KUROZUMI Eiji 黒住英司

… Alternative Names

黒住英司クロズミエイジ

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Researcher Number	00332643
Other IDs
Affiliation (Current)	2025: 一橋大学, 大学院経済学研究科, 教授
Affiliation (based on the past Project Information) *help	2012 – 2025: 一橋大学, 大学院経済学研究科, 教授 2012 – 2015: 一橋大学, 経済学研究科(研究院), 教授 2013: 一橋大学, 大学院・経済学研究科, 教授 2011: 一橋大学, 経済学研究科, 教授 2008: Hitotsubashi University, 大学院経済学研究科, 准教授 … More 2007 – 2008: Hitotsubashi University, Graduate School of Economics, Associate Professor 2005 – 2006: 一橋大学, 大学院経済学研究科, 助教授 2003: 一橋大学, 大学院・経済学研究科, 助教授 2001 – 2002: 一橋大学, 大学院・経済学研究科, 講師 Less
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics / Economic statistics Except Principal Investigator Economic statistics / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Economic statistics / Economic doctrine/Economic thought
Keywords	Principal Investigator 構造変化 / バブル / オンライン検定 / 計量経済学 / リアルタイム検定 / モニタリング / 経済統計学 / パネルデータ / 共和分 / 仮説検定 … More / 信頼区領域 / 内生変数 / トレンドモデル / CUSUM検定 / モニタリング検定 / 内生性 / 信頼領域 / 逐次検定 / GMM / 動学パネル / ジャンプ / 自己回帰モデル / 閾値 / 非定常性 / バイアス修正 / ベクトル自己回帰モデル / 定常性 / 時系列分析 / 閾値モデル / 情報量規準 / 非定常 / 定常 / 一変量時系列 / 階数 / 長期因果性 / 長期従属性 / 単位根 … More Except Principal Investigator 構造変化 / 計量経済学 / 時系列分析 / 教師なし機会学習 / クラスタ解析 / パネルデータ分析 / 教師なし機械学習 / Statistical Mathematics / Economic Policy / Econometrics / Panel Data Analysis / Economic Statistics / 統計数学 / 経済政策 / パネル分析 / 経済統計学 / Simulation / Financial series / Wavelet / Structural change / Mathematical finance / Finance / Statistical theory / Time series analysis / ワルド検定 / 長期因果性 / 漸近展開 / 権利行使価格 / バリアー・オプション / 裁定価格理論 / Wald検定 / デリバティブ / バリュー・アット・リスク / 信用スプレッド / MCMC手法 / 非定常VARモデル / 共和分 / シミュレーション / 金融時系列 / ウェーブレット / 数理ファイナンス / ファイナンス / 統計理論 / 倒産確率 / 時系列 / ﾌﾗｸｼｮﾅﾙ・ﾌﾞﾗｳﾝ運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理（ERM） / 総合的リスク管理(ERM) / ビッグデータ / 高頻度データ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 金融工学 / 出版史 / 思想史 / 経済学説史 / 書誌学 / 西洋古典 / ブートストラップ / ボラティリティ / コンピュータ・インテンシブ Less

大規模パネルデータモデルの定式化に関する統計的推測理論の開発Principal Investigator
- Principal Investigator
  
  黒住英司
- Project Period (FY)
  2025 – 2028
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hitotsubashi University
Development of unsupervised learning methods for economic analysis
- Principal Investigator
  
  奥井亮
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
  Basic Section 07060:Money and finance-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  The University of Tokyo
Detection of Bubble and Structural ChangePrincipal Investigator
- Principal Investigator
  
  黒住英司
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hitotsubashi University
Detection of Bubbles and Monitoring TestsPrincipal Investigator
- Principal Investigator
  
  KUROZUMI Eiji
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hitotsubashi University
Development of the Theory of Monitoring Tests for Economic Data and Its ApplicationsPrincipal Investigator
- Principal Investigator
  
  Kurozumi Eiji
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Development of Statistical Methods for Large Panel Data Models and Their ApplicationsPrincipal Investigator
- Principal Investigator
  
  KUROZUMI Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Financial Engineering to ERM: Theoretical and Empirical Investigation
- Principal Investigator
  
  SHIBA Tsunemasa
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Computer-Intensive Statistical Methods and their Applications in Econometrics
- Principal Investigator
  
  Tanizaki Hisashi
- Project Period (FY)
  2011 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
Empirical Research on Printing Place Estimation Method Based on Bibliographical Investigation of Western Historical Social Science Literature
- Principal Investigator
  
  YAMAZAKI Koichi
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic doctrine/Economic thought
- Research Institution
  Hitotsubashi University
Statistical Inference on Structural Changes for Stationary/ Nonstationary Economic ModelsPrincipal Investigator
- Principal Investigator
  
  KUROZUMI Eiji
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Economerric theory and EmpiricalApplications of Panel Data Analysis
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Research on Statistical Theory and Time Series Analysis for Mathematical Finance
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  2002 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
経済の長期的関係の変化の統計的推測Principal Investigator
- Principal Investigator
  
  黒住英司
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University

[Book] 計量経済学2016
- Author(s)
  黒住英司
- Total Pages
  256
- Publisher
  東洋経済新報社
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Stochastic local and moderate departures from a unit root and its application to unit root testing2023
- Author(s)
  Nishi Mikihito、Kurozumi Eiji
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 45 Issue: 1 Pages: 133-157
- DOI
  10.1111/jtsa.12691
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-22K01422
[Journal Article] A New Test for Common Breaks in Heterogeneous Panel Data Models2023
- Author(s)
  Peiyun Jiang, Eiji Kurozumi
- Journal Title
  
