Concepedia
Statistics
Publications
18
Citations
900
H-Index
14
Active since
2000
Affiliations
Hitotsubashi University(Current)
Queen's University Belfast
Eiji Kurozumi is an author at Hitotsubashi University specializing in econometrics, statistics, and business.
Top concepts
StatisticsEconometricsBusinessEconomicsFinanceMacroeconomicsTime Series EconometricsEngineeringBiostatisticsEconomic Analysis
Publications per year
2000–2020
A simple panel stationarity test in the presence of serial correlation and a common factor
Kaddour Hadri, Eiji Kurozumi · Economics Letters · 2011 · 259 citations
Economics, Common Factor, Serial Correlation +5
Testing for stationarity with a break
Eiji Kurozumi · Journal of Econometrics · 2002 · 163 citations
Reliability Engineering, Backtesting, Measurement +3
Testing for the Null Hypothesis of Cointegration with a Structural Break
Yoichi Arai, Eiji Kurozumi · Econometric Reviews · 2007 · 104 citations
Empirical Finance, Economics, Monetary Policy +14
Modified lag augmented vector autoregressions
Eiji Kurozumi, Taku Yamamoto · Econometric Reviews · 2000 · 59 citations
Integrated Vector Autoregression, Parameter Identification, Parameter Estimation +15
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Eiji Kurozumi, Kazuhiko Hayakawa · Journal of Econometrics · 2008 · 46 citations
Econometric Model, Economics, Asymptotic Properties +11
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