Eiji Kurozumi
Economics and Econometrics · 2000–2012
A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 15 citations into it; #3,581 of 23,481 by trust here, #7,755 by citations
- Finance — 7 citations into it; #2,380 of 10,518 by trust here, #3,760 by citations
Whom Eiji Kurozumi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bradley Efron
- Charles R. Nelson
- Tomás Cipra
- Peter C. B. Phillips
- K. Hadri
- Yoosoon Chang
- Tassos Magdalinos
- Joerg Breitung
- Michael Jansson
- Bernard Walter Silverman
Who trusts Eiji Kurozumi overall
- Roberto Dell'Anno
- Y. Arai
- V. Erokhin
- Y. Wolde‐Rufael
- O. H. Solomon
- V. Esteve
- Tianming Gao
- Chien‐Chiang Lee
- Graham Elliott
- Syed Ali Raza
Papers from Eiji Kurozumi's perspective
Ordered by how strongly the researchers Eiji Kurozumi trusts endorse each paper. Same corpus, a different order for every researcher.
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
- Density Estimation for Statistics and Data Analysis
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Econometric Theory)
- Structural changes in the cointegrated vector autoregressive model
- Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors
- The jackknife, the bootstrap, and other resampling plans
- Uniform Limit Theory for Stationary Autoregression
Their papers
- A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor (2012) — 223 citations
- Testing for the Null Hypothesis of Cointegration with a Structural Break (2007) — 115 citations
- Testing for stationarity with a break (2002) — 166 citations
- Modified lag augmented vector autoregressions (2000) — 58 citations
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (2009) — 52 citations