• Published Papers
  
  
  • Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (with In Choi), Journal of Econometrics, 2012 (forthcoming).
    
    
  • A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor (with Kaddour Hadri), Economics Letters, 2012 (forthcoming).
    
    
  • A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data (with Kaddour Hadri), Hitotsubashi Journal of Economics, 2011.
    
    
  • Model Selection Criteria in Multivariate Models with Multiple Structural Changes (with Purevdorj Tuvaandorj), Journal of Econometrics, 2011.
    
    
  • Reducing the Size Distortion of the KPSS Test (with Shinya Tanaka), Journal of Time Series Analysis, 2010
    
    
  • Construction of Stationarity Tests with Less Size Distortions, Hitotsubashi Journal of Economics, 2009.
    
    
  • Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors (with Kazuhiko Hayakawa), Journal of Econometrics, 2009.
    
    
  • The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models (with Kazuhiko Hayakawa), Mathematics and Computers in Simulation, 2008.
    
    
  • Economic Time Series Analysis and Unit Root Tests: Development and Perspective (in Japanese), Journal of the Japan Statistical Society (Series J), 2008.
    
    
  • Test for the null hypothesis of cointegration with reduced size distortion (with Yoichi Arai), Journal of Time Series Analysis, 2008.
    
    
  • Testing for the Null Hypothesis of Cointegration with a Structural Break (with Yoichi Arai), Econometric Reviews, 2007.
    
    
  • The Wald-Type Test of a Normalization of Cointegrating Vectors, Journal of the Japan Statistical Society, 2007.
    
    
  • Variable Lag Augmentation in Regression Models with Possibly Integrated Regressors: Some Experimental Results(with Taku Yamamoto), Hiroshima Economic Review, 2007.
    
    
  • Efficient Estimation and Inference in Cointegrating Regressions with Structural Change (with Yoichi Arai), Journal of Time Series Analysis, 2007.
    
    
  • Tests for Long-Run Granger Non-Causality in Cointegrated Systems (with Taku Yamamoto), Journal of Time Series Analysis, 2006.
    
    
  • Lag Augmentation in Regression Models With Possibly Integrated Regressors (with Taku Yamamoto), Hitotsubashi Journal of Economics, 2005.
    
    
  • Equivalence of Two Expressions of the Impact Matrix (with Hiroaki Chigira and Taku Yamamoto), Econometric Theory, 2005.
    
    
  • Detection of Structural Change in the Long-Run Persistence in a Univariate Time Series, Oxford Bulletin of Economics and Statistics, 2005.
    
    
  • The Rank of a Sub-Matrix of Cointegration, Econometric Theory, 2005.
    
    
  • Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters, Journal of the Japan Statistical Society, 2003.
    
    
  • The Limiting Properties of the Canova-Hansen Test Under Local Alternatives, Econometric Theory, 2002.
    
    
  • Testing for Periodic Stationarity, Econometric Reviews, 2002.
    
    
  • Testing for Stationarity with a Break, Journal of Econometrics, 2002.(erratum)
    
    
  • Finite Sample Properties of the Test for Long-Run Granger Non-Causality in Cointegrated Systems (with Taku Yamamoto), Proceedings of International Congress on Modelling and Simulation 2001, Modelling and Simulation Society of Australia and New Zealand Inc., 2001.
    
    
  • Modified Lag Augmented Vector Autoregressions, (with Taku Yamamoto), Econometric Reviews, 2000.