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Daisuke Yamazaki, An Improved Test for Multiple Mean Shifts of a Time Series, The 26th South Taiwan Statistics Conference and 2017 Chinese Institute of Probability and Statistics Annual Meeting, 2017.06, In order to test for shifts in the mean of a time series, we need to estimate the long-run variance of the error term for the scale adjustment. If we estimate the long-run variance under the null hypothesis of no mean shifts, the tests have non-monotonic power. On the other hand, if we estimate the long-run variance assuming mean shifts, the tests have serious size distortion. In order to cope with the problems associated with the estimation of the long-run variance, we develop an improved test for multiple mean shifts by using the bias-corrected long-run variance estimator based on Yamazaki and Kurozumi (2015). We find through simulations that the proposed test has good finite sample properties.. |

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Daisuke Yamazaki, An Improved Test for Cross-Section Independence in Panel Data Models with Serially Correlated Errors, The 2016 Japan-Korea Allied Conference in Econometrics, 2016.11. |

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Daisuke Yamazaki, Testing for Shifts in Mean with Monotonic Power against Multiple Structural Changes, The 11th International Symposium on Econometric Theory and Applications (SETA 2015), 2015.05. |

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Daisuke Yamazaki, Improving the Finite Sample Performance of Tests for a Shift in Mean, The 2014 Hitotsubashi-Sogang Conference on Econometrics, 2014.12. |

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Daisuke Yamazaki, Improving the Finite Sample Performance of Tests for a Shift in Mean, The 10th International Symposium on Econometric Theory and Applications (SETA 2014), 2014.05. |

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Daisuke Yamazaki, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, The 9th International Symposium on Econometric Theory and Applications (SETA 2013), 2013.07. |

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Daisuke Yamazaki, Testing for Parameter Constancy in the Time-Series Direction in Fixed-Effect Panel Data Models, The 2012 Hitotsubashi-Sogang Conference on Econometrics, 2012.11. |