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Testing for unit roots in short panels allowing for a structural break

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  1. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021. "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1593-1621, May.
  2. Khang Yi Sim & Siok Kun Sek, 2025. "Examining the asymmetric effects of energy intensity in low‐ versus high‐income economies: New evidence using common correlated effects approach," Natural Resources Forum, Blackwell Publishing, vol. 49(1), pages 274-304, February.
  3. Chen, Hong & Gangopadhyay, Partha & Singh, Baljeet & Chen, Kairan, 2023. "What motivates Chinese multinational firms to invest in Asia? Poor institutions versus rich infrastructures of a host country," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
  4. Boulanouar, Zakaria & Essid, Lobna & Farid, Saqib & Ben Mahjoub, Lassaad, 2025. "Asymmetric threshold effects of economic growth on renewable energy in response to energy price fluctuations," The Journal of Economic Asymmetries, Elsevier, vol. 31(C).
  5. Romero-Jordán, Desiderio & del Río, Pablo & Pinto, Fernando, 2025. "Does energy productivity boost total factor productivity?," Energy Policy, Elsevier, vol. 206(C).
  6. İbrahim Özmen & Mihai Mutascu, 2025. "Don’t look earth: environmental taxes effect on Co2 emissions, evidence from moments quantile regression for EU countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(2), pages 4619-4658, February.
  7. Karavias, Yiannis & Tzavalis, Elias, 2012. "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper 43128, University Library of Munich, Germany.
  8. Adiwan F. Aritenang, 2025. "Does fiscal decentralization increase urban temperature? The case of Indonesian metropolitans," Asia-Pacific Journal of Regional Science, Springer, vol. 9(4), pages 955-973, December.
  9. Cândida Ferreira, 2024. "The impact of bank market competition and stability on bank total factor productivity changes: evidence from a panel of European Union banks," Working Papers REM 2024/0315, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  10. Rishan Sampath Hewag & Jaafar Pyeman & Norashida Othman, 2023. "Effect of Structural Break on Financial Development and Economic Growth Nexus in Middle-Income Countries in Asia: Moderating Role of Technological Advancements," Information Management and Business Review, AMH International, vol. 15(2), pages 205-214.
  11. Kostakis, Ioannis & Arauzo-Carod, Josep-Maria, 2023. "The key roles of renewable energy and economic growth in disaggregated environmental degradation: Evidence from highly developed, heterogeneous and cross-correlated countries," Renewable Energy, Elsevier, vol. 206(C), pages 1315-1325.
  12. Irfan, Muhammad & Rehman, Mubeen Abdur & Razzaq, Asif & Hao, Yu, 2023. "What derives renewable energy transition in G-7 and E-7 countries? The role of financial development and mineral markets," Energy Economics, Elsevier, vol. 121(C).
  13. Karavias, Yiannis & Tzavalis, Elias, 2013. "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper 46012, University Library of Munich, Germany.
  14. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Mahmoud, Faisal, 2025. "Energy transition, institutional quality, and financial development in Africa," Research in International Business and Finance, Elsevier, vol. 74(C).
  15. Oyewole, Oluwatomisin J. & Al-Faryan, Mamdouh Abdulaziz Saleh & Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2024. "Energy efficiency, financial inclusion, and socio-economic outcomes: Evidence across advanced, emerging, and developing countries," Energy, Elsevier, vol. 289(C).
  16. Maha Kalai & Hamdi Becha & Kamel Helali, 2024. "Effect of artificial intelligence on economic growth in European countries: a symmetric and asymmetric cointegration based on linear and non-linear ARDL approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-37, December.
  17. Rongrong Li & Qiang Wang & Zhuang Yang, 2026. "Bridging Inequality and Energy Transition: Leveraging Natural Resource Rents to Achieve SDG 1, SDG 7, and SDG 10," Sustainable Development, John Wiley & Sons, Ltd., vol. 34(2), pages 2982-3014, April.
  18. Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
  19. Hamdi Becha & Maha Kalai & Saifeddine Houidi & Kamel Helali, 2025. "Digital financial inclusion, environmental sustainability and regional economic growth in China: insights from a panel threshold model," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 14(1), pages 1-40, December.
  20. Hasraddin Guliyev & Ferda Yerdelen Tatoğlu, 2026. "When Did the Labor Force Replace Energy?—Evidence from the Panel Data Model with Structural Breaks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 17(1), pages 777-806, February.
  21. Nidhaleddine Ben Cheikh & Christophe Rault, 2025. "Financial Inclusion for Inclusive Growth," Working Papers 1803, Economic Research Forum, revised 01 Dec 2025.
