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Comparison of unit root tests for time series with level shifts
10 references·16 citing·33 second hop
Comparison of unit root tests for time series with level shifts (2002)Comparison of unit root tests for time se…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Unit roots and smooth transitions (1998)Unit roots and smooth transit…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…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…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…On the macroeconomic determinants of the housing market in Greece: a VECM approach (2016)On the macroeconomic determin…The close relationship between informal economic growth and carbon emissions in Tunisia since 1980: The (ir)relevance of structural breaks (2014)The close relationship betwee…On the economic determinants of the gold–inflation relation (2014)On the economic determinants …The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)The effects of financial deve…Does financial instability increase environmental degradation? Fresh evidence from Pakistan (2013)Does financial instability in…The Role of Energy in the Industrial Revolution and Modern Economic Growth (2012)The Role of Energy in the Ind…The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan (2012)The dynamics of electricity c…Trade Openness and Co2Emissions in Tunisia (2011)Trade Openness and Co2Emissio…The twin deficits hypothesis: Revisiting an EMU country (2011)The twin deficits hypothesis:…Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries (2010)Short- and Long-Run Electrici…EU-ETS and Nordic Electricity: A CVAR Analysis (2010)EU-ETS and Nordic Electricity…Does Crime Affect Economic Growth? (2010)Does Crime Affect Economic Gr…Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries (2007)Are There Oil Currencies? The…Oil and gas markets in the UK: Evidence from a cointegrating approach (2006)Oil and gas markets in the UK…Exchange and interest rate channels during a deflationary era—Evidence from Japan, Hong Kong and China (2006)Exchange and interest rate ch…Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time* (2003)Test Procedures for Unit Root…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Modelling Nonlinear Economic Time Series (2010)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing for a unit root in variables with a double change in the mean (1998)Environmental Impacts of a North American Free Trade Agreement (1991)Finance and Growth: Schumpeter Might Be Right (1993)Bounds testing approaches to the analysis of level relationships (2001)Investigating the environmental Kuznets curve (EKC) hypothesis by utilizing the ecological footprint as an indicator of environmental degradation (2014)Financial development, environmental quality, trade and economic growth: What causes what in MENA countries (2015)The impact of natural resources, human capital, and foreign direct investment on the ecological footprint: The case of the United States (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Further evidence on breaking trend functions in macroeconomic variables (1997)Oil price shocks and stock market activity (1999)
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
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 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
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1998Unit roots and smooth transitions465 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence405 cited

Cited by

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  • 2010Does Crime Affect Economic Growth?

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220 cited
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  • 2007Are There Oil Currencies? The Real Exchange Rate of Oil Exporting Countries133 cited
  • 2003Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time*127 cited
  • 2010Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries114 cited
  • 2006Exchange and interest rate channels during a deflationary era—Evidence from Japan, Hong Kong and China95 cited
  • 2011The twin deficits hypothesis: Revisiting an EMU country94 cited
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  • 2011Trade Openness and Co2Emissions in Tunisia88 cited
  • 2010EU-ETS and Nordic Electricity: A CVAR Analysis87 cited