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Fourier Birim Kök Testleri ile Finansal Yakınsama Hipotezi Geçerliliğinin Sınanması: Kırılgan Beşli Örneği
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2004Finance and Growth: Theory and Evidence3,752 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
  • 1994Interpreting Tests of the Convergence Hypothesis1,084 cited
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  • 2010A new unit root test with two structural breaks in level and slope at unknown time725 cited
  • 2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES475 cited
  • 2010Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates319 cited

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2008
Financial development and economic growth: Convergence or divergence?
302 cited
  • 2004A general test for time dependence in parameters258 cited
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