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Panel LM Unit‐root Tests with Level Shifts*
14 references·16 citing·22 second hop
Panel LM Unit‐root Tests with Level Shifts* (2005)Panel LM Unit‐root Tests with Level Shift…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Unit root tests for panel data (2001)Unit root tests for panel dataUnit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Does Globalisation Worsen Environmental Quality in Developed Economies? (2017)Does Globalisation Worsen Env…Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model (2014)Renewable energy, output, CO2…Applied econometrics and implications for energy economics research (2014)Applied econometrics and impl…Financial development and economic growth in Latin America: Is Schumpeter right? (2012)Financial development and eco…Convergence in per capita energy use among OECD countries (2012)Convergence in per capita ene…Change‐point detection in panel data (2012)Change‐point detection in pan…The CO 2 emissions-income nexus: Evidence from rich countries (2011)The CO 2 emissions-income nex…Energy consumption and economic growth revisited in African countries (2011)Energy consumption and econom…The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data (2009)The causality between energy …Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (2009)Structural Changes, Common St…Coal consumption and economic growth: Evidence from a panel of OECD countries (2009)Coal consumption and economic…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …Energy consumption and GDP revisited: A panel analysis of developed and developing countries (2007)Energy consumption and GDP re…Testing for Panel Cointegration with Multiple Structural Breaks* (2006)Testing for Panel Cointegrati…Are shocks to energy consumption permanent or temporary? Evidence from 182 countries (2006)Are shocks to energy consumpt…Breaking the panels: An application to the GDP per capita (2005)Breaking the panels: An appli…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)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)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)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)Testing for Error Correction in Panel Data* (2007)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2001Unit root tests for panel data4,109 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag502 cited

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Unit Roots and Cointegration in Panels
758 cited
  • 2005Breaking the panels: An application to the GDP per capita690 cited
  • 2014Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model506 cited
  • 2011The CO 2 emissions-income nexus: Evidence from rich countries428 cited
  • 2009The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data371 cited
  • 2006Testing for Panel Cointegration with Multiple Structural Breaks*339 cited
  • 2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data300 cited
  • 2007Energy consumption and GDP revisited: A panel analysis of developed and developing countries279 cited
  • 2011Energy consumption and economic growth revisited in African countries255 cited
  • 2012Financial development and economic growth in Latin America: Is Schumpeter right?223 cited
  • 2006Are shocks to energy consumption permanent or temporary? Evidence from 182 countries220 cited
  • 2017Does Globalisation Worsen Environmental Quality in Developed Economies?193 cited
  • 2014Applied econometrics and implications for energy economics research184 cited
  • 2009Coal consumption and economic growth: Evidence from a panel of OECD countries163 cited
  • 2012Change‐point detection in panel data162 cited
  • 2012Convergence in per capita energy use among OECD countries161 cited