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Change-point estimators with the weighted objective function when estimating breaks one at a time

Change-point estimators with the weighted objective function when estimating breaks one at a time
Digital文書・図像類
田柳, 俊和, 黒住, 英司Graduate School of Economics, Hitotsubashi University2023-11-14
Available onlineOther Libraries in Japan
  • Author Heading田柳, 俊和 黒住, 英司

計量経済学 (サピエンティア)

計量経済学 (サピエンティア)
PaperDigital図書
黒住英司 著東洋経済新報社2016.3<DA49-L89>
National Diet LibraryOther Libraries in Japan
  • Author introduction黒住　英司（クロズミ エイジ） 一橋大学大学院経済学研究科教授 196...
  • Author Heading黒住, 英司, 1969-

In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time

In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Digital文書・図像類
田柳, 俊和, 黒住, 英司Graduate School of Economics, Hitotsubashi University2022-09
Available onlineOther Libraries in Japan
  • Author Heading田柳, 俊和 黒住, 英司

Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing

Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing
Digital文書・図像類
西, 幹仁, 黒住, 英司Graduate School of Economics, Hitotsubashi University2022-08
Available onlineOther Libraries in Japan
  • Author Heading西, 幹仁 黒住, 英司

Confidence Sets for the Date of a Mean Shift at the End of a Sample

Confidence Sets for the Date of a Mean Shift at the End of a Sample
Digital文書・図像類
黒住, 英司Graduate School of Economics, Hitotsubashi University2017-09
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司

Power Properties of the Modified CUSUM Tests

Power Properties of the Modified CUSUM Tests
Digital文書・図像類
蒋, 佩芸, 黒住, 英司Graduate School of Economics, Hitotsubashi University2017-08
Available onlineOther Libraries in Japan
  • Author Heading蒋, 佩芸 黒住, 英司

Confidence Sets for the Break Date in Cointegrating Regressions

Confidence Sets for the Break Date in Cointegrating Regressions
Digital文書・図像類
黒住, 英司, SKROBOTOV, AntonGraduate School of Economics, Hitotsubashi University2016-09
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司 SKROBOTOV, Anton

Monitoring Parameter Constancy with Endogenous Regressors

Monitoring Parameter Constancy with Endogenous Regressors
Digital文書・図像類
黒住, 英司Graduate School of Economics, Hitotsubashi University2016-01-20
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司

Confidence Sets for the Break Date Based on Optimal Tests

Confidence Sets for the Break Date Based on Optimal Tests
Digital文書・図像類
黒住, 英司, 山本, 庸平Graduate School of Economics, Hitotsubashi University2015-01-22
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司 山本, 庸平

Improving the Finite Sample Performance of Tests for a Shift in Mean

Improving the Finite Sample Performance of Tests for a Shift in Mean
Digital文書・図像類
山崎, 大輔, 黒住, 英司Graduate School of Economics, Hitotsubashi University2014-11-10
Available onlineOther Libraries in Japan
  • Author Heading山崎, 大輔 黒住, 英司

Essays on Testing for Stationarity Possibly with Seasonality and A Structural Change

Essays on Testing for Stationarity Possibly with Seasonality and A Structural Change
PaperDigital博士論文障害者向け資料あり
Eiji Kurozumi [著][Eiji Kurozumi]1999<UT51-2001-J163>
Available onlineNational Diet Library
  • Author Heading黒住, 英司

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司, Rao, YaoGraduate School of Economics, Hitotsubashi University2013-09
Available onlineOther Libraries in Japan
  • Author HeadingHadri, Kaddour 黒住, 英司 Rao, Yao

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
Digital文書・図像類
黒住, 英司, 山崎, 大輔, Hadri, KaddourInstitute of Economic Research, Hitotsubashi University2012-11
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司 山崎, 大輔 Hadri, Kaddour

統計学 改訂版 (New Liberal Arts Selection)

統計学 改訂版 (New Liberal Arts Selection)
Paper図書
森棟公夫, 照井伸彦, 中川満, 西埜晴久, 黒住英司 著有斐閣2015.9<MA211-L221>
National Diet LibraryOther Libraries in Japan

Model Selection Criteria in Multivariate Models with Multiple Structural Changes

Model Selection Criteria in Multivariate Models with Multiple Structural Changes
Digital文書・図像類
黒住, 英司, Tuvaandorj, PurevdorjInstitute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan
  • Author Heading黒住, 英司 Tuvaandorj, Purevdorj

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Digital文書・図像類
Choi, In, 黒住, 英司Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2008-12
Available onlineOther Libraries in Japan
  • Author HeadingChoi, In 黒住, 英司

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司Institute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan
  • Author HeadingHadri, Kaddour 黒住, 英司

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2008-12
Available onlineOther Libraries in Japan
  • Author HeadingHadri, Kaddour 黒住, 英司

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Paper文書・図像類
Hadri, Kaddour, 黒住, 英司Institute of Economic Research, Hitotsubashi University2008-12
Other Libraries in Japan
  • Author HeadingHadri, Kaddour 黒住, 英司

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression
Digital文書・図像類
Choi, In, 黒住, 英司Institute of Economic Research, Hitotsubashi University2008-10
Available onlineOther Libraries in Japan
  • Author HeadingChoi, In 黒住, 英司