黒住英司 : Citation Profile


Are you 黒住英司?

Hitotsubashi University (50% share)
Hitotsubashi University (50% share)

9

H index

8

i10 index

258

Citations

RESEARCH PRODUCTION:

26

Articles

29

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 17
   Journals where 黒住英司 has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 13 (4.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku189
   Updated: 2018-08-18    RAS profile: 2015-12-13    
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Relations with other researchers


Works with:

Hadri, Kaddour (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with 黒住英司.

Is cited by:

Hadri, Kaddour (9)

Romero-Ávila, Diego (9)

Carrion-i-Silvestre, Josep (9)

Skrobotov, Anton (8)

Gambacorta, Leonardo (7)

Paruolo, Paolo (6)

Arai, Yoichi (5)

Perron, Pierre (5)

Al-Sadoon, Majid (5)

Ludwig, Alexander (4)

Karul, Cagin (4)

Cites to:

Phillips, Peter (37)

Bai, Jushan (25)

Perron, Pierre (25)

Andrews, Donald (23)

Saikkonen, Pentti (16)

Hadri, Kaddour (15)

Leybourne, Stephen (13)

McCabe, Brendan (13)

shin, yongcheol (13)

Hansen, Bruce (11)

Ng, Serena (11)

Main data


Where 黒住英司 has published?


Journals with more than one article published# docs
Hitotsubashi Journal of Economics4
Econometric Theory4
Journal of Time Series Analysis4
Journal of Econometrics4
Econometric Reviews3
Economics Letters3

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Hitotsubashi University9
CCES Discussion Paper Series / Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2

Recent works citing 黒住英司 (2018 and 2017)


YearTitle of citing document
2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2017The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:644.

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2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980.

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2017EFFECTS OF THE ECONOMIC FREEDOMS ON THE ECONOMIC GROWTH: EVIDENCE FROM THE EU AND COMCEC COUNTRIES (1996-2015). (2017). Aydin, Hall Brahm ; Yalcinkaya, Omer . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:3:p:12-25.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12127.

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2017A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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2018The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration. (2018). Fachin, Stefano ; di Iorio, Francesca. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:86-89.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

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2017The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model. (2017). Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:355-374.

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2018Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

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2017Financial development and economic growth: Some theory and more evidence. (2017). Yetkiner, Ibrahim ; Ispir, Serdar M ; Durusu-Ciftci, Dilek . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:290-306.

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2017Convergence of per capita CO2 emissions across the globe: Insights via wavelet analysis. (2017). Khan, Atif ; Zakaria, Muhammad ; Bibi, Salma ; Ahmed, Mumtaz . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:86-97.

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2017The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: Staff Reports. RePEc:fip:fednsr:819.

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2017Confidence Sets for the Date of a Mean Shift at the End of a Sample. (2017). Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-06.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2017The Shifting Drivers of Global Liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: NBER Working Papers. RePEc:nbr:nberwo:23565.

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2018Income terms of trade and economic convergence: Evidence from Latin America. (2018). Trofimov, Ivan D. In: MPRA Paper. RePEc:pra:mprapa:87598.

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2017A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2017). Kejriwal, Mohitosh. In: Purdue University Economics Working Papers. RePEc:pur:prukra:1303.

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2018Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing. (2018). Aslan, Murat ; Nazlioglu, Saban. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:76-92.

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2018The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration. (2018). Fachin, Stefano ; Di Iorio, Francesca. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20181.

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2018Public debt and economic growth in Spain, 1851–2013. (2018). Esteve, Vicente ; Tamarit, Cecilio. In: Cliometrica. RePEc:spr:cliomt:v:12:y:2018:i:2:d:10.1007_s11698-017-0159-8.

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2018Revisiting carbon Kuznets curves with endogenous breaks modeling: evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2018). Messinis, George ; liddle, brantley. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1209-y.

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2018Estimating export equations: a survey of the literature. (2018). Bayar, Guzin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1220-3.

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2017Role of energy in estimating turning point of Environmental Kuznets Curve: an econometric analysis of the existing studies. (2017). Mandal, Sabuj Kumar ; Chakravarty, Devleena . In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:19:y:2017:i:2:d:10.1007_s40847-018-0048-4.

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2017How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland. (2017). Galli, Alain. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399514.

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2017Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines. (2017). Duran, Ahmet ; Gungor, Mahmut Sami. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:10:y:2017:i:3:p:67-72.

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2018The Role of Human Capital Resources in East African Economies. (2018). , Urgaia. In: GLO Discussion Paper Series. RePEc:zbw:glodps:218.