  Econometrics and Statistics
  
  Volume: -
- DOI
  10.1016/j.ecosta.2023.01.005
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K01422, KAKENHI-PROJECT-19K01585, KAKENHI-PROJECT-21K20121
[Journal Article] In-fill Asymptotic Distribution of the Change Point Estimator When Estimating Breaks One at a Time2023
- Author(s)
  Toshikazu Tayanagi, Eiji Kurozumi
- Journal Title
  
  Joural of Time Series Econometrics
  
  Volume: - Issue: 2 Pages: 111-149
- DOI
  10.1515/jtse-2022-0013
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K01422, KAKENHI-PROJECT-19K01585
[Journal Article] Fluctuation-type monitoring test for explosive behavior2023
- Author(s)
  Kurozumi Eiji
- Journal Title
  
  Econometrics and Statistics
  
  Volume: -
- DOI
  10.1016/j.ecosta.2023.06.007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K01422
[Journal Article] Time-transformed Test for Bubbles under Non-stationary Volatility2022
- Author(s)
  Eiji Kurozumi, Anton Skrobotov, Alexey Tsarev
- Journal Title
  
  Journal of Financial Econometrics
  
  Volume: - Issue: 4 Pages: 1282-1307
- DOI
  10.1093/jjfinec/nbac004
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422, KAKENHI-PROJECT-19K01585
[Journal Article] On the Asymptotic Behavior of Bubble Date Estimators2022
- Author(s)
  Eiji Kurozumi, Anton Skrobotov
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: - Issue: 4 Pages: 359-373
- DOI
  10.1111/jtsa.12672
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422, KAKENHI-PROJECT-19K01585
[Journal Article] Monitoring Parameter Changes in Models with a Trend2020
- Author(s)
  Peiyun Jiang, Eiji Kurozumi
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 207 Pages: 288-319
- DOI
  10.1016/j.jspi.2020.01.004
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01585
[Journal Article] Asymptotic Properties of Bubble Monitoring Tests2020
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Econometric Reviews
  
  Volume: 39 (5) Issue: 5 Pages: 510-538
- DOI
  10.1080/07474938.2019.1697086
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K01585
[Journal Article] Asymptotic Behavior of Delay Times of Bubble Monitoring Tests2020
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 42 Issue: 3 Pages: 314-337
- DOI
  10.1111/jtsa.12569
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K01585
[Journal Article] Confidence Sets for the Date of a Structural Change at the End of a Sample2018
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 39 Issue: 6 Pages: 850-862
- DOI
  10.1111/jtsa.12404
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K03594
[Journal Article] Power Properties of the Modified CUSUM Tests2018
- Author(s)
  Peiyun Jiang、Eiji Kurozumi
- Journal Title
  
  Communications in Statistics - Theory and Methods
  
  Volume: -
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K03594
[Journal Article] Monitoring Parameter Constancy with Endogenous Regressors2017
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis
  
  Volume: 印刷中 Issue: 5 Pages: 791-805
- DOI
  10.1111/jtsa.12236
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K03594
[Journal Article] Confidence Sets for the Break Date in Cointegrating Regressions2017
- Author(s)
  Kurozumi Eiji、Skrobotov Anton
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: - Issue: 3 Pages: 514-535
- DOI
  10.1111/obes.12223
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Journal Article] 非斉次な説明変数を持つ回帰モデルにおける構造変化点の信頼領域の構築2016
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌シリーズJ
  
  Volume: 46 Pages: 69-84
- NAID
  130006026436
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-16K03594
[Journal Article] Synergy Between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests2015
- Author(s)
  Kaddour Hadri, Eiji Kurozumi and Daisuke Yamazaki
- Journal Title
  
  Manchester School
  
  Volume: ?
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Testing for Multiple Structural Changes with Non-Homogeneous Regressors2015
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Econometrics
  
  Volume: 7 Pages: 1-35
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi and Yohei Yamamoto
- Journal Title
  
  Econometrics Journal
  
  Volume: 18 Issue: 3 Pages: 412-435
- DOI
  10.1111/ectj.12055
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25245042, KAKENHI-PROJECT-25870235, KAKENHI-PROJECT-25285067
[Journal Article] Testing for Parameter Constancy in the Time Series Direction in Panel Data Models2015
- Author(s)
  Daisuke Yamazaki and Eiji Kurozumi
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: 印刷中
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Improving the Finite Sample Performance of Tests for a Shift in Mean2015
- Author(s)
  Daisuke Yamazaki and Eiji Kurozumi
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 167 Pages: 144-173
- DOI
  10.1016/j.jspi.2015.05.002
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067
[Journal Article] Testing for Parameter Constancy in the Time Series Direction in Panel Data Models2015
- Author(s)
  Daisuke Yamazaki and Eiji Kurozumi
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: ?
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed2015
- Author(s)
  Kaddour Hadri, Eiji Kurozumi and Yao Rao
- Journal Title
  
  Econometrics Journal
  
  Volume: 18 Issue: 3 Pages: 363-411
- DOI
  10.1111/ectj.12054
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067
[Journal Article] Testing for Parameter Constancy in the Time Series Direction in Panel Data Models2015
- Author(s)
  Daisuke Yamazaki and Eiji Kurozumi
- Journal Title
  
