References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
• 2001Cointegration and Threshold Adjustment1,149 cited
• 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
• 2012Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007249 cited
• 2005Bootstrap testing for the null of no cointegration in a threshold vector error correction model167 cited
• 2009Vegetable oil market and biofuel policy: An asymmetric cointegration approach98 cited
• 2010Threshold cointegration and the short-run dynamics of twin deficit behaviour60 cited
• 2010ADL tests for threshold cointegration54 cited
• 2008UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP54 cited
• 2007Estimating Investment Rigidity within a Threshold Regression Framework: The Case of U.S. Hog Production Sector31 cited
• 2005Testing For Threshold Nonlinearity in Short-Term Interest Rates30 cited
• 2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS