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A new unit root test against ESTAR based on a class of modified statistics
11 references·16 citing·40 second hop
A new unit root test against ESTAR based on a class of modified statistics (2009)A new unit root test against ESTAR based …Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity (1995)The Exchange Rate in the Pres…Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Dynamic Equilibrium and the R…Convergence to Stochastic Integrals for Dependent Heterogeneous Processes (1992)Convergence to Stochastic Int…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Is Financial Innovation Bestowed or a Curse for Economic Sustainably: The Mediating Role of Economic Policy Uncertainty (2021)Is Financial Innovation Besto…Analysing the ecological footprint in EU-5 countries under a scenario of carbon neutrality: Evidence from newly developed sharp and smooth structural breaks in unit root testing (2021)Analysing the ecological foot…Commodity terms of trade shocks and real effective exchange rate dynamics in Africa's commodity-exporting countries (2020)Commodity terms of trade shoc…Modelling the relationship between financing by Islamic banking system and environmental quality: evidence from bootstrap autoregressive distributive lag with Fourier terms (2019)Modelling the relationship be…A unit root test based on smooth transitions and nonlinear adjustment (2019)A unit root test based on smo…Persistence of policy shocks to an environmental degradation index: The case of ecological footprint in 128 developed and developing countries (2018)Persistence of policy shocks …Analyzing long lasting effects of environmental policies: Evidence from low, middle and high income economies (2018)Analyzing long lasting effect…A new nonlinear unit root test with Fourier function (2018)A new nonlinear unit root tes…Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests (2017)Empirical investigation of pu…Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests (2014)Re-examining the Turkish stoc…PURCHASING POWER PARITY IN AFRICAN COUNTRIES: FURTHER EVIDENCE FROM FOURIER UNIT ROOT TESTS BASED ON LINEAR AND NONLINEAR MODELS (2013)PURCHASING POWER PARITY IN AF…Convergence in per capita energy use among OECD countries (2012)Convergence in per capita ene…Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production (2012)Are fluctuations in energy va…The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests (2011)The stationary of energy cons…Testing for a unit root in a stationary ESTAR process (2011)Testing for a unit root in a …Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing (2010)Is real GDP per capita a stat…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Testing for unit roots in heterogeneous panels (2003)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Purchasing Power Parity and the Real Exchange Rate (2002)Theory of rational option pricing (2005)Understanding European Real Exchange Rates (2005)Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)Theory of Rational Option Pricing (1973)Are Financial Assets Priced Locally or Globally? (2002)International Trade and Macroeconomic Dynamics with Heterogeneous Firms* (2005)Financial Intermediation, International Risk Sharing, and Reserve Currencies (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Exchange Rates and Fundamentals (2005)Multiproduct Firms and Trade Liberalization (2011)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Testing for a unit root in panels with dynamic factors (2004)Econometric Analysis of Panel Data (2021)Analysis of Financial Time Series (2006)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
  • 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
  • 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited

Cited by

  • 2018Persistence of policy shocks to an environmental degradation index: The case of ecological footprint in 128 developed and developing countries209 cited
  • 2012Convergence in per capita energy use among OECD countries161 cited
  • 2018

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Analyzing long lasting effects of environmental policies: Evidence from low, middle and high income economies
125 cited
  • 2012Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production122 cited
  • 2011The stationary of energy consumption for Turkish disaggregate data by employing linear and nonlinear unit root tests82 cited
  • 2019Modelling the relationship between financing by Islamic banking system and environmental quality: evidence from bootstrap autoregressive distributive lag with Fourier terms79 cited
  • 2021Analysing the ecological footprint in EU-5 countries under a scenario of carbon neutrality: Evidence from newly developed sharp and smooth structural breaks in unit root testing79 cited
  • 2014Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests71 cited
  • 2010Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing62 cited
  • 2018A new nonlinear unit root test with Fourier function61 cited
  • 2011Testing for a unit root in a stationary ESTAR process50 cited
  • 2021Is Financial Innovation Bestowed or a Curse for Economic Sustainably: The Mediating Role of Economic Policy Uncertainty47 cited
  • 2013PURCHASING POWER PARITY IN AFRICAN COUNTRIES: FURTHER EVIDENCE FROM FOURIER UNIT ROOT TESTS BASED ON LINEAR AND NONLINEAR MODELS44 cited
  • 2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africa's commodity-exporting countries42 cited
  • 2019A unit root test based on smooth transitions and nonlinear adjustment40 cited
  • 2017Empirical investigation of purchasing power parity for Turkey: Evidence from recent nonlinear unit root tests39 cited