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 2 5 203 1 3 20 628
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 1 456
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 0 0 0 154 1 1 1 578
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 0 0 1 118
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 2 4 202
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 0 0 1 141
Estimation and Inference in Predictive Regressions 1 1 1 58 2 2 4 95
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 1 1 27 0 1 1 55
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 1 1 1 23 1 1 1 108
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 1 175 0 0 1 743
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 1 1 46 0 1 4 253
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 0 0 1 636
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 1 1 157 1 3 5 523
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 16 0 0 1 51
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 1 104
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 0 0 210
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 1 1 78 1 3 5 111
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 0 1 6 410
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 0 0 3 575
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 1 1 1 113
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 1 341 0 0 2 767
The Rank of a Sub-Matrix of Cointegration 0 0 0 13 0 0 1 60
The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models 3 3 9 877 5 13 41 2,389
Total Working Papers 5 11 23 3,189 13 32 115 9,967

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 0 3 106
A simple panel stationarity test in the presence of serial correlation and a common factor 2 3 5 98 4 8 18 280
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 2 2 3 276
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 0 0 0 58
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 0 1 151
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 0 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 0 0 2 190
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 3 154
Model selection criteria in multivariate models with multiple structural changes 1 1 4 78 2 3 10 282
Modified lag augmented vector autoregressions 0 0 2 96 0 0 4 313
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 1 1 2 199
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 1 1 2 78
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 1 1 2 94
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 0 19 0 0 0 75
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 1 1 4 129
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 0 121 0 0 4 328
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 0 1 113 0 2 12 428
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 0 0 0 12 1 1 4 115
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 1 37 1 2 4 109
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 1 20 0 0 6 84
Total Journal Articles 3 4 14 1,024 14 22 88 3,784

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05