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The bilateral trade flows of the EU in the presence of structural breaks
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The bilateral trade flows of the EU in the presence of structural breaks (2016)The bilateral trade flows of the EU in th…Tests for cointegration with two unknown regime shifts with an application to financial market integration (2008)Tests for cointegration with …On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …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…On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997)On the Estimation and Inferen…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Useful Modifications to some …PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts (1996)PRACTITIONERS CORNER: Tests f…OPEN-ECONOMY MACROECONOMICS (1996)OPEN-ECONOMY MACROECONOMICSEfficient 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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Handbook of international economics (1986)Handbook of international eco…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The influence of real output, renewable and non-renewable energy, trade and financial development on carbon emissions in the top renewable energy countries (2016)Determinants of the ecological footprint: Role of renewable energy, natural resources, and urbanization (2019)Econometric Analysis of Panel Data (2021)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Residual-based tests for cointegration in models with regime shifts (1996)The Quarterly Journal of Economics (2024)Minimum LM Unit Root Test with One Structural Break (2004)GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)A new unit root test with two structural breaks in level and slope at unknown time (2010)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Testing for a unit root in variables with a double change in the mean (1998)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
  • 1996PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts600 cited
  • 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
  • 1997On the Estimation and Inference of a Cointegrated Regression in Panel Data518 cited
  • 1996OPEN-ECONOMY MACROECONOMICS504 cited

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  • 1986Handbook of international economics494 cited
  • 2008Tests for cointegration with two unknown regime shifts with an application to financial market integration488 cited
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