  Journal of Statistical Computation and Simulation
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests2015
- Author(s)
  Kaddour Hadri, Eiji Kurozumi, Daisuke Yamazaki
- Journal Title
  
  The Manchester School
  
  Volume: － Issue: 6 Pages: 676-700
- DOI
  10.1111/manc.12080
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-12J04741, KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067
[Journal Article] レベル・シフトの検定と検出力の非単調性2014
- Author(s)
  山崎大輔, 黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ)
  
  Volume: 44 Pages: 61-74
- NAID
  110009864636
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] レベル・シフトの検定と検出力の非単調性2014
- Author(s)
  山崎大輔，黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ)
  
  Volume: 44 Pages: 61-74
- NAID
  110009864636
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] レベル・シフトの検定と検出力の非単調性2014
- Author(s)
  山崎大輔，黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ)
  
  Volume: 44 Pages: 61-74
- NAID
  110009864636
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] Testing for Multiple Structural Changes with Non-Homogeneous Regressors2014
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Econometrics
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Testing for Multiple Structural Changes with Non-Homogeneous Regressors2014
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Econometrics
  
  Volume: 印刷中 Issue: 1 Pages: 1-35
- DOI
  10.1515/jtse-2012-0019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25285067
[Journal Article] Estimation and Inference in Predictive Regressions2013
- Author(s)
  Eiji Kurozumi and Kohei Aono
- Journal Title
  
  Hitotsubashi Journal of Economics
  
  Volume: 54 Pages: 231-250
- NAID
  120005359930
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Estimation and Inference in Predictive Regressions2013
- Author(s)
  Eiji Kurozumi and Kohei Aono
- Journal Title
  
  Hitotsubashi Journal of Economics
  
  Volume: 54 Pages: 231-250
- NAID
  120005359930
- Data Source
  KAKENHI-PROJECT-24243031
[Journal Article] Estimation and Inference in Predictive Regressions2013
- Author(s)
  Eiji Kurozumi and Kohei Aono
- Journal Title
  
  Hitotsubashi Journal of Economics
  
  Volume: 54 Pages: 231-250
- NAID
  120005359930
- Data Source
  KAKENHI-PROJECT-25285067
[Journal Article] 「非定常性と単位根検定・構造変化検定」2012
- Author(s)
  黒住英司
- Journal Title
  
  『経済時系列分析ハンドブック』 (刈屋武昭・前川功一・矢島美寛・川崎能典・福地純一郎編，朝倉書店)
  
  Volume: 1章8節 Pages: 108-129
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Model Selection Criteria for the Leads-and-Lags Cointegrating Regression2012
- Author(s)
  In Choi and Eiji Kurozumi
- Journal Title
  
  Journal of Econometrics
  
  Volume: Vol.169 Issue: 2 Pages: 224-238
- DOI
  10.1016/j.jeconom.2012.01.021
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031
[Journal Article] A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor2012
- Author(s)
  Kaddour Hadri, Eiji Kurozumi
- Journal Title
  
  Economics Letters
  
  Volume: 115 Issue: 1 Pages: 31-34
- DOI
  10.1016/j.econlet.2011.11.036
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031
[Journal Article] Testing for Multiple Structural Changes with Non-Homogeneous Regressors2012
- Author(s)
  Shinya Tanaka and Eiji Kurozumi
- Journal Title
  
  Economics Letters
  
  Volume: Vol.116 Issue: 3 Pages: 465-468
- DOI
  10.1016/j.econlet.2012.04.044
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031
[Journal Article] Testing the Prebish-Singer Hypothesis Using Second Generation Panel Data Stationarity Tests with Break2012
- Author(s)
  Rabah Arezki, Kaddour Hadri, Eiji Kurozumi and Yao Rao
- Journal Title
  
  Economics Letters
  
  Volume: Vol.117 Issue: 3 Pages: 814-816
- DOI
  10.1016/j.econlet.2012.08.035
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038, KAKENHI-PROJECT-24243031
[Journal Article] A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data2011
- Author(s)
  Kaddour Hadri, Eiji Kurozumi
- Journal Title
  
  Hitotsubashi Journal of Economics
  
  Volume: 52 Pages: 165-184
- NAID
  110008799412
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Model Selection Criteria in Multivariate Models with Multiple Structural Changes2011
- Author(s)
  Eiji Kurozumi, Prevdorj Tuvaandorj
- Journal Title
  
  Journal of Econometrics
  
  Volume: 164 Issue: 2 Pages: 218-238
- DOI
  10.1016/j.jeconom.2011.04.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243038
[Journal Article] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2009
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Econometrics 149(2)(In press)
- NAID
  120001267765
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2009
- Author(s)
  Eiji Kurozumi and Kazuhiko Hayakawa
- Journal Title
  
  Journal of Econometrics Vol.149 (No.2)
  
  Pages: 118-135
- NAID
  120001267765
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Time Series Analysis of Economic Data and Unit Root Test: Development and Overview(in Japanese)2008
- Author(s)
  Eiji, Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society(J Series) (in press)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ) 38(1)(in press)
- NAID
  110006950753
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008
- Author(s)
  Eiji Kurozumi and Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis Vol. 28(in press)
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008
- Author(s)
  Kazuhiko Hayakawa and Eiji Kurozumi
- Journal Title
  
  Mathematics and Computers in Simulation (in press)
- NAID
  120001267764
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008
- Author(s)
  Eiji Kurozumi and Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis Vol.29 (No.3)
  
  Pages: 476-500
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008
- Author(s)
  Kazuhiko Hayakawa and Eiji Kurozumi
- Journal Title
  