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2018Testing for cointegration with threshold adjustment in the presence of structural breaks. (2018). Schweikert, Karsten. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:072018.

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2017The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012. (2017). Prats, María ; Navarro-Ibáñez, Manuel ; Ibaez, Manuel Navarro ; Garcia, Vicente Esteve. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201793.

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Works by 黒住英司:


YearTitleTypeCited
2006Tests for Long-Run Granger Non-Causality in Cointegrated Systems In: Journal of Time Series Analysis.
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article15
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 15
paper
2007Efficient estimation and inference in cointegrating regressions with structural change In: Journal of Time Series Analysis.
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article1
2005Efficient Estimation and Inference in Cointegrating Regressions with Structural Change.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2008Test for the null hypothesis of cointegration with reduced size distortion In: Journal of Time Series Analysis.
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article0
2006Test for the null hypothesis of cointegration with reduced size distortion.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2010Reducing the size distortion of the KPSS test In: Journal of Time Series Analysis.
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article8
2009Reducing the Size Distortion of the KPSS Test.(2009) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 8
paper
2015Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests In: Manchester School.
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article0
2005Detection of Structural Change in the Long-run Persistence in a Univariate Time Series In: Oxford Bulletin of Economics and Statistics.
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article9
2015Testing for Multiple Structural Changes with Non-Homogeneous Regressors In: Journal of Time Series Econometrics.
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article1
2012Testing for Multiple Structural Changes with Non-Homogeneous Regressors.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 1
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2005Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ) In: CARF F-Series.
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paper0
2002THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES In: Econometric Theory.
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article1
2005THE RANK OF A SUBMATRIX OF COINTEGRATION In: Econometric Theory.
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article6
2003The Rank of a Sub-Matrix of Cointegration.(2003) In: Discussion Papers.
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paper
2005EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX In: Econometric Theory.
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article0
2014THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA In: Econometric Theory.
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article0
2012A simple panel stationarity test in the presence of serial correlation and a common factor In: Economics Letters.
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article14
2012Investigating finite sample properties of estimators for approximate factor models when N is small In: Economics Letters.
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article1
2010Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 1
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2012Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break In: Economics Letters.
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article6
2002Testing for stationarity with a break In: Journal of Econometrics.
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article78
2009Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors In: Journal of Econometrics.
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article11
2006Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 11
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2011Model selection criteria in multivariate models with multiple structural changes In: Journal of Econometrics.
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article14
2010Model Selection Criteria in Multivariate Models with Multiple Structural Changes.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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2012Model selection criteria for the leads-and-lags cointegrating regression In: Journal of Econometrics.
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article6
2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: CCES Discussion Paper Series.
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2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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2009Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2009) In: Working Papers.
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2008The role of “leads” in the dynamic OLS estimation of cointegrating regression models In: Mathematics and Computers in Simulation (MATCOM).
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article12
2006The Role of Leads in the Dynamic OLS Estimation of Cointegrating Regression Models.(2006) In: Hi-Stat Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence In: CCES Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 8
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2003Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend In: Discussion Papers.
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2005Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix In: Discussion Papers.
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paper0
2005Construction of Stationarity Tests with Less Size Distortions In: Discussion Papers.
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2009Construction of Stationarity Tests with Less Size Distortions.(2009) In: Hitotsubashi Journal of Economics.
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2013Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed In: Discussion Papers.
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2014Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed.(2014) In: Economics Working Papers.
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2014Improving the Finite Sample Performance of Tests for a Shift in Mean In: Discussion Papers.
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2015Confidence Sets for the Break Date Based on Optimal Tests In: Discussion Papers.
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2005Lag augmentation in regression models with possibly integrated regressors In: Hitotsubashi Journal of Economics.
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article0
2011A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data In: Hitotsubashi Journal of Economics.
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article3
2013ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS In: Hitotsubashi Journal of Economics.
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2011Estimation and Inference in Predictive Regressions.(2011) In: Global COE Hi-Stat Discussion Paper Series.
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2011Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes In: Global COE Hi-Stat Discussion Paper Series.
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2012Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data In: Global COE Hi-Stat Discussion Paper Series.
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2007Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] In: Hi-Stat Discussion Paper Series.
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2000Modified lag augmented vector autoregressions In: Econometric Reviews.
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2002TESTING FOR PERIODIC STATIONARITY In: Econometric Reviews.
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article2
2007Testing for the Null Hypothesis of Cointegration with a Structural Break In: Econometric Reviews.
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article34
2005Testing for the Null Hypothesis of Cointegration with Structural Breaks In: CIRJE F-Series.
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