Y. Arai

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Y. Arai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. K. Hadri
  2. Eiji Kurozumi
  3. Helmut Lütkepohl
  4. Pentti Saikkonen
  5. P. R. Hansen
  6. Josep Lluís Carrion‐i‐Silvestre

Who trusts Y. Arai overall

  1. V. Esteve
  2. Syed Ali Raza
  3. Cecilio Tamarit
  4. Muhammad Shahbaz
  5. Duc Khuong Nguyen

Papers from Y. Arai's perspective

Ordered by how strongly the researchers Y. Arai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing the Null of Cointegration With Structural Breaks
  2. Structural changes in the cointegrated vector autoregressive model
  3. Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors
  4. Testing for the Cointegrating Rank of a VAR Process With Structural Shifts
  5. Testing for stationarity with a break
  6. Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
  7. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  8. TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
  9. Density Estimation for Statistics and Data Analysis
  10. Trends and random walks in macroeconmic time series: Some evidence and implications

Their papers