• Published Papers (in English)
  
  
• Change-point Estimators with the Weighted Objective Function When Sequentially Estimating Breaks (with Toshikazu Tayanagi), Econometrics and Statistics, 2024+.
  
  
• Testing for a Bubble with a Stochastically Varying Explosive Coefficient (with Mikihito Nishi), Journal of Time Series Analysis, 2024+.
  
  
• Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing (with Mikihito Nishi), Journal of Time Series Analysis, 2023.
  
  
• Fluctuation-type Monitoring Test for Explosive Behavior, Econometrics and Statistics, 2023.
  
  
• Time-Transformed Test for Bubbles under Non-stationary Volatility (with Anton Skrobotov and Alexey Tsarev), Journal of Financial Econometrics, 2023.
  
  
• On the Asymptotic Behavior of Bubble Date Estimators (with Anton Skrobotov), Journal of Time Series Analysis, 2023.
  
  
• In-fill Asymptotic Distribution of the Change Point Estimator When Estimating Breaks One at a Time (with Toshikazu Tayanagi), Journal of Time Series Econometrics, 2023.
  
  
• A New Test for Common Breaks in Heterogeneous Panel Data Models (with Peiyun Jiang), Econometrics and Statistics, 2023.
  
  
• Asymptotic Behavior of Delay Times of Bubble Monitoring Tests, Journal of Time Series Analysis, 2021.
  
  
• Monitoring Parameter Changes in Models with a Trend (with Peiyun Jiang), Journal of Statistical Planning and Inference, 2020.
  
  
• Asymptotic Properties of Bubble Monitoring Tests, Econometric Rreviews, 2020.
  
  
• Confidence Sets for the Date of a Structural Change at the End of a Sample, Journal of Time Series Analysis, 2018.
  
  
• Power Properties of the Modified CUSUM Tests (with Peiyun Jiang), Communications in Statistics - Theory and Methods, 2018.
  
  
• Confidence Sets for the Break Date in Cointegrating Regressions (with Anton Skrobotov), Oxford Bulletin of Economics and Statistics, 2017.
  
  
• Monitoring Parameter Constancy with Endogenous Regressors, Journal of Time Series Analysis, 2017.
  
  
• Confidence Sets for the Break Date Based on Optimal Tests (with Yohei Yamamoto), Econometrics Journal, 2015.
  
  
• Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed (with Kaddour Hadri and Yao Rao), Econometrics Journal, 2015.
  
  
• Improving the Finite Sample Performance of Tests for a Shift in Mean (with Daisuke Yamazaki), Journal of Statistical Planning and Inference, 2015.
  
  
• Synergy Between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests (with Kaddour Hadri and Daisuke Yamazaki), The Manchester School, 2015.
  
  
• Testing for Parameter Constancy in the Time Series Direction in Panel Data Models (with Daisuke Yamazaki), Journal of Statistical Computation and Simulation, 2015.
  
  
• Testing for Multiple Structural Changes with Non-Homogeneous Regressors, Journal of Time Series Econometrics, 2015.
  
  
• Estimation and Inference in Predictive Regressions (with Kohei Aono), Hitotsubashi Journal of Economics, 2013.
  
  
• Testing the Prebish-Singer Hypothesis Using Second Generation Panel Data Stationarity Tests with Break (with Rabah Arezki, Kaddour Hadri and Yao Rao), Economics Letters, 2012.
  
  
• Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small (with Shinya Tanaka), Economics Letters, 2012.
  
  
• Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (with In Choi), Journal of Econometrics, 2012.
  
  
• A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor (with Kaddour Hadri), Economics Letters, 2012.
  
  
• 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.
  
  
• 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)
  
  
• Modified Lag Augmented Vector Autoregressions, (with Taku Yamamoto), Econometric Reviews, 2000.
  
  

Published Papers (in Japanese)

• 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 (Construction of Confidence Sets for the Break Date in Regression Models with Non-homogeneous Regressors), 日本統計学会誌シリーズJ，2016.
  
  
• レベル・シフトの検定と検出力の非単調性 (Tests for a Level Shift and the Non-Monotonic Power Problem，山崎大輔氏との共著), 日本統計学会誌シリーズJ，2014.
  
  
• 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 (Economic Time Series Analysis and Unit Root Tests: Development and Perspective), 日本統計学会誌シリーズJ，2008.