Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Lanne, Markku
Lütkepohl, Helmut
and
Saikkonen, Pentti
2003.
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time*.
Oxford Bulletin of Economics and Statistics,
Vol. 65,
Issue. 1,
p.
91.
Lutkepohl, Helmut
Saikkonen, Pentti
and
Trenkler, Carsten
2004.
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time.
Econometrica,
Vol. 72,
Issue. 2,
p.
647.
Lütkepohl, Helmut
2004.
New Directions in Macromodelling.
Vol. 269,
Issue. ,
p.
107.
Wolters, Jürgen
and
Hassler, Uwe
2006.
Modern Econometric Analysis.
p.
41.
Saikkonen, Pentti
Lütkepohl, Helmut
and
Trenkler, Carsten
2006.
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING.
Econometric Theory,
Vol. 22,
Issue. 01,
Tang, Tuck Cheong
2006.
A new approach to examining the sustainability of external imbalances: the case of Japan.
Applied Economics Letters,
Vol. 13,
Issue. 5,
p.
287.
He, Changli
and
Sandberg, Rickard
2006.
Dickey–Fuller Type of Tests against Nonlinear Dynamic Models*.
Oxford Bulletin of Economics and Statistics,
Vol. 68,
Issue. s1,
p.
835.
Wolters, Jürgen
and
Hassler, Uwe
2006.
Unit root testing.
Allgemeines Statistisches Archiv,
Vol. 90,
Issue. 1,
p.
43.
Vougas, Dimitrios V.
2006.
On unit root testing with smooth transitions.
Computational Statistics & Data Analysis,
Vol. 51,
Issue. 2,
p.
797.
Carrion‐i‐Silvestre, Josep Lluís
and
Sansó, Andreu
2006.
Joint hypothesis specification for unit root tests with a structural break.
The Econometrics Journal,
Vol. 9,
Issue. 2,
p.
196.
Lopez, Claude
and
Reyes, Javier A.
2007.
Real Interest Rate Stationarity and Per Capita Consumption Growth Rate.
SSRN Electronic Journal,
Panagiotidis, Theodore
and
Rutledge, Emilie
2007.
Oil and gas markets in the UK: Evidence from a cointegrating approach.
Energy Economics,
Vol. 29,
Issue. 2,
p.
329.
Nagayasu, Jun
2007.
Putting the dividend–price ratio under the microscope.
Finance Research Letters,
Vol. 4,
Issue. 3,
p.
186.
Boschi, Melisso
2007.
Foreign Capital in Latin America: A Long-Run Structural Global VAR Perspective.
SSRN Electronic Journal,
Broda, Simon
Carstensen, Kai
and
Paolella, Marc S.
2007.
Bias-adjusted estimation in the ARX(1) model.
Computational Statistics & Data Analysis,
Vol. 51,
Issue. 7,
p.
3355.
Tang, Tuck Cheong
2007.
Sustainability of balancing item of balance of payments accounts: fresh empirical evidence for G7 countries.
Applied Economics Letters,
Vol. 14,
Issue. 4,
p.
251.
Fukuda, Kosei
2007.
A unified approach to detecting unit root and structural break.
Applied Economics,
Vol. 39,
Issue. 3,
p.
279.
Boschi, Melisso
and
Girardi, Alessandro
2008.
The Contribution of Domestic, Regional and International Factors to Latin America's Business Cycle.
SSRN Electronic Journal,
Ricciuti, Roberto
2008.
The quest for a fiscal rule: Italy, 1861–1998.
Cliometrica,
Vol. 2,
Issue. 3,
p.
259.
Assaf, Ata
2008.
Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time.
International Review of Economics & Finance,
Vol. 17,
Issue. 2,
p.
269.