Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

How to Deal with Structural Breaks in Practical Cointegration Analysis

6 references·2 citing·23 second hop

FromToDepth

this work references cited by second hop

References

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
1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
2001How to deal with intercept and trend in practical cointegration analysis?55 cited

Cited by

2017Food versus fuel: An updated and expanded evidence73 cited
2012The Relationship between Domestic Investment and Economic Growth in Nigeria9 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work