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 2 2 13 630
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 2 2 2 458
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 0 1 3 580
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 0 0 1 75
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 2 2 2 120
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 0 4 202
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 4 4 5 145
Estimation and Inference in Predictive Regressions 0 0 1 58 1 1 5 96
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 1 27 2 3 4 58
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 1 23 0 2 3 110
Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] 0 0 0 11 0 1 1 57
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 46 0 0 2 253
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 3 4 639
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 175 2 5 6 748
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 1 157 1 2 7 525
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 16 0 0 0 51
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 2 5 6 110
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 0 0 2 161
Reducing the Size Distortion of the KPSS Test 0 0 0 81 0 1 1 211
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 0 1 78 1 2 6 113
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 4 5 10 415
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 46 0 1 3 140
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 1 2 7 579
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 0 3 123
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 0 0 2 89
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 0 12 0 1 2 114
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 0 1 2 61
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 2 3 12 881 2 7 42 2,399
Total Working Papers 2 3 22 2,852 27 53 148 9,262
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 1 4 7 110
A simple panel stationarity test in the presence of serial correlation and a common factor 0 3 7 101 1 7 21 288
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 0 0 4 278
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 0 2 3 61
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 1 2 152
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 2 3 58
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 2 3 3 58
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 5 5 7 195
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 0 0 1 47
Lag augmentation in regression models with possibly integrated regressors 0 0 0 10 0 1 1 35
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 33 2 3 6 157
Model selection criteria in multivariate models with multiple structural changes 0 1 2 79 0 2 6 285
Modified lag augmented vector autoregressions 0 0 2 96 0 2 6 315
Reducing the size distortion of the KPSS test 0 0 0 14 1 2 2 65
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 0 2 199
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 1 3 79
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 0 0 2 94
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 0 19 0 2 2 77
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 0 0 3 130
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 1 1 1 53
Testing for stationarity with a break 0 0 0 121 1 2 3 330
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 0 113 0 1 6 429
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 1 4 116
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 1 37 0 0 4 109
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 0 5 85
Total Journal Articles 0 4 13 1,028 15 42 107 3,834

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Statistics updated 2025-12-06