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Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks
16 references·1 citing·24 second hopsampled
Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks (2008)Is Per Capita Real GDP Stationary in Lati…Breaking the panels: An application to the GDP per capita (2005)Breaking the panels: An appli…Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks (2003)Unit roots, postwar slowdowns…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests (2002)Are Real GDP Levels Nonstatio…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS (1996)DETERMINISTIC, STOCHASTIC, AN…The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact (1995)The great wars, the great cra…FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES (1994)FURTHER EVIDENCE ON BREAKING …Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Nonstationary and Level Shifts With An Application To Purchasing Power Parity (1991)Nonstationary and Level Shift…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Is GDP in ASEAN countries stationary? New evidence from panel unit root tests (2011)Is GDP in ASEAN countries sta…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Renewable energy consumption and growth in Eurasia (2010)Econometric Analysis of Panel Data (2021)Role of green finance in improving energy efficiency and renewable energy development (2022)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing for a unit root in variables with a double change in the mean (1998)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 2005Breaking the panels: An application to the GDP per capita690 cited
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  • 1995The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact198 cited
  • 1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity189 cited
  • 2003Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks178 cited
  • 1996

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DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS
85 cited
  • 2002Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests68 cited
  • Cited by

    • 2011Is GDP in ASEAN countries stationary? New evidence from panel unit root tests8 cited