Information about:
Eiji Kurozumi

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.hit-u.ac.jp/~kurozumi/
Postal Address:
Phone:

Affiliation

• Graduate School of Economics
  Hitotsubashi University

  Location: Tokyo, Japan
  Homepage: http://www.econ.hit-u.ac.jp/
  Email:
  Phone: +81-42-580-8000
  Fax:
  Postal:
  Handle: RePEc:edi:fehitjp (registered authors at this institution)

• Center for Research on Contemporary Economic Systems
  Graduate School of Economics
  Hitotsubashi University

  Location: Tokyo, Japan
  Homepage: http://www.econ.hit-u.ac.jp/~cces/
  Email:
  Phone:
  Fax:
  Postal: 2-1 Naka, Kunitachi City, Tokyo 186-8601
  Handle: RePEc:edi:cchitjp (registered authors at this institution)

Working papers

1. 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!]
   Other versions:
   • 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!]

2. 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!]
   Other versions:
   • 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!]

3. 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!]

4. 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!]

5. Kurozumi, Eiji, 2005. "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers 2005-12, Graduate School of Economics, Hitotsubashi University. [Downloadable!]

6. 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!]

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)

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)

3. 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)

4. 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)

5. Kurozumi, Eiji, 2005. "The Rank Of A Submatrix Of Cointegration," Econometric Theory, Cambridge University Press, vol. 21(02), pages 299-325, April. [Downloadable!]

6. 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!]

7. 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)

8. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 243-270. [Downloadable!] (restricted)

9. Kurozumi, Eiji, 2002. "Testing for stationarity with a break," Journal of Econometrics, Elsevier, vol. 108(1), pages 63-99, May. [Downloadable!] (restricted)

10. 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!]

11. Eiji Kurozumi & Taku Yamamoto, 2000. "Modified lag augmented vector autoregressions," Econometric Reviews, Taylor and Francis Journals, vol. 19(2), pages 207-231. [Downloadable!] (restricted)

1. NEP-ECM: Econometrics (4) 2008-10-28 2008-12-14 2009-04-18 2009-04-18 Author is listed
2. NEP-ETS: Econometric Time Series (4) 2008-10-28 2008-12-14 2009-04-18 2009-04-18 Author is listed
3. NEP-ORE: Operations Research (1) 2008-10-28

This page was last updated on 2009-11-28.