Asymptotic Behavior of Delay Times of Bubble Monitoring Tests von Kurozumi, Eiji

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Confidence Sets for the Date of a Structural Change at the End of a Sample von Kurozumi, Eiji

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A simple panel stationarity test in the presence of serial correlation and a common factor von Hadri, Kaddour, Kurozumi, Eiji

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On the asymptotic behavior of bubble date estimators von Kurozumi, Eiji, Skrobotov, Anton

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Time-Transformed Test for Bubbles under Non-stationary Volatility von Kurozumi, Eiji, Skrobotov, Anton, Tsarev, Alexey

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In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time von Tayanagi, Toshikazu, Kurozumi, Eiji

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A new test for common breaks in heterogeneous panel data models von Jiang, Peiyun, Kurozumi, Eiji

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Confidence Sets for the Break Date in Cointegrating Regressions von Kurozumi, Eiji, Skrobotov, Anton

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Improving the finite sample performance of tests for a shift in mean von Yamazaki, Daisuke, Kurozumi, Eiji

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Asymptotic properties of bubble monitoring tests von Kurozumi, Eiji

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Fluctuation-type monitoring test for explosive behavior von Kurozumi, Eiji

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Testing for a bubble with a stochastically varying explosive coefficient von Kurozumi, Eiji, Nishi, Mikihito

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Stochastic local and moderate departures from a unit root and its application to unit root testing von Nishi, Mikihito, Kurozumi, Eiji

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Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests von Hadri, Kaddour, Kurozumi, Eiji, Yamazaki, Daisuke

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Monitoring Parameter Constancy with Endogenous Regressors von Kurozumi, Eiji

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Change-point estimators with the weighted objective function when sequentially estimating breaks von Tayanagi, Toshikazu, Kurozumi, Eiji

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Monitoring parameter changes in models with a trend von Jiang, Peiyun, Kurozumi, Eiji

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A LOCALLY OPTIMAL TEST FOR NO UNIT ROOT IN CROSS-SECTIONALLY DEPENDENT PANEL DATA von Hadri, Kaddour, Kurozumi, Eiji

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The role of “leads” in the dynamic OLS estimation of cointegrating regression models von Hayakawa, Kazuhiko, Kurozumi, Eiji

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Reducing the size distortion of the KPSS test von Kurozumi, Eiji, Tanaka, Shinya

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