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Minimum LM Unit Root Test with One Structural Break
8 references·16 citing·35 second hop
Minimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test with One Struct…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)Does crude oil price stimulat…Do renewable energy and health expenditures improve load capacity factor in the USA and Japan? A new approach to environmental issues (2021)Do renewable energy and healt…The importance of renewable energy consumption and FDI inflows in reducing environmental degradation: Bootstrap ARDL bound test in selected 9 countries (2020)The importance of renewable e…The hedging effect of green bonds on carbon market risk (2020)The hedging effect of green b…Role of renewable energy and globalization on ecological footprint in the USA: implications for environmental sustainability (2020)Role of renewable energy and …Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break (2020)Renewable and non-renewable e…The impact of economic growth, energy consumption, trade openness, and financial development on carbon emissions: empirical evidence from Turkey (2018)The impact of economic growth…Reducing CO2emissions in the EU member states: Do environmental taxes work? (2018)Reducing CO2emissions in the …Economic growth with coal, oil and renewable energy consumption in China: Prospects for fuel substitution (2014)Economic growth with coal, oi…Oil price and exchange rates: A wavelet based analysis for India (2013)Oil price and exchange rates:…The comovement between exchange rates and stock prices in the Asian emerging markets (2011)The comovement between exchan…Size and power properties of structural break unit root tests (2011)Size and power properties of …Electricity consumption and real GDP causality nexus: Evidence from ARDL bounds testing approach for 11 MENA countries (2011)Electricity consumption and r…Income and CO2 emissions: Evidence from panel unit root and cointegration tests (2008)Income and CO2 emissions: Evi…Unit Root Tests and Structural Breaks: A Survey with Applications (2007)Unit Root Tests and Structura…Are shocks to energy consumption permanent or temporary? Evidence from 182 countries (2006)Are shocks to energy consumpt…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Electricity consumption from renewable and non-renewable sources and economic growth: Evidence from Latin American countries (2013)Examining the bi-directional long run relationship between renewable energy consumption and GDP growth (2013)The relationship between economic growth and electricity consumption from renewable and non-renewable sources: A study of Turkey (2015)Environmental Impacts of a North American Free Trade Agreement (1991)Determinants of carbon emissions in Argentina: The roles of renewable energy consumption and globalization (2021)Determinants of the load capacity factor in China: A novel dynamic ARDL approach for ecological footprint accounting (2021)Linking renewable energy, globalization, agriculture, CO2 emissions and ecological footprint in BRIC countries: A sustainability perspective (2021)GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)A new unit root test with two structural breaks in level and slope at unknown time (2010)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited

Cited by

  • 2020Renewable and non-renewable energy consumption, economic complexity, CO2 emissions, and ecological footprint in the USA: testing the EKC hypothesis with a structural break592 cited
  • 2011Electricity consumption and real GDP causality nexus: Evidence from ARDL bounds testing approach for 11 MENA countries321 cited
  • 2018The impact of economic growth, energy consumption, trade openness, and financial development on carbon emissions: empirical evidence from Turkey291 cited
  • 2014Economic growth with coal, oil and renewable energy consumption in China: Prospects for fuel substitution284 cited
  • 2020Role of renewable energy and globalization on ecological footprint in the USA: implications for environmental sustainability

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277 cited
  • 2021Do renewable energy and health expenditures improve load capacity factor in the USA and Japan? A new approach to environmental issues262 cited
  • 2007Unit Root Tests and Structural Breaks: A Survey with Applications246 cited
  • 2011The comovement between exchange rates and stock prices in the Asian emerging markets244 cited
  • 2011Size and power properties of structural break unit root tests237 cited
  • 2020The hedging effect of green bonds on carbon market risk236 cited
  • 2006Are shocks to energy consumption permanent or temporary? Evidence from 182 countries220 cited
  • 2008Income and CO2 emissions: Evidence from panel unit root and cointegration tests202 cited
  • 2013Oil price and exchange rates: A wavelet based analysis for India193 cited
  • 2021Does crude oil price stimulate economic policy uncertainty in BRICS?177 cited
  • 2018Reducing CO2emissions in the EU member states: Do environmental taxes work?176 cited
  • 2020The importance of renewable energy consumption and FDI inflows in reducing environmental degradation: Bootstrap ARDL bound test in selected 9 countries174 cited