  Mathematics and Computers in Simulation Vol.79 (No.3)
  
  Pages: 555-560
- NAID
  120001267764
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ) Vol.38 (No.1)
  
  Pages: 39-57
- NAID
  110006950753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008
- Author(s)
  Eiji Kurozumi and Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis (in press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ) in press
- NAID
  110006950753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models2008
- Author(s)
  Kazuhiko Hayakawa and Eiji Kurozumi
- Journal Title
  
  Mathematics and Computers in Simulation in press
- NAID
  120001267764
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008
- Author(s)
  Eiji, Kurozumi, Yoichi, Arai
- Journal Title
  
  Journal of Time Series Analysis (in press)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] 経済時系列分析と単位根検定 : これまでの発展と今後の展望2008
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ) 38(1)
  
  Pages: 118-135
- NAID
  110006950753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] The Role of "Leads" in the iDynamic OLS Estimation of Cointegrating Regression Models2008
- Author(s)
  Kazuhiko, Hayakawa, Eiji, Kurozumi
- Journal Title
  
  Mathematics and Computers in Simulation (in press)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Test for the Null Hypothesis of Cointegration with Reduced Size Distortion2008
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] 経済時系列分析と単位根検定:これまでの発展と今後の展望2008
- Author(s)
  黒住英司
- Journal Title
  
  日本統計学会誌(シリーズJ) 近刊
- NAID
  110006950753
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] ariable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007
- Author(s)
  Taku Yamamoto and Eiji Kurozumi
- Journal Title
  
  Hiroshima Economic Review Vol.31 (No.1)
  
  Pages: 21-34
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society (forthcoming)
- NAID
  110006570581
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis (forthcoming)
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji Kurozumi, Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis (forthcomig)
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis 28(4)
  
  Pages: 471-627
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007
- Author(s)
  Taku, Yamamoto, Eiji, Kurozumi
- Journal Title
  
  Hiroshima Economic Review 31-1
  
  Pages: 21-34
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] he Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society Vol.37 (No.2)
  
  Pages: 191-205
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji Kurozumi and Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis 28(4)
  
  Pages: 471-627
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007
- Author(s)
  Yoichi Arai, Eiji Kurozumi
- Journal Title
  
  Econometric Reviews (forthcomig)
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society 37(2)
  
  Pages: 191-205
- NAID
  110006570581
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji Kurozumi and Yoichi Arai
- Journal Title
  
  Journal of Time Series Analysis Vol.28 (No.4)
  
  Pages: 471-627
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007
- Author(s)
  Yoichi, Arai, Eiji, Kurozumi
- Journal Title
  
  Econometric Reviews 26-6
  
  Pages: 705-739
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji, Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society 37-2
  
  Pages: 191-205
- NAID
  110006570581
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2007
- Author(s)
  Eiji, Kurozumi, Yoichi, Arai
- Journal Title
  
  Journal of Time Series Analysis 28-4
  
  Pages: 471-627
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society (forthcomig)
- NAID
  110006570581
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society 37(2)
  
  Pages: 191-205
- NAID
  110006570581
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007
- Author(s)
  Yoichi Arai and Eiji Kurozumi
- Journal Title
  
  Econometric Reviews 26(6)
  
  Pages: 705-739
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results2007
- Author(s)
  Taku Yamamoto and Eiji Kurozumi
- Journal Title
  
  Hiroshima Economic Review 31(1)
  
  Pages: 21-34
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Wald-Type Test of a Normalization of Cointegrating Vectors2007
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of the Japan Statistical Society 37(2)
  
  Pages: 191-205
- NAID
  110006570581
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Testing for the Null Hypothesis of Cointegration with a Structural Break2007
- Author(s)
  Yoichi Arai and Eiji Kurozumi
- Journal Title
  
  Econometric Reviews Vol.26 (No.6)
  
  Pages: 705-739
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2006
- Author(s)
  Taku Yamamoto, Eiji Kurozumi
- Journal Title
  
  Hitotsubashi Journal of Economics 46・2
  
  Pages: 159-176
- NAID
  110007629882
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006
- Author(s)
  Taku Yamamoto and Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis 27(5)
  
  Pages: 703-723
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006
- Author(s)
  Taku Yamamoto, Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis (forthcoming)
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006
- Author(s)
  Taku Yamamoto and Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis Vol.27 (No.5)
  
  Pages: 703-723
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18730142
[Journal Article] Tests for Long-Run Granger Non-Causality in Cointegrated Systems2006
- Author(s)
  Taku Yamamoto, Eiji Kurozumi
- Journal Title
  
  Journal of Time Series Analysis Vol.27・No.5
  
  Pages: 703-723
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Tests for Long-Run Granger Non Causality in Cointegrated Systems2006
- Author(s)
  Taku, Yamamoto, Eiji, Kurozumi
- Journal Title
  
  Journal of Time Series Analysis 28-4
  
  Pages: 703-723
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Equivalence of Two Expressions of the Impact Matrix2005
- Author(s)
  Eiji Kurozumi, Hiroaki Chigira, Taku Yamamoto
- Journal Title
  
  Econometric Theory 21・4
  
  Pages: 870-875
- NAID
  120000823627
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005
- Author(s)
  Taku Yamamoto and Eiji Kurozumi
- Journal Title
  
  Hitotsubashi Journal of Economics 46(2)
  
  Pages: 159-175
- NAID
  110007629882
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Oxford Bulletin of Economics and Statistics 67(2)
  
