Takamitsu Kurita

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression Communications in Statistics: Theory and Methods	2022-11-09	Paper
Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models Econometric Reviews	2022-05-31	Paper
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts Journal of Economic Dynamics and Control	2021-11-16	Paper
Normalising cointegrating relationships subject to long-run exclusion Economics Letters	2020-07-07	Paper
Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data Journal of Multivariate Analysis	2020-05-19	Paper
Separate cointegration in a VAR system subject to structural breaks Economics Letters	2019-06-04	Paper
Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis Bulletin of Economic Research	2014-01-17	Paper
Local power of likelihood-based tests for cointegrating rank: comparative analysis of full and partial systems Journal of Time Series Analysis	2013-10-04	Paper
Exploring the impact of multivariate GARCH innovations on hypothesis testing for cointegrating vectors Communications in Statistics. Simulation and Computation	2013-06-24	Paper
An I(2) cointegration model with piecewise linear trends Econometrics Journal	2011-07-27	Paper
Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence Mathematics and Computers in Simulation	2011-07-20	Paper
Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors Mathematics and Computers in Simulation	2010-09-02	Paper

Research outcomes over time

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