If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Daisuke Yamazaki is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Long-run Mathematics
Variance Estimator Mathematics
Testing Mathematics
Panel Data Mathematics
Structural Change Mathematics
Monotonic Mathematics
Data Model Mathematics
Time series Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2015 2019

  • 5 Citations
  • 1 h-Index
  • 4 Article

Testing for shifts in mean with monotonic power against multiple structural changes

Yamazaki, D., Jul 24 2019, In : Journal of Statistical Computation and Simulation. 89, 11, p. 2006-2030 25 p.

Research output: Contribution to journalArticle

Structural Change
Long-run
Monotonic
Variance Estimator
Testing
3 Citations (Scopus)

Improving the finite sample performance of tests for a shift in mean

Yamazaki, D. & Kurozumi, E., Dec 1 2015, In : Journal of Statistical Planning and Inference. 167, p. 144-173 30 p.

Research output: Contribution to journalArticle

Variance Estimator
Long-run
Size Distortion
Structural Breaks
High Power
1 Citation (Scopus)

Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests

Hadri, K., Kurozumi, E. & Yamazaki, D., Dec 1 2015, In : Manchester School. 83, 6, p. 676-700 25 p.

Research output: Contribution to journalArticle

Panel data
Unit root tests
Covariates
Synergy
Cross-sectional dependence
1 Citation (Scopus)

Testing for parameter constancy in the time series direction in panel data models

Yamazaki, D. & Kurozumi, E., Jan 1 2015, In : Journal of Statistical Computation and Simulation. 85, 14, p. 2874-2902 29 p.

Research output: Contribution to journalArticle

Time series analysis
Panel Data
Data Model
Data structures
Time series