← All authors Eiji Kurozumi Hitotsubashi University (from arXiv:2306.02977, 2023) · ORCID · OpenAlex
45 papers in scope · 44 published · 3 on the econ.EM arXiv · 997 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Anton Skrobotov Xuanling Yang Ting Zhang Rustam Ibragimov Ji-Hyun Kim Dong Li Alessandro Casini Pierre Perrón Rasmus Hundsbæk Pedersen Tianyu He Taosong Deng Lorenzo Trapani Lajos Horváth Ke Zhu Shixuan Wang Jean-Marie Dufour Fabrizio Ghezzi Eduardo Rossi Feiyu Jiang Jun Yu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 45)
Change-point estimators with the weighted objective function when sequentially estimating breaks
published 2024 · Econometrics and Statistics
with Toshikazu Tayanagi
Testing for a bubble with a stochastically varying explosive coefficient
published 2024 · Journal of Time Series Analysis
Fluctuation-type monitoring test for explosive behavior
published 2023 · Econometrics and Statistics · 1 citations
working paper 2023 · arXiv
Stochastic local and moderate departures from a unit root and its application to unit root testing
published 2023 · Journal of Time Series Analysis · 4 citations
In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time
published 2023 · Journal of Time Series Econometrics · 1 citations
with Toshikazu Tayanagi
A new test for common breaks in heterogeneous panel data models
published 2023 · Econometrics and Statistics · 5 citations
published 2022 · Journal of Time Series Analysis · 4 citations · first circulated 2021
published 2022 · Journal of Financial Econometrics · 7 citations · first circulated 2020
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests
published 2020 · Journal of Time Series Analysis · 10 citations
Monitoring parameter changes in models with a trend
published 2020 · Journal of Statistical Planning and Inference · 3 citations
Asymptotic properties of bubble monitoring tests
published 2019 · Econometric Reviews · 11 citations
Power properties of the modified CUSUM tests
published 2018 · Communication in Statistics-Theory and Methods · 7 citations · first circulated 2017
Confidence Sets for the Date of a Structural Change at the End of a Sample
published 2018 · Journal of Time Series Analysis · 2 citations
Confidence Sets for the Break Date in Cointegrating Regressions
published 2017 · Oxford Bulletin of Economics and Statistics · 4 citations
Monitoring Parameter Constancy with Endogenous Regressors
published 2017 · Journal of Time Series Analysis · 7 citations · first circulated 2016
Confidence sets for the break date based on optimal tests
published 2015 · Econometrics Journal · 10 citations
with Yohei Yamamoto
Novel panel cointegration tests emending for cross-section dependence with N fixed
published 2015 · Econometrics Journal · 5 citations · first circulated 2014
Improving the finite sample performance of tests for a shift in mean
published 2015 · Journal of Statistical Planning and Inference · 4 citations · first circulated 2014
with Daisuke Yamazaki
Synergy between an Improved Covariate Unit Root Test and Cross‐sectionally Dependent Panel Data Unit Root Tests
published 2014 · Manchester School · 5 citations
Testing for parameter constancy in the time series direction in panel data models
published 2014 · Journal of Statistical Computation and Simulation · 7 citations
with Daisuke Yamazaki
Testing for Multiple Structural Changes with Non-Homogeneous Regressors
published 2014 · Journal of Time Series Econometrics · 3 citations · first circulated 2012
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA
published 2013 · Econometric Theory · 1 citations
with In Choi
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
published 2012 · Economics Letters · 14 citations
Investigating finite sample properties of estimators for approximate factor models when is small
published 2012 · Economics Letters · first circulated 2010
with Shinya Tanaka
Model selection criteria for the leads-and-lags cointegrating regression
published 2012 · Journal of Econometrics · 32 citations · first circulated 2008
with In Choi
A simple panel stationarity test in the presence of serial correlation and a common factor
published 2011 · Economics Letters · 267 citations
A LOCALLY OPTIMAL TEST FOR NO UNIT ROOT IN CROSS-SECTIONALLY DEPENDENT PANEL DATA*
published 2011 · Hitotsubashi journal of economics · 29 citations
Model selection criteria in multivariate models with multiple structural changes
published 2011 · Journal of Econometrics · 37 citations · first circulated 2010
Reducing the size distortion of the KPSS test
published 2010 · Journal of Time Series Analysis · 17 citations · first circulated 2009
with Shinya Tanaka
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
published 2008 · Journal of Econometrics · 47 citations · first circulated 2006
with Kazuhiko Hayakawa
Test for the null hypothesis of cointegration with reduced size distortion
published 2008 · Journal of Time Series Analysis · 3 citations · first circulated 2006
The role of “leads” in the dynamic OLS estimation of cointegrating regression models
published 2008 · Mathematics and Computers in Simulation · 27 citations · first circulated 2006
with Kazuhiko Hayakawa
Testing for the Null Hypothesis of Cointegration with a Structural Break
published 2007 · Econometric Reviews · 108 citations · first circulated 2005
Efficient estimation and inference in cointegrating regressions with structural change
published 2007 · Journal of Time Series Analysis · 7 citations · first circulated 2005
The Wald-Type Test of a Normalization of Cointegrating Vectors
published 2007 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems
published 2006 · Journal of Time Series Analysis · 25 citations · first circulated 2003
with Taku Yamamoto
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX
published 2005 · Econometric Theory · 1 citations
with Hiroaki Chigira, Taku Yamamoto
THE RANK OF A SUBMATRIX OF COINTEGRATION
published 2005 · Econometric Theory · 8 citations
Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series*
published 2005 · Oxford Bulletin of Economics and Statistics · 24 citations
Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters
published 2003 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 3 citations
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES
published 2002 · Econometric Theory · 2 citations
Testing for stationarity with a break
published 2002 · Journal of Econometrics · 165 citations
TESTING FOR PERIODIC STATIONARITY
published 2002 · Econometric Reviews · 21 citations
Modified lag augmented vector autoregressions
published 2000 · Econometric Reviews · 59 citations
with Taku Yamamoto
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