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Publications

by members of

Center for Research on Contemporary Economic Systems
Graduate School of Economics
Hitotsubashi University
Tokyo, Japan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2008

  1. Kaddour Hadri & Eiji Kurozumi, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series gd08-016, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  2. In Choi & Eiji Kurozumi, 2008. "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd08-006, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  3. Hadri, Kaddour & Kurozumi, Eiji, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. [Downloadable!]
  4. Choi, In & Kurozumi, Eiji, 2008. "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," CCES Discussion Paper Series 6, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. [Downloadable!]

    2007

  1. Eiji Kurozumi, 2007. "Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese]," Hi-Stat Discussion Paper Series d07-228, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

    2005

  1. Kurozumi, Eiji, 2005. "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers 2005-12, Graduate School of Economics, Hitotsubashi University. [Downloadable!]
  2. Kurozumi, Eiji & Arai, Yoichi, 2005. "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers 2005-08, Graduate School of Economics, Hitotsubashi University. [Downloadable!]

    2003

  1. Kurozumi, Eiji, 2003. "Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend," Discussion Papers 2003-14, Graduate School of Economics, Hitotsubashi University. [Downloadable!]

Journal articles

    2008

  1. Eiji Kurozumi & Yoichi Arai, 2008. "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(3), pages 476-500, 05. [Downloadable!] (restricted)

    2007

  1. Eiji Kurozumi & Yoichi Arai, 2007. "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(4), pages 545-575, 07. [Downloadable!] (restricted)
  2. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor and Francis Journals, vol. 26(6), pages 705-739. [Downloadable!] (restricted)

    2006

  1. Taku Yamamoto & Eiji Kurozumi, 2006. "Tests for Long-Run Granger Non-Causality in Cointegrated Systems," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(5), pages 703-723, 09. [Downloadable!] (restricted)

    2005

  1. Eiji Kurozumi, 2005. "Detection of Structural Change in the Long-run Persistence in a Univariate Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 181-206, 04. [Downloadable!] (restricted)
  2. Kurozumi, Eiji, 2005. "The Rank Of A Submatrix Of Cointegration," Econometric Theory, Cambridge University Press, vol. 21(02), pages 299-325, April. [Downloadable!]
  3. Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku, 2005. "Equivalence Of Two Expressions Of The Impact Matrix," Econometric Theory, Cambridge University Press, vol. 21(04), pages 870-875, August. [Downloadable!]

    2002

  1. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 243-270. [Downloadable!] (restricted)
  2. Kurozumi, Eiji, 2002. "Testing for stationarity with a break," Journal of Econometrics, Elsevier, vol. 108(1), pages 63-99, May. [Downloadable!] (restricted)
  3. Kurozumi, Eiji, 2002. "The Limiting Properties Of The Canova And Hansen Test Under Local Alternatives," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1197-1220, October. [Downloadable!]

    2000

  1. Eiji Kurozumi & Taku Yamamoto, 2000. "Modified lag augmented vector autoregressions," Econometric Reviews, Taylor and Francis Journals, vol. 19(2), pages 207-231. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.