  22. Maha Kalai & Hamdi Becha & Kamel Helali, 2024. "Threshold effect of foreign direct investment on economic growth in BRICS countries: new evidence from PTAR and PSTAR models," International Journal of Economic Policy Studies, Springer, vol. 18(1), pages 227-258, February.
  23. Montant, Gil, 2025. "The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal," Resources Policy, Elsevier, vol. 103(C).
  24. Vafainia, Saeid & Breugelmans, Els & Van Der Maelen, Sara & Cleeren, Kathleen, 2025. "Depicting a holistic picture of the impact of conflict delistings: Consequences beyond the involved brands, retailer and categories," Journal of Retailing, Elsevier, vol. 101(4), pages 543-563.
  25. Grzegorz Mentel & Waldemar Tarczyński & Hossein Azadi & Kalandar Abdurakmanov & Elina Zakirova & Raufhon Salahodjaev, 2022. "R&D Human Capital, Renewable Energy and CO 2 Emissions: Evidence from 26 Countries," Energies, MDPI, vol. 15(23), pages 1-13, December.
  26. Chen, Hong & Singh, Baljeet & Gangopadhyay, Partha & Tanin, Tauhidul Islam & Das, Narasingha, 2025. "Threshold effects of environmental tax on climate vulnerability," International Review of Economics & Finance, Elsevier, vol. 103(C).
  27. Dierk Herzer, 2024. "A panel data analysis of the long-run effect of environmental taxes on R&D expenditures at the macro-level," Economics Bulletin, AccessEcon, vol. 44(3), pages 1169-1180.
  28. Uche, Emmanuel & Ngepah, Nicholas & Das, Narasingha & Dey, Labani, 2024. "Dynamic interactions of green innovations, green transitions and ecological load capacity factor in BRICS," Renewable Energy, Elsevier, vol. 231(C).
  29. Usman, Muhammad & Horobet, Alexandra & Radulescu, Magdalena & Balsalobre-Lorente, Daniel, 2025. "Environmental taxes, environmental policy stringency and policy complementarity: A comprehensive analysis of EU economic and environmental goals," International Review of Economics & Finance, Elsevier, vol. 103(C).
  30. Yiannis Karavias & Elias Tzavalis, 2017. "Local power of panel unit root tests allowing for structural breaks," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1123-1156, November.
  31. Liddle, Brantley & Hasanov, Fakhri J. & Parker, Steven, 2022. "Your mileage may vary: Have road-fuel demand elasticities changed over time in middle-income countries?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 165(C), pages 38-53.
  32. Samargandi, Nahla & Fidrmuc, Jan & Ghosh, Sugata, 2015. "Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries," World Development, Elsevier, vol. 68(C), pages 66-81.
  33. Rafiq, Muhammad Umair & Saleem, Shaham & Bashir, Hafsa & Shafqat, Faiqa, 2025. "Navigating the energy crisis: Unveiling the determinants of renewable energy investment," Energy, Elsevier, vol. 332(C).
  34. Akusta, Emre & Cergibozan, Raif, 2026. "The role of renewable energy sources on the path to sustainable development for OECD countries: Considering the three pillars of sustainability," Renewable Energy, Elsevier, vol. 256(PD).
  35. Emmanuel Uche & Kingsley I. Okere & Nicholas Ngepah, 2025. "After the Johannesburg II Declaration, What Next for Ecological Sustainability in BRICS? Perspectives on Green Innovations and Green Transitions," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(3), pages 4348-4365, June.
  36. Ranjan Kumar Dash & Deepa Jitendra Gupta & Tarun Khandelwal, 2024. "Revisited the role of foreign aid in capital formation: experience of South Asian countries," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
  37. Ashraf, Muhammad Zubair & Wei, Wei & Usman, Muhammad & Mushtaq, Shahid, 2024. "How can natural resource dependence, environmental-related technologies and digital trade protect the environment: Redesigning SDGs policies for sustainable environment?," Resources Policy, Elsevier, vol. 88(C).
  38. Shreya Pal & Muhammed Ashiq Villanthenkodath & Mohd Arshad Ansari, 2025. "A comparative study on the moderating impact of renewable energy and innovation on environmental quality," Natural Resources Forum, Blackwell Publishing, vol. 49(2), pages 1010-1036, May.
  39. Yiannis Karavias & Elias Tzavalis, 2014. "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers 14/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  40. Herzer, Dierk, 2025. "The impact of government-funded renewable energy R&D on its consumption," Journal of Policy Modeling, Elsevier, vol. 47(5), pages 903-918.
