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Recursive adjustment, unit root tests and structural breaks
16 references·0 citing·27 second hop
Recursive adjustment, unit root tests and structural breaks (2012)Recursive adjustment, unit root tests and…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…Dealing with Structural Breaks (2005)Dealing with Structural BreaksFurther Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)Additional Tests for a Unit R…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…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…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…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Time Series Regression with a Unit Root (1987)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)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)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 PANIC Attack on Unit Roots and Cointegration (2004)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Oil price shocks and stock market activity (1999)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 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
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited

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  • 2005Dealing with Structural Breaks701 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
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