SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for two-regime threshold cointegration in vector error-correction models
4 references·16 citing·43 second hop
Testing for two-regime threshold cointegration in vector error-correction models (2002)Testing for two-regime threshold cointegr…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Threshold Cointegration (1997)Threshold CointegrationInference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model (2017)The impact of energy consumpt…The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis (2013)The nexus between carbon emis…Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007 (2012)Threshold cointegration and n…Natural gas consumption and economic growth in Pakistan (2012)Natural gas consumption and e…Gold as an inflation hedge in a time-varying coefficient framework (2012)Gold as an inflation hedge in…Threshold autoregression in economics (2011)Threshold autoregression in e…Is there co-movement of agricultural commodities futures prices and crude oil? (2011)Is there co-movement of agric…A dynamic panel study of economic development and the electricity consumption-growth nexus (2011)A dynamic panel study of econ…Survey of the international evidence on the causal relationship between energy consumption and growth (2010)Survey of the international e…Modelling Nonlinear Economic Time Series (2010)Modelling Nonlinear Economic …How many times again will we examine the energy-income nexus using a limited range of traditional econometric tools? (2009)How many times again will we …A survey of the electricity consumption-growth literature (2009)A survey of the electricity c…A literature survey on energy–growth nexus (2009)A literature survey on energy…ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)ECONOMETRIC MODELS OF ASYMMET…TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)TESTING FOR COINTEGRATION IN …Asymmetric Price Transmission: A Survey (2004)Asymmetric Price Transmission…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Renewable and non-renewable energy consumption and economic growth relationship revisited: Evidence from G7 countries (2012)Causal relationship between CO2 emissions, real GDP, energy consumption, financial development, trade openness, and urbanization in Tunisia (2015)CO 2 emissions, energy consumption, economic growth, and financial development in GCC countries: Dynamic simultaneous equation models (2016)Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Cointegration and Threshold Adjustment (2001)Biofuel-related price transmission literature: A review (2013)Oil and food prices in Malaysia: a nonlinear ARDL analysis (2015)Testing for unit roots in heterogeneous panels (2003)The impact of economic growth on CO2 emissions in Azerbaijan (2018)The impacts of renewable energy and technological innovation on environment-energy-growth nexus: New evidence from a panel quantile regression (2018)The impact of institutional quality on economic growth and carbon emissions: Evidence from Indonesia, South Korea and Thailand (2019)Econometric Analysis of Panel Data (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)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)Structural Analysis of Cointegrating VARs (1998)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)ON THE RELATIONSHIP BETWEEN ENERGY AND GNP (1978)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)CO2 emissions, energy consumption and economic growth in Turkey (2010)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Dynamic relationship between technological innovations, financial development, renewable energy, and ecological footprint: fresh insights based on the STIRPAT model for Asia Pacific Economic Cooperation countries (2020)Measuring the impact of renewable energy, public health expenditure, logistics, and environmental performance on sustainable economic growth (2020)Modelling the dynamic linkages between eco-innovation, urbanization, economic growth and ecological footprints for G7 countries: Does financial globalization matter? (2021)The renewable energy consumption–growth nexus in Central America (2010)The renewable energy, growth and environmental Kuznets curve in Turkey: An ARDL approach (2015)Energy innovation and renewable energy consumption in the correction of air pollution levels (2017)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)Long memory and regime switching (2001)Why is it so difficult to beat the random walk forecast of exchange rates? (2003)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 1997Threshold Cointegration1,042 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited

Cited by

  • 2009A literature survey on energy–growth nexus1,624 cited
  • 2004Asymmetric Price Transmission: A Survey843 cited
  • 2010Survey of the international evidence on the causal relationship between energy consumption and growth629 cited
  • 2009A survey of the electricity consumption-growth literature594 cited
  • 2017The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model503 cited
  • 2013The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis471 cited
  • 2007ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION360 cited
  • 2010Modelling Nonlinear Economic Time Series352 cited
  • 2011Threshold autoregression in economics278 cited
  • 2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS259 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007249 cited
  • 2009How many times again will we examine the energy-income nexus using a limited range of traditional econometric tools?236 cited
  • 2011A dynamic panel study of economic development and the electricity consumption-growth nexus236 cited
  • 2012Natural gas consumption and economic growth in Pakistan216 cited
  • 2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
  • 2011Is there co-movement of agricultural commodities futures prices and crude oil?202 cited