海量图书期刊资源,随时随地畅享阅读乐趣
Testing for stationarity with a breakEiji Kurozumi · 2002
TESTING FOR PERIODIC STATIONARITYKurozumi, Eiji · Econometric Reviews · 2002
Modified lag augmented vector autoregressionsKurozumi, Eiji; Yamamoto, Taku · Econometric Reviews · 2000
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKAChoi, In; Kurozumi, Eiji · Econometric Theory · 2014
Monitoring Parameter Constancy with Endogenous RegressorsKurozumi, Eiji · Journal of Time Series Analysis · 2017
Asymptotic properties of bubble monitoring testsKurozumi, Eiji · Econometric Reviews · 2019
The Rank of a Submatrix of CointegrationEiji Kurozumi · Econometric Theory · 2005
THE RANK OF A SUBMATRIX OF COINTEGRATIONKurozumi, Eiji · Econometric Theory · 2005
MastheadJournal of Time Series Econometrics · 2013
Markov Breaks in Regression ModelsSmith, Aaron · Journal of Time Series Econometrics · 2012
Evaluating Automatic Model SelectionCastle, Jennifer L.; Doornik, Jurgen A; Hendry, David F. · Journal of Time Series Econometrics · 2011
Autoregression with Non-Gaussian InnovationsCai, Yuzhi · Journal of Time Series Econometrics · 2009
FrontmatterJournal of Time Series Econometrics · 2014
FrontmatterJournal of Time Series Econometrics · 2013
Bootstrap Point Optimal Unit Root TestsWang, Liqiong · Journal of Time Series Econometrics · 2013
Testing for Nonlinearity in Conditional CovariancesSanhaji, Bilel · Journal of Time Series Econometrics · 2017