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 0 203 1 4 27 655
A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence 0 0 0 136 0 0 17 473
Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors 1 1 1 155 1 2 11 590
Confidence Sets for the Break Date Based on Optimal Tests 0 0 0 97 1 1 5 80
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 0 0 9 127
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data 0 0 0 40 0 0 5 207
Efficient Estimation and Inference in Cointegrating Regressions with Structural Change 0 0 0 23 0 0 12 153
Estimation and Inference in Predictive Regressions 0 0 0 58 0 0 18 113
Improving the Finite Sample Performance of Tests for a Shift in Mean 0 0 0 27 1 2 15 70
Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small 0 0 0 23 0 1 16 124
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 46 1 1 5 258
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 175 2 4 22 765
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 0 3 13 649
Model Selection Criteria in Multivariate Models with Multiple Structural Changes 0 0 0 157 1 1 15 538
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 1 17 0 1 17 68
Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed 0 0 0 57 0 0 7 112
Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix 0 0 0 16 0 0 5 166
Reducing the Size Distortion of the KPSS Test 0 0 0 81 1 1 14 224
Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes 0 1 2 80 3 6 20 131
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 81 0 0 16 426
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 1 47 0 0 11 150
Testing for the Null Hypothesis of Cointegration with Structural Breaks 0 0 0 219 0 1 16 593
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 4 127
Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend 0 0 0 4 0 0 5 94
Tests for Long-Run Granger Non-Causality in Cointegrated Systems 0 0 1 13 0 0 10 123
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 0 0 6 884 0 0 28 2,420
Total Working Papers 1 2 12 2,861 12 28 356 9,565
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 3 15 121
A simple panel stationarity test in the presence of serial correlation and a common factor 1 1 10 108 2 3 31 312
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors 0 0 0 67 2 3 15 293
Construction of Stationarity Tests with Less Size Distortions 0 0 0 10 0 0 11 70
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series 0 0 0 48 0 0 4 155
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 1 1 8 64
ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS 0 0 0 12 0 1 13 68
Efficient estimation and inference in cointegrating regressions with structural change 0 0 0 49 0 0 18 208
Investigating finite sample properties of estimators for approximate factor models when N is small 0 0 0 8 0 0 8 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 0 1 15 169
Model selection criteria in multivariate models with multiple structural changes 0 1 2 80 1 5 18 301
Modified lag augmented vector autoregressions 0 0 1 97 0 0 14 327
Reducing the size distortion of the KPSS test 0 1 1 15 0 3 9 72
Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests 0 0 1 5 1 2 8 37
TESTING FOR PERIODIC STATIONARITY 0 0 1 55 0 0 4 203
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 2 11 89
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES 0 0 0 23 0 0 7 101
THE RANK OF A SUBMATRIX OF COINTEGRATION 0 0 1 20 1 1 9 84
Test for the null hypothesis of cointegration with reduced size distortion 0 0 0 33 0 1 10 140
Testing for Multiple Structural Changes with Non-Homogeneous Regressors 0 0 0 8 0 0 7 59
Testing for stationarity with a break 0 0 0 121 0 2 13 341
Testing for the Null Hypothesis of Cointegration with a Structural Break 0 1 1 114 0 2 12 440
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break 1 1 1 13 1 1 8 123
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems 0 0 0 37 0 1 10 119
The role of “leads” in the dynamic OLS estimation of cointegrating regression models 0 0 0 20 1 1 6 91
Total Journal Articles 2 5 20 1,044 11 33 286 4,078

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Statistics updated 2026-09-10