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Structural Breaks, Cointegration and the Domestic Demand for Chilean Wine
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Structural Breaks, Cointegration and the Domestic Demand for Chilean Wine (2005)Structural Breaks, Cointegration and the …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…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)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)Testing for a Unit Root in Time Series Regression (1988)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Time Series Analysis, Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Inference in Linear Time Series Models with some Unit Roots (1990)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Forecasting Economic Time Series (2000)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)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)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Oil price shocks and stock market activity (1999)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 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 Hypothesis5,774 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,331 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited

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  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes1,136 cited
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