  Pages: 181-206
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Equivalence of Two Two Expressions of the Impact Matrix2005
- Author(s)
  Eiji, Kurozumi, Hiroaki, Chigira, Taku, Yamamoto
- Journal Title
  
  Econometric Theory 21-4
  
  Pages: 870-875
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Equivalence of Two Expressions of the Impact Matrix2005
- Author(s)
  Eiji Kurozumi, Hiroaki Chigira and Taku Yamamoto
- Journal Title
  
  Econometric Theory 21(4)
  
  Pages: 870-875
- NAID
  120000823627
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Rank of a Sub-Matrix of Cointegration2005
- Author(s)
  Eiji, Kurozumi
- Journal Title
  
  Econometric Theory 21-2
  
  Pages: 299-325
- NAID
  120000819593
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Rank of a Sub-Matrix of Cointegration2005
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Econometric Theory 21・2
  
  Pages: 299-325
- NAID
  120000819593
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Lag Augmentation in Regression Models with Possibly Integrated Regressors2005
- Author(s)
  Taku, Yamamoto, Eiji, Kurozumi
- Journal Title
  
  Hitotsubashi Journal of Economics 46-2
  
  Pages: 159-175
- NAID
  110007629882
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] The Rank of a Sub-Matrix of Cointegration2005
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Econometric Theory 21(2)
  
  Pages: 299-325
- NAID
  120000819593
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005
- Author(s)
  Eiji, Kurozumi
- Journal Title
  
  Oxford Bulletin of Economics and Statistics 67-2
  
  Pages: 181-206
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series2005
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Oxford Bulletin of Economics and Statistics 67・2
  
  Pages: 181-206
- Data Source
  KAKENHI-PROJECT-17203016
[Journal Article] Equivalence of Two Expressions of the Impact Matrix2005
- Author(s)
  Eiji Kurozumi, Hiroaki Chigira, Taku Yamamoto
- Journal Title
  
  Econometric Theory (forthcoming)
- NAID
  120000823627
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Equivalence of Two Expressions of the Impact Matrix2005
- Author(s)
  黒住英司, 千木良弘朗, 山本拓
- Journal Title
  
  Econometric Theory (印刷中)
- NAID
  120000823627
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Testing for Periodic Stationarity2002
- Author(s)
  黒住英司
- Journal Title
  
  Econometric Reviews 21
  
  Pages: 243-270
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Testing for Periodic Stationarity2002
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Econometric Reviews 21
  
  Pages: 243-270
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] The Limiting Properties of the Canova-Hansen Test Under Alternatives2002
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Econometric Theory 18
  
  Pages: 1197-1220
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Testing for Stationarity with a Break2002
- Author(s)
  Eiji Kurozumi
- Journal Title
  
  Journal of Econometrics, 108
  
  Pages: 63-99
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] The Limiting Properties of the Canova-Hansen Test under Alternatives2002
- Author(s)
  黒住英司
- Journal Title
  
  Econometric Theory 18
  
  Pages: 1197-1220
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Journal Article] Testing for Stationarity with a Break2002
- Author(s)
  黒住英司
- Journal Title
  
