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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

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

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

A new test for common breaks in heterogeneous panel data models

A new test for common breaks in heterogeneous panel data models
Digital文書・図像類
Jiang, Peiyun, Kurozumi, EijiHitotsubashi Institute for Advanced Study, Hitotsubashi University2021-05
Available onlineOther Libraries in Japan
  • Author HeadingJiang, Peiyun Kurozumi, Eiji

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

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

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

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

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

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

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

Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small

Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small
Digital文書・図像類
Tanaka, Shinya, Kurozumi, EijiInstitute of Economic Research, Hitotsubashi University2010-12
Available onlineOther Libraries in Japan
  • Author HeadingTanaka, Shinya Kurozumi, Eiji

Testing for Multiple Structural Changes with Non-Homogeneous Regressors

Testing for Multiple Structural Changes with Non-Homogeneous Regressors
Digital文書・図像類
Kurozumi, EijiInstitute of Economic Research, Hitotsubashi University2012-02
Available onlineOther Libraries in Japan
  • Author HeadingKurozumi, Eiji

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

Estimation and Inference in Predictive Regressions

Estimation and Inference in Predictive Regressions
Digital文書・図像類
Kurozumi, Eiji, Aono, KoheiInstitute of Economic Research, Hitotsubashi University2011-05
Available onlineOther Libraries in Japan
  • Author HeadingKurozumi, Eiji Aono, Kohei

Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes

Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes
Digital文書・図像類
Kurozumi, Eiji, Dashtseren, KhashbaatarInstitute of Economic Research, Hitotsubashi University2011-04
Available onlineOther Libraries in Japan
  • Author HeadingKurozumi, Eiji Dashtseren, Khashbaatar

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

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

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

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
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