  41. Erkişi Kemal, 2025. "Income Inequality and Economic Complexity Nexus: The Moderating Roles of Institutional Quality and Globalization," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 35(4), pages 1-26.
  42. Pinar, Mehmet, 2025. "Convergence in energy self-sufficiency: the role of renewable energy, fossil fuel rents, energy efficiency and gross domestic product per capita," Energy, Elsevier, vol. 326(C).
  43. Samuel Owusu, 2025. "Macroeconomic drivers of CO2 emissions: a panel estimation for African countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 52(3), pages 613-650, August.
  44. Yiannis Karavias & Elias Tzavalis, 2012. "The local power of fixed-T panel unit root tests allowing for serially correlated errors," Discussion Papers 12/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  45. Neofytidou, Aliona & Fountas, Stilianos, 2020. "The impact of health on GDP: A panel data investigation," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  46. Asad Amin & Dongsheng Liao & Adil Hammed Shah & Abbas Ali Chandio & Phool Hussain, 2025. "Achieving Sustainable Development Goal‐7: Exploring the Determinants of Energy Poverty in SAARC Countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 33(S1), pages 630-649, November.
  47. Zhuoheng Chen & Yijun Hu, 2017. "Cumulative sum estimator for change-point in panel data," Statistical Papers, Springer, vol. 58(3), pages 707-728, September.
  48. Hassan, Mahmoud & Kouzez, Marc & Lee, Ji-Yong & Msolli, Badreddine & Rjiba, Hatem, 2024. "Does increasing environmental policy stringency enhance renewable energy consumption in OECD countries?," Energy Economics, Elsevier, vol. 129(C).
  49. Yiannis Karavias & Elias Tzavalis, 2016. "Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 222-239, March.
  50. Chaaben, Nahla & Saida, Imen & Helali, Kamel, 2026. "Analyzing the non-linear impact of carbon dioxide emissions on renewable energy in Commonwealth nations," Renewable and Sustainable Energy Reviews, Elsevier, vol. 227(C).
  51. Bui Hoang Ngoc, 2022. "Do Tourism Development and Globalization Reinforce Ecological Footprint? Evidence From RCEP Countries," SAGE Open, , vol. 12(4), pages 21582440221, December.
  52. Boulanouar, Zakaria & Essid, Lobna, 2023. "Extending the resource curse hypothesis to sustainability: Unveiling the environmental impacts of Natural resources rents and subsidies in Fossil Fuel-rich MENA Countries," Resources Policy, Elsevier, vol. 87(PA).
  53. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022. "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LLC, vol. 22(3), pages 664-678, September.
  54. Festus Victor Bekun & Ilhan Ozturk, 2025. "Economic globalization and ecological impact in emerging economies in the post‐COP21 agreement: A panel econometrics approach," Natural Resources Forum, Blackwell Publishing, vol. 49(1), pages 637-655, February.
  55. Sakiru Adebola Solarin & Pritish Kumar Sahu, 2024. "The effect of research intensity on total factor productivity in OECD countries during 1890–2018: evidence from a new Poisson pseudo maximum likelihood estimation approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2389-2412, June.
  56. Kushawaha, Deepak & Jain, Manisha, 2024. "Debt as catalyst: Empowering renewable energy in developing countries," Energy Policy, Elsevier, vol. 194(C).
  57. Erten, Irem, 2025. "Bank lending and interest-on-excess-reserves: Effects of Central Banks on the global credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 103(C).
  58. Sardar Fawad Saleem & Muhammad Azam Khan & Muhammad Tariq, 2025. "Moderating role of government effectiveness and innovation in sustainable economic growth relationship in Middle East & North Africa countries," Natural Resources Forum, Blackwell Publishing, vol. 49(1), pages 516-540, February.
  59. Afef Bouattour & Maha Kalai & Kamel Helali, 2024. "Threshold effects of technology import on industrial employment: a panel smooth transition regression approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-33, December.
  60. Leibrecht, Markus & Scharler, Johann & Zhoufu, Yan, 2023. "Automation and unemployment: Does collective bargaining moderate their association?," Structural Change and Economic Dynamics, Elsevier, vol. 67(C), pages 264-276.
  61. Ghouma Ghouma & Hamdi Becha & Maha Kalai & Kamel Helali & Myriam Ertz, 2023. "Do IFRS Disclosure Requirements Reduce the Cost of Equity Capital? Evidence from European Firms," JRFM, MDPI, vol. 16(8), pages 1-19, August.
