96 2 6 10 321
Reducing the size distortion of the KPSS test 0 0 0 14 1 3 4 67
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 1 3 3 32
TESTING FOR PERIODIC STATIONARITY 0 0 0 54 2 2 3 201
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 2 2 4 81
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 4 4 5 98
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 0 19 2 4 6 81
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 1 6 9 136
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 3 4 4 56
Testing for stationarity with a break 0 0 0 121 3 9 10 338
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 0 113 1 5 11 434
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 3 6 118
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 1 37 0 1 5 110
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 0 2 6 87
Total Journal Articles 3 4 14 1,032 53 113 194 3,932

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Statistics updated 2026-02-12