  Journal of Econometrics 108
  
  Pages: 63-99
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-14203003
[Presentation] Testing for a Bubble with Stochastically Varying Explosive Coefficient2024
- Author(s)
  Eiji Kurozumi
- Organizer
  2023年度関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Testing for a Bubble with Stochastically Varying Explosive Coefficient2024
- Author(s)
  Eiji Kurozumi
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-23K25501
[Presentation] Change Point Estimator with the Weighted Objective Function When Estimating Breaks One at a Time2023
- Author(s)
  田柳俊和，黒住英司
- Organizer
  2022年度（第30回）関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Change Point Estimator with the Weighted Objective Function When Estimating Breaks One at a Time2023
- Author(s)
  田柳俊和，黒住英司
- Organizer
  2022年度（第30回）関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Change-Point Estimators with the Weighted Objective Function When Estimating Breaks One at a Time2023
- Author(s)
  Eiji Kurozumi
- Organizer
  17th International Conference on Computational and Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Fluctuation-type Monitoring Test for Explosive Behaviour2023
- Author(s)
  Eiji Kurozumi
- Organizer
  2023 Asian Meeting of the Econometric Socety
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Change-Point Estimators with the Weighted Objective Function When Estimating Breaks One at a Time2023
- Author(s)
  Eiji Kurozumi
- Organizer
  17th International Conference on Computational and Financial Econometrics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K25501
[Presentation] Fluctuation-type Monitoring Test for Explosive Behaviour2023
- Author(s)
  Eiji Kurozumi
- Organizer
  6th International Conference on Economics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K25501
[Presentation] Fluctuation-type Monitoring Test for Explosive Behaviour2023
- Author(s)
  Eiji Kurozumi
- Organizer
  6th International Conference on Economics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Fluctuation-type Monitoring Test for Explosive Behaviour2023
- Author(s)
  Eiji Kurozumi
- Organizer
  2023 Asian Meeting of the Econometric Socety
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K25501
[Presentation] On the Asymptotic Behavior of Bubble Date Estimators2022
- Author(s)
  Eiji Kurozumi, Anton Skrobotov
- Organizer
  5th International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] On the Asymptotic Behavior of Bubble Date Estimators2022
- Author(s)
  Eiji Kurozumi
- Organizer
  2022 Asian Meeting of the Econometric Society in East and South-East Asia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] On the Asymptotic Behavior of Bubble Date Estimators2022
- Author(s)
  Eiji Kurozumi, Anton Skrobotov
- Organizer
  2022 Asian Meeting of the Econometric Society in East and South-East Asia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] On the Asymptotic Behavior of Bubble Date Estimators2022
- Author(s)
  Eiji Kurozumi
- Organizer
  5th International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01422
[Presentation] Asymptotic Behavior of Delay Times of Bubble Monitoring Tests2021
- Author(s)
  Eiji Kurozumi
- Organizer
  2020年度関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Testing for common breaks in panel data models2021
- Author(s)
  Eiji Kurozumi
- Organizer
  41st International Symposium on Forecasting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Time-Transformed Test for the Explosive Bubbles under Non-Stationary Volatility2021
- Author(s)
  黒住英司
- Organizer
  日本経済学会2021年度秋季大会
- Invited
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Asymptotic Properties of Bubble Monitoring Tests2019
- Author(s)
  Eiji Kurozumi
- Organizer
  Workshop on Recent Progress in Time Series: in honour of Peter Robinson
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Monitoring Parameter Changes in Models with a Trend2019
- Author(s)
  Eiji Kurozumi
- Organizer
  The 6th Annual Conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K01585
[Presentation] Confidence Sets for the Date of a Mean Shift at the End of a Sample2018
- Author(s)
  Eiji Kurozumi
- Organizer
  第25回関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Confidence Sets for the Date of a Structural Change at the End of a Sample2018
- Author(s)
  Eiji Kurozumi
- Organizer
  The 5th Annual Conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Monitoring Tests for Bubbles2018
- Author(s)
  Eiji Kurozumi
- Organizer
  Recent Developments in Econometric Theory and Applications
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  黒住英司
- Organizer
  第23回関西計量経済学研究会
- Place of Presentation
  東京大学(東京都・文京区)
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  Eiji Kurozumi
- Organizer
  12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  Hamilton (New Zealand)
- Year and Date
  2016-02-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  Eiji Kurozumi
- Organizer
  12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  ハミルトン(ニュージーランド)
- Year and Date
  2016-02-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  Eiji Kurozumi
- Organizer
  12th International Symposium on Econometric Theory and Applications
- Place of Presentation
  Hamilton (New Zealand)
- Year and Date
  2016-02-17
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Confidence Sets for the Break Date in Cointegrating Regressions2016
- Author(s)
  Eiji Kurozumi
- Organizer
  2016 Japan-Korea Allied Conference in Econometrics
- Place of Presentation
  一橋大学（東京都・国立市）
- Year and Date
  2016-11-19
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  黒住英司
- Organizer
  第23回関西計量経済学研究会
- Place of Presentation
  東京大学(東京都・文京区)
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  Eiji Kurozumi
- Organizer
  The 3rd Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  University of Milano-Bicocca(イタリア・ミラノ)
- Year and Date
  2016-06-22
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  Eiji Kurozumi
- Organizer
  Hiroshima Conference on Statistical Science 2016
- Place of Presentation
  広島大学（広島県・東広島市）
- Year and Date
  2016-12-17
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K03594
[Presentation] Monitoring Parameter Constancy with Endogenous Regressors2016
- Author(s)
  黒住英司
- Organizer
  第23回関西計量経済学研究会
- Place of Presentation
  東京大学(東京都文京区)
- Year and Date
  2016-01-09
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi
- Organizer
  The 2nd Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  テッサロニキ（ギリシャ）
- Year and Date
  2015-06-27
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] 経済データの構造変化の検定2015
- Author(s)
  黒住英司
- Organizer
  統計関連学会連合大会
- Place of Presentation
  岡山大学（岡山県岡山市）
- Year and Date
  2015-09-08
- Invited
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi
- Organizer
  The 2nd Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Thessaloniki (Greece)
- Year and Date
  2015-06-27
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Confidence Sets for the Break Date Based on Optimal Tests2015
- Author(s)
  Eiji Kurozumi
- Organizer
  The 2nd Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Thessaloniki (Greece)
- Year and Date
  2015-06-25
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Confidence Set for the Break Date Based on an Optimal Test2015
- Author(s)
  Eiji Kurozumi
- Organizer
  第22回関西計量経済学研究会
- Place of Presentation
  大阪大学（大阪府吹田市）
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] 経済データの構造変化の検定2015
- Author(s)
  黒住英司
- Organizer
  統計関連学会連合大会
- Place of Presentation
  岡山大学(岡山県・岡山市)
- Year and Date
  2015-09-06
- Invited
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Confidence Set for the Break Date Based on an Optimal Test2015
- Author(s)
  黒住英司
- Organizer
  第22回関西計量経済学研究会
- Place of Presentation
  大阪大学(大阪府・豊中市)
- Year and Date
  2015-01-10
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] 経済データの構造変化の検定2015
- Author(s)
  黒住英司
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学(岡山県・岡山市)
- Year and Date
  2015-09-08
- Invited
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Improving the Finite Sample Performance of Tests for a Shift in Mean2014
- Author(s)
  Eiji Kurozumi
- Organizer
  The Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Queen Mary University of London（London, UK）
- Year and Date
  2014-06-26
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed2014
- Author(s)
  Eiji Kurozumi
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  中央研究院（台北市, 台湾）
- Year and Date
  2014-06-22
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed2014
- Author(s)
  Eiji Kurozumi