  62. Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V., 2016. "Inflation convergence in the EMU," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 241-253.
  63. Saqib, Najia & Ozturk, Ilhan & Sharif, Arshian & Cichoń, Dariusz, 2024. "Enhancing sustainable energy: Mineral exports, financial development, and foreign investment can build a greener future?," Resources Policy, Elsevier, vol. 97(C).
  64. Yiannis Karavias & Elias Tzavalis, 2012. "Generalized fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 12/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  65. Caetano, Rafaela Vital & Marques, António Cardoso & Afonso, Tiago Lopes & Vieira, Isabel, 2023. "Could Private Investment in Energy Infrastructure soften the environmental impacts of Foreign Direct Investment? An assessment of developing countries," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 961-977.
  66. Afef Bouattour & Maha Kalai & Kamel Helali, 2024. "The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.
  67. Mamkhezri, Jamal, 2025. "Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications," Energy Policy, Elsevier, vol. 200(C).
  68. Akpolat, Ahmet Gökce & Bakırtaş, Tahsin, 2024. "The nonlinear impact of renewable energy, fossil energy and CO2 emissions on human development index for the eight developing countries," Energy, Elsevier, vol. 312(C).
  69. Zhao, Aiwu & Wang, Jingyi & Sun, Zhenzhen & Guan, Hongjun, 2022. "Environmental taxes, technology innovation quality and firm performance in China—A test of effects based on the Porter hypothesis," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 309-325.
  70. Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias, 2020. "Firm Heterogeneity and Trade Credit Behaviour," Discussion Papers 20-20, Department of Economics, University of Birmingham.
  71. Román-Aso, Juan A. & Bellido, Héctor & Olmos, Lorena, 2024. "Does corruption pollute the wheel? An analysis for OECD countries," Ecological Economics, Elsevier, vol. 223(C).
  72. Olaoye, Olumide O. & Eluwole, Oluwatosin O. & Ayesha, Aziz & Afolabi, Olugbenga O., 2020. "Government spending and economic growth in ECOWAS: An asymmetric analysis," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
  73. Zhang, Zhenhua & Zhao, Mingcheng & Zhang, Xinyu & Huang, Zhaohan & Feng, Yanchao, 2025. "What is the causal relationship among geopolitical risk, financial development, and energy transition ? Evidence from 25 OECD countries," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  74. Yangchuan Wang & Olga Isengildina‐Massa & Shamar Stewart, 2023. "US grass‐fed beef premiums," Agribusiness, John Wiley & Sons, Ltd., vol. 39(3), pages 664-690, July.
  75. Rapih, Subroto & Borges, Jorge Tavares & Susantiningrum,, 2025. "Environmental policies stringency and cross-border banking: The mediating role of green industries," Finance Research Letters, Elsevier, vol. 74(C).
  76. M. Hassan & M. Kouzez & J. Y. Lee & B. Msolli & H. Rjibae, 2024. "Does Increasing Environmental Policy Stringency Enhance Renewable Energy Consumption in OECD Countries?," Post-Print hal-04350282, HAL.
  77. Manuel A. Zambrano-Monserrate & Gonzalo Hernández Soto, 2026. "Who pays the environmental price of global integration? Evidence from CO2 emissions and GVC participation," International Economics and Economic Policy, Springer, vol. 23(2), pages 1-30, May.
  78. Bello, Mufutau Opeyemi & Solarin, Sakiru Adebola & Ch'ng, Kean Siang, 2024. "Is the renewable energy intensity convergent in OECD countries? Insights from novel unit root tests with factors and structural breaks," Renewable Energy, Elsevier, vol. 230(C).
  79. Mehdi Ammi & Farzaneh Davarzani, 2025. "Econometric analysis of the long-run relationship between preventive care spending and mortality: evidence from OECD countries, 1970–2019," Empirical Economics, Springer, vol. 69(6), pages 3019-3044, December.
  80. João Alcobia & Ricardo Barradas, 2023. "Functional Income Distribution And Secular Stagnation In Europe: An Analysis Of The Post-Keynesian Growth Drivers," Working Papers REM 2023/0283, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  81. Abaab, Malek & Drira, Mohamed & Helali, Kamel, 2025. "Regime-switching model estimates the impact of bank liquidity on bank performance across G20 countries: a moderate role for solvency, total loans, and total debt," The Journal of Economic Asymmetries, Elsevier, vol. 32(C).
  82. Sakiru Adebola Solarin, 2025. "Convergence of tourism market diversification: evidence from a new indicator based on Herfindahl–Hirschman index," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(1), pages 663-681, February.
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