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More powerful cointegration tests with non-normal errors
10 references·6 citing·38 second hop
More powerful cointegration tests with non-normal errors (2014)More powerful cointegration tests with no…More Powerful Unit Root Tests with Non-normal Errors (2014)More Powerful Unit Root Tests…Distributions of error correction tests for cointegration (2002)Distributions of error correc…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Asymptotic Inference on Coint…Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power (1995)Rethinking the Univariate App…Testing for an unstable root in conditional and structural error correction models (1994)Testing for an unstable root …THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…DYNAMIC SPECIFICATION AND COINTEGRATION* (1992)DYNAMIC SPECIFICATION AND COI…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes (2023)The role of renewable and nuc…Natural resources revenues, shadow economy and financial institutions depth: The way forward (2023)Natural resources revenues, s…Testing the long-run effects of economic growth, financial development and energy consumption on CO2 emissions in Turkey: new evidence from RALS cointegration test (2021)Testing the long-run effects …Türkiye’de Finansal Gelişme ve Ekonomik Büyüme İlişkisi: RALS-EG Eşbütünleşme Testi (2020)Türkiye’de Finansal Gelişme v…A comment on interest rate pass-through: a non-normal approach (2019)A comment on interest rate pa…Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market (2016)Fourier ADL cointegration tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)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)Dealing with Structural Breaks (2005)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Statistical analysis of cointegration vectors (1988)What does export diversification do for growth? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1994Testing for an unstable root in conditional and structural error correction models592 cited
  • 1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power363 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 1998Asymptotic Inference on Cointegrating Rank in Partial Systems241 cited
  • 1992DYNAMIC SPECIFICATION AND COINTEGRATION*154 cited
  • 2014More Powerful Unit Root Tests with Non-normal Errors113 cited

Cited by

  • 2016Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market310 cited
  • 2023The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes242 cited
  • 2021Testing the long-run effects of economic growth, financial development and energy consumption on CO2 emissions in Turkey: new evidence from RALS cointegration test74 cited

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2019
A comment on interest rate pass-through: a non-normal approach
17 cited
  • 2020Türkiye’de Finansal Gelişme ve Ekonomik Büyüme İlişkisi: RALS-EG Eşbütünleşme Testi15 cited
  • 2023Natural resources revenues, shadow economy and financial institutions depth: The way forward12 cited