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  Academia Sinica(台湾・台北)
- Year and Date
  2014-06-22
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Improving the Finite Sample Performance of Tests for a Shift in Mean2014
- Author(s)
  Eiji Kurozumi
- Organizer
  The Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Queen Mary University of London (英国・ロンドン)
- Year and Date
  2014-06-26
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  黒住英司
- Organizer
  日本統計学会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  Eiji Kurozumi
- Organizer
  New Zealand Econometric Study Group Metting
- Place of Presentation
  Auckland University, New Zealand
- Year and Date
  2008-03-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] A simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  Eiji Kurozumi
- Organizer
  New Zealand Econometric Study Group Meeting
- Place of Presentation
  オークランド大学
- Year and Date
  2008-03-08
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] 経済時系列分析:単位根検定と検出力2008
- Author(s)
  黒住英司
- Organizer
  日本経済学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-09-15
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] 経済時系列分析 : 単位根検定と検出力2008
- Author(s)
  黒住英司
- Organizer
  日本経済学会
- Place of Presentation
  近畿大学
- Year and Date
  2008-09-15
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  黒住英司
- Organizer
  Econometric Society European Meeting
- Place of Presentation
  ボッコーニ大学
- Year and Date
  2008-08-29
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  Eiji Kurozumi
- Organizer
  Econometric Society
- Place of Presentation
  ボッコーニ大学
- Year and Date
  2008-08-29
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence2008
- Author(s)
  黒住英司
- Organizer
  New Zealand Econometric Study Group Metting
- Place of Presentation
  オークランド大学
- Year and Date
  2008-03-08
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] 共和分分析と共和分ベクトルの標準化2008
- Author(s)
  黒住英司
- Organizer
  日本統計学会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2008-09-09
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  Eiji Kurozumi
- Organizer
  Hitotsubashi Conference on Econometrics 2007
- Place of Presentation
  一橋大学
- Year and Date
  2007-11-24
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  Eiji Kurozumi
- Organizer
  The Third Symposium on Econometric Theory and Applications
- Place of Presentation
  Hong Kong University of Science and Technology, Hong Kong
- Year and Date
  2007-04-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  Eiji Kurozumi
- Organizer
  Hitotsubashi Conference on Econometrics 2007
- Place of Presentation
  一橋大学
- Year and Date
  2007-11-24
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  Eiji Kurozumi
- Organizer
  Hitotsubashi Conference on Econometrics 2007
- Place of Presentation
  Hitotsubashi University
- Year and Date
  2007-11-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  Eiji Kurozumi
- Organizer
  The Third Symposium on Econometric Theory and Applications
- Place of Presentation
  香港科学技術大学
- Year and Date
  2007-04-13
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors2007
- Author(s)
  黒住英司
- Organizer
  The Third Symposium on Econometric Theory and Applications
- Place of Presentation
  香港科学技術大学
- Year and Date
  2007-04-13
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006
- Author(s)
  Eiji, Kurozumi
- Organizer
  Econometric Society Australian Meeting
- Place of Presentation
  Alice Spring, Australia
- Year and Date
  2006-07-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006
- Author(s)
  黒住英司
- Organizer
  日本経済学会
- Place of Presentation
  福島大学
- Year and Date
  2006-06-03
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Point Optimal Test for Cointegration With Unknown Variance- Covariance Matrix2006
- Author(s)
  黒住英司
- Organizer
  日本経済学会
- Place of Presentation
  福島大学
- Year and Date
  2006-06-03
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Point Optimal Test for Cointegration With Unknown Variance- Covariance Matrix2006
- Author(s)
  黒住英司
- Organizer
  Australasian Meeting of the Econometric Society
- Place of Presentation
  リススプリングス・コンベンションセンター
- Year and Date
  2006-07-07
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006
- Author(s)
  Eiji Kurozumi
- Organizer
  Australasian Meeting of the Econometric Society
- Place of Presentation
  Alice Springs, Australia
- Year and Date
  2006-07-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Point Optimal Test for Cointegration With Unknown Variance-Covariance Matrix2006
- Author(s)
  Eiji, Kurozumi
- Organizer
  Japan Economic Association Spring Meeting
- Place of Presentation
  Fukushima University
- Year and Date
  2006-06-03
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2006
- Author(s)
  黒住英司
- Organizer
  日本統計学会
- Place of Presentation
  東北大学
- Year and Date
  2006-09-07
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2006
- Author(s)
  Eiji, Kurozumi
- Organizer
  Japan Statistical Society Annual Meeting
- Place of Presentation
  Toholku University
- Year and Date
  2006-09-07
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Efficient Estimation and Inference in Cointegrating Regressions with Structural Change2006
- Author(s)
  黒住英司
- Organizer
  日本統計学会
- Place of Presentation
  東北大学
- Year and Date
  2006-09-07
- Data Source
  KAKENHI-PROJECT-18730142
[Presentation] Improving the Finite Sample Performance of Tests for a Shift in Mean
- Author(s)
  Eiji Kurozumi
- Organizer
  The Annual Conference of the International Association for Applied Econometrics
- Place of Presentation
  Queen Mary University of London, UK
- Year and Date
  2014-06-26 – 2014-06-28
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Information Criteria and Model Selection
- Author(s)
  Eiji Kurozumi
- Organizer
  関西計量経済学研究会
- Place of Presentation
  京都大学(京都府京都市)
- Invited
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Information Criteria and Model Selection
- Author(s)
  黒住英司
- Organizer
  2013年度関西計量経済学研究会
- Place of Presentation
  京都大学
- Invited
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
- Author(s)
  黒住英司
- Organizer
  Annual Conference of the African Econometric Society
- Place of Presentation
  インペリアルロイヤルホテル(ウガンダ共和国)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models
- Author(s)
  Eiji Kurozumi
- Organizer
  EEA-ESEM Meeting 2013
- Place of Presentation
  the University of Gothenberg, Sweden
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Testing for Multiple Structural Changes with Non-Homogeneous Regressors
- Author(s)
  黒住英司
- Organizer
  日本経済学会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
- Author(s)
  Eiji Kurozumi
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  Academia Sinica, Taiwan
- Year and Date
  2014-06-20 – 2014-06-22
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
- Author(s)
  黒住英司
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  デリー大学(インド)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Testing for Multiple Structural Changes with Non-Homogeneous Regressors
- Author(s)
  Eiji Kurozumi
- Organizer
  2012 Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  西江大学（韓国）
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors
- Author(s)
  Eiji, Kurozumi
- Organizer
  The Third Symposium on Econometric Theory and Applications
- Place of Presentation
  Hong Kong University of Science and Technology, Hong Kong
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17203016
[Presentation] Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
- Author(s)
  Eiji Kurozumi
- Organizer
  Asian Meeting of Econometric Society
- Place of Presentation
  デリー大学（インド）
- Data Source
  KAKENHI-PROJECT-24243031
[Presentation] Testing for Multiple Structural Changes with Non-Homogeneous Regressors
- Author(s)
  黒住英司
- Organizer
  The 2012 International Symposium on Econometric Theory and Applications
- Place of Presentation
  上海交通大学(中国)
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models
- Author(s)
  Eiji Kurozumi
- Organizer
  EEA-ESEM Meeting 2013
- Place of Presentation
  the University of Gothernberg（イェーテボリ，スウェーデン)
- Data Source
  KAKENHI-PROJECT-25285067
[Presentation] Confidence Set for the Break Date Based on an Optimal Test
- Author(s)
  黒住英司
- Organizer
  第22回関西計量経済学研究会
- Place of Presentation
  大阪大学
- Year and Date
  2015-01-10 – 2015-01-11
- Data Source
  KAKENHI-PROJECT-23243038
[Presentation] Testing for Multiple Structural Changes with Non-Homogeneous Regressors
- Author(s)
  黒住英司
- Organizer
  2012 Hitotsubashi-Sogang Conference on Econometrics
- Place of Presentation
  西江大学(大韓民国)
- Data Source
  KAKENHI-PROJECT-23243038

