Takamitsu Kurita

Available identifiers

Publication	Date of Publication	Type
Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression	2022-11-09	Paper
Likelihood-Based Inference for Weak Exogeneity inI(2) Cointegrated VAR Models	2022-05-31	Paper
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts	2021-11-16	Paper
Normalising cointegrating relationships subject to long-run exclusion	2020-07-07	Paper
Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data	2020-05-19	Paper
Separate cointegration in a VAR system subject to structural breaks	2019-06-04	Paper
Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis	2014-01-17	Paper
Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems	2013-10-04	Paper
Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors	2013-06-24	Paper
An I(2) cointegration model with piecewise linear trends	2011-07-27	Paper
Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence	2011-07-20	Paper
Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors	2010-09-02	Paper

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