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 1 5 10 466
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 2 203 4 11 23 645
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 2 4 8 585
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 1 3 78
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 2 4 7 125
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 3 5 205
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 1 3 7 148
Estimation and Inference in Predictive Regressions 0 0 1 58 3 9 14 107
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 1 27 1 2 10 64
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 1 23 3 10 15 122
Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] 0 0 0 11 0 6 7 63
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 4 9 645
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 175 1 9 16 758
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 46 1 3 4 256
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 1 157 3 9 16 536
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 0 4 10 61
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 2 8 112
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 0 1 2 163
Reducing the Size Distortion of the KPSS Test 0 0 0 81 3 7 9 219
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 1 1 2 79 2 6 11 119
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 0 6 12 421
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 46 1 5 10 147
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 0 8 14 589
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 2 4 126
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 0 2 4 93
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 0 12 4 6 8 120
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 0 3 6 66
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 0 2 10 883 0 11 40 2,413
Total Working Papers 1 3 20 2,855 33 146 292 9,452
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 10 115
A simple panel stationarity test in the presence of serial correlation and a common factor 2 4 11 106 6 9 28 299
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 1 5 11 285
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 1 3 6 64
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 1 2 153
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 2 6 62
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 2 4 7 62
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 1 7 14 204
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 1 3 7 53
Lag augmentation in regression models with possibly integrated regressors 0 0 0 10 0 1 2 36
Model selection criteria for the leads-and-lags cointegrating regression 0 1 1 34 0 5 13 166
Model selection criteria in multivariate models with multiple structural changes 0 0 2 79 1 5 12 291
Modified lag augmented vector autoregressions 1 1 1 97 1 4 10 323
Reducing the size distortion of the KPSS test 0 0 0 14 0 1 4 67
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 0 4 0 2 4 33
TESTING FOR PERIODIC STATIONARITY 0 0 0 54 0 2 3 201
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 4 6 83
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 1 5 6 99
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 0 19 0 3 7 82
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 0 1 8 136
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 0 4 5 57
Testing for stationarity with a break 0 0 0 121 0 4 11 339
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 0 113 1 2 9 435
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 0 1 5 118
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 0 37 1 1 4 111
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 1 1 4 88
Total Journal Articles 3 6 15 1,035 18 83 204 3,962

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Statistics updated 2026-04-09