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 2 203 0 10 26 651
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 1 8 17 473
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 2 5 11 588
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 1 4 79
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 1 4 9 127
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 2 6 207
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 0 6 12 153
Estimation and Inference in Predictive Regressions 0 0 1 58 0 9 20 113
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 1 27 1 5 14 68
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 1 23 0 4 16 123
Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] 0 0 0 11 0 0 7 63
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 2 10 646
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 175 1 4 18 761
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 46 0 2 4 257
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 0 157 0 4 15 537
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 1 1 1 17 1 6 16 67
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 8 112
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 0 3 5 166
Reducing the Size Distortion of the KPSS Test 0 0 0 81 2 7 13 223
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 1 2 79 1 8 16 125
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 2 5 16 426
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 1 1 1 47 1 4 13 150
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 1 3 17 592
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 4 127
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 0 1 5 94
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 1 1 1 13 2 7 11 123
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 0 0 6 66
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 1 1 10 884 3 7 38 2,420
Total Working Papers 4 5 20 2,859 20 118 357 9,537
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 0 3 12 118
A simple panel stationarity test in the presence of serial correlation and a common factor 0 3 11 107 2 16 35 309
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 2 6 16 290
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 2 7 12 70
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 2 4 155
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 1 7 63
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 1 7 12 67
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 1 5 18 208
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 0 3 9 55
Lag augmentation in regression models with possibly integrated regressors 0 0 0 10 0 0 2 36
Model selection criteria for the leads-and-lags cointegrating regression 0 0 1 34 2 2 14 168
Model selection criteria in multivariate models with multiple structural changes 0 0 2 79 1 6 16 296
Modified lag augmented vector autoregressions 0 1 1 97 1 5 14 327
Reducing the size distortion of the KPSS test 0 0 0 14 1 2 6 69
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 1 1 1 5 1 2 6 35
TESTING FOR PERIODIC STATIONARITY 1 1 1 55 2 2 5 203
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 1 4 10 87
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 0 3 8 101
THE RANK OF A SUBMATRIX OF COINTEGRATION 1 1 1 20 1 1 8 83
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 2 3 11 139
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 0 2 7 59
Testing for stationarity with a break 0 0 0 121 0 0 11 339
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 0 113 1 4 11 438
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 4 8 122
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 0 37 1 8 11 118
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 1 3 6 90
Total Journal Articles 3 7 18 1,039 24 101 279 4,045

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Statistics updated 2026-06-04