1. SHIBA Tsunemasa (90187386)

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2. TANAKA Katsuto (40126595)

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3. YAMAMOTO Yohei (80633916)

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4. TAKAHASHI Hajime (70154838)

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5. OKUI Ryo (20563480)

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6. YAMAMOTO Taku (50104716)

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7. Jiang Peiyun (20906929)

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8. Tanizaki Hisashi (60248101)

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9. FUKUSHIGE Mototsugu (10208936)

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10. KAWASAKI Yoshinori (70249910)

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11. NAMBA Akio (60324901)

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12. YAMAZAKI Koichi (70134872)

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13. TOKOI Keitaro (20508650)

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14. FUKUSHIMA Tomomi (30377064)

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15. MUSHAKOUJI Nobukazu (80157718)

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16. ISHIMURA Naoyuki (80212934)

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17. HONDA Toshio (30261754)

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18. ISHIHARA Tsunehiro (60609072)

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19. YAMADA Masahiro (60732435)

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20. YAMADA Toshiro (50754701)

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21. SHIMOTSU Katsumi (50547510)

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# of Collaborated Products: 0 results
22. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
23. KARIYA Takeaki (70092624)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
24. FUJITA Takahiko (50144316)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
25. HAYAKAWA Kazuhiko (00508161)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
26. HAYAKAWA Takeshi (00000183)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
27. KUWANA Yoichi (30272769)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
28. HONDA Yuzo (80137249)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. KUNITOMO Naoto (10153313)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
30. KAWAGUCHI Daiji (80346139)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
31. KITAMURA Yukinobu (70313442)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
32. 柳貴英 (30754832)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
33. YAMAGATA Takashi

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
34. HADRI Kaddor

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
35. SKROBOTOV Anton

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

KUROZUMI Eiji 黒住 英司

黒住 英司 クロズミ エイジ

Research Projects

Research Products

Co-Researchers

大規模パネルデータモデルの定式化に関する統計的推測理論の開発Principal Investigator

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Development of unsupervised learning methods for economic analysis

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Detection of Bubble and Structural ChangePrincipal Investigator

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Detection of Bubbles and Monitoring TestsPrincipal Investigator

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Development of the Theory of Monitoring Tests for Economic Data and Its ApplicationsPrincipal Investigator

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Development of Statistical Methods for Large Panel Data Models and Their ApplicationsPrincipal Investigator

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Financial Engineering to ERM: Theoretical and Empirical Investigation

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Computer-Intensive Statistical Methods and their Applications in Econometrics

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Empirical Research on Printing Place Estimation Method Based on Bibliographical Investigation of Western Historical Social Science Literature

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Statistical Inference on Structural Changes for Stationary/ Nonstationary Economic ModelsPrincipal Investigator

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Economerric theory and EmpiricalApplications of Panel Data Analysis

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Research on Statistical Theory and Time Series Analysis for Mathematical Finance

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経済の長期的関係の変化の統計的推測Principal Investigator

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KUROZUMI Eiji 黒住英司

黒住英司クロズミエイジ