This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations for " Break Point Estimation and Spurious Rejections with Endogenous Unit Root Tests"

by Lee, Junsoo & Strazicich, Mark C

For a complete description of this item, click here.
Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Meng-Shiuh Chang & Teng-Yuan Hu, 2006. "Scale of variance, unit of data and the power of unit root tests under structural changes -- a strategy for analysing Nelson--Plosser data," Applied Economics Letters, Taylor and Francis Journals, vol. 13(1), pages 51-56, January. [Downloadable!] (restricted)
  2. Junsoo Lee & John A. List & Mark Strazicich, 2005. "Nonrenewable Resource Prices: Deterministic or Stochastic Trends?," NBER Working Papers 11487, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University. [Downloadable!]
  4. Gomes, F. A. R. & Silva, C. G., 2007. "Hysteresis vs. NAIRU and Convergence vs. Divergence: The behavior of regional unemployment rates in Brazil," Ibmec Working Papers wpe_71, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  5. Stephan Popp, 2008. "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers 0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
  6. Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005. "Is there a Natural Rate of Crime?," Monash Economics Working Papers 18/05, Monash University, Department of Economics. [Downloadable!]
  7. John Dawson & Steven Millsaps & Mark Strazicich, 2004. "Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987," Working Papers 04-04, Department of Economics, Appalachian State University, revised 2005. [Downloadable!]
  8. Olivier Darné & Amélie Charles, 2009. "Large shocks in U.S. macroeconomic time series: 1860–1988," Working Papers hal-00422502_v1, HAL. [Downloadable!]
  9. Paresh Kumar Narayan & Stephan Popp, 2009. "A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time," Economics Series 2009_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  10. Westerlund, Joakim & Edgerton , David, 2006. "New Improved Tests for Cointegration with Structural Breaks," Working Papers 2006:3, Lund University, Department of Economics.
    Other versions:
  11. Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005. "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 31-51, May. [Downloadable!]
    Other versions:
  12. Chanwit Phengpis, 2006. "Are emerging stock market price indices really stationary?," Applied Financial Economics, Taylor and Francis Journals, vol. 16(13), pages 931-939, September. [Downloadable!] (restricted)
  13. Paresh Kumar Narayan & Stephan Popp, 2009. "A Nonlinear Approach to Testing the Unit Root Null Hypothesis: An Application to International Health Expenditures," Economics Series 2009_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  14. Bastos, Fabiano & Angelo Divino, Jose, 2009. "Exchange rate and output fluctuations in the small open economy of Mauritius," Policy Research Working Paper Series 5065, The World Bank. [Downloadable!]
  15. John W. Dawson, 2005. "Regulation and the Macroeconomy," Working Papers 05-16, Department of Economics, Appalachian State University. [Downloadable!]
    Other versions:
  16. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Department of Economics, University of Glasgow. [Downloadable!]
    Other versions:
  17. Fábio Augusto Reis Gomes & Cleomar Gomes da Silva, 2006. "Hysteresis Vs. Nairu And Convergence Vs. Divergence: The Behavior Of Regional Unemployment Rates In Brazil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 161, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  18. Luis C. Nunes, 2004. "LM-Type tests for a Unit Root Allowing for a Break in Trend," Econometric Society 2004 Australasian Meetings 190, Econometric Society. [Downloadable!]
  19. Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso, 2007. "Electricity consumption and economic growth: evidence from Spain," BILTOKI 200701, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  20. Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40/07, Monash University, Department of Economics. [Downloadable!]
    Other versions:
  21. Singh, Prakash & Pandey, Manoj K., 2009. "Structural break, stability and demand for money in India," MPRA Paper 15425, University Library of Munich, Germany. [Downloadable!]
  22. John W. Dawson & Mark C. Strazicich, 2006. "Time Series Tests of Income Convergence with Two Structural Breaks: An Update and Extension," Working Papers 06-01, Department of Economics, Appalachian State University. [Downloadable!]
  23. Juncal Cuñado & Fernando Perez de Gracia, 2006. "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November. [Downloadable!] (restricted)
  24. Paresh Kumar Narayan, 2006. "Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India," Applied Economics, Taylor and Francis Journals, vol. 38(1), pages 63-70, January. [Downloadable!] (restricted)
  25. ALTINAY, Galip, 2005. "Structural Breaks in Long-Term Turkish Macroeconomic Data,1923-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(4). [Downloadable!]
  26. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June. [Downloadable!]
  27. Paresh Kumar Narayan, 2006. "Are Australia's tourism markets converging?," Applied Economics, Taylor and Francis Journals, vol. 38(10), pages 1153-1162, June. [Downloadable!] (restricted)
  28. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority. [Downloadable!]
Did you know? There is a FAQ (frequently asked questions).

This page was last updated on 2009-12-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.