Eiji Kurozumi

Available identifiers

zbMath Open kurozumi.eijiMaRDI QIDQ302105

List of research outcomes

Publication	Date of Publication	Type
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time	2024-01-22	Paper
Stochastic local and moderate departures from a unit root and its application to unit root testing	2024-01-11	Paper
On the asymptotic behavior of bubble date estimators	2023-08-24	Paper
Confidence sets for the break date based on optimal tests	2022-07-27	Paper
Novel panel cointegration tests emending for cross-section dependence withNfixed	2022-07-27	Paper
Power properties of the modified CUSUM tests	2022-06-10	Paper
Asymptotic properties of bubble monitoring tests	2022-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q5011448	2021-08-27	Paper
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests	2021-06-30	Paper
Testing for parameter constancy in the time series direction in panel data models	2020-03-27	Paper
Monitoring parameter changes in models with a trend	2020-02-28	Paper
Confidence Sets for the Date of a Structural Change at the End of a Sample	2018-11-16	Paper
Testing for multiple structural changes with non-homogeneous regressors	2018-02-07	Paper
Monitoring Parameter Constancy with Endogenous Regressors	2017-09-18	Paper
Model selection criteria in multivariate models with multiple structural changes	2016-08-12	Paper
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors	2016-07-04	Paper
Improving the finite sample performance of tests for a shift in mean	2015-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5248178	2015-04-27	Paper
A simple panel stationarity test in the presence of serial correlation and a common factor	2012-07-06	Paper
Reducing the size distortion of the KPSS test	2011-11-26	Paper
Test for the null hypothesis of cointegration with reduced size distortion	2010-04-22	Paper
The role of ``leads in the dynamic OLS estimation of cointegrating regression models	2008-12-17	Paper
The Wald-Type Test of a Normalization of Cointegrating Vectors	2008-12-01	Paper
Testing for the Null Hypothesis of Cointegration with a Structural Break	2008-01-18	Paper
Efficient estimation and inference in cointegrating regressions with structural change	2007-12-16	Paper
Tests for Long-Run Granger Non-Causality in Cointegrated Systems	2007-05-29	Paper
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX	2006-03-22	Paper
THE RANK OF A SUBMATRIX OF COINTEGRATION	2005-06-07	Paper
Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters	2005-05-23	Paper
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES	2003-05-18	Paper
Testing for stationarity with a break	2003-04-02	Paper
TESTING FOR PERIODIC STATIONARITY	2002-01-01	Paper
Modified lag augmented vector autoregressions	2000-08-06	Paper

Research outcomes over time

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