IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v108y2002i2p343-363.html
   My bibliography  Save this item

Nonparametric tests for unit roots and cointegration

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. repec:zbw:bofitp:2015_015 is not listed on IDEAS
  2. Julio César Alonso Cifuentes & María Fernanda Bonilla López, 2018. "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 37(74), pages 471-494, July.
  3. Nielsen, Morten Ørregaard, 2010. "Nonparametric cointegration analysis of fractional systems with unknown integration orders," Journal of Econometrics, Elsevier, vol. 155(2), pages 170-187, April.
  4. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, vol. 90(Nov), pages 609-642.
  5. Ortiz, Cristian & Alvarado, Rafael & Salinas, Aldo, 2019. "The effect of military spending on output: New evidence at the global and country group levels using panel data cointegration techniques," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 402-414.
  6. Dergiades, Theologos, 2012. "Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy," Economics Letters, Elsevier, vol. 116(3), pages 404-407.
  7. Bosupeng, Mpho & Biza-Khupe, Simangaliso, 2015. "The Impact of Money Supply Volatility on the Fisher Effect –A Botswana Empirical Perspective," MPRA Paper 77920, University Library of Munich, Germany, revised 2015.
  8. Liu Sicen & Anwar Khan & Allauddin Kakar, 2022. "The Role of Disaggregated Level Natural Resources Rents in Economic Growth and Environmental Degradation of BRICS Economies," Biophysical Economics and Resource Quality, Springer, vol. 7(3), pages 1-14, September.
  9. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
  10. Antonietti, Roberto & Fontini, Fulvio, 2019. "Does energy price affect energy efficiency? Cross-country panel evidence," Energy Policy, Elsevier, vol. 129(C), pages 896-906.
  11. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Co-integration of Oil and Commodity Prices: A Comprehensive ApproachAbstract," Working Papers fa05-2013, Economics for Energy.
  12. Chen, Shyh-Wei & Xie, Zixiong, 2015. "Testing for current account sustainability under assumptions of smooth break and nonlinearity," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 142-156.
  13. Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
  14. Mikhail Stolbov, 2017. "Causality between credit depth and economic growth: evidence from 24 OECD countries," Empirical Economics, Springer, vol. 53(2), pages 493-524, September.
  15. Segun Thompson Bolarinwa & Richard Olaolu Olayeni & Xuan Vinh Vo, 2021. "Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(3), pages 649-661, April.
  16. Shahbaz, Muhammad & Shafiullah, Muhammad & Papavassiliou, Vassilios G. & Hammoudeh, Shawkat, 2017. "The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries," Energy Economics, Elsevier, vol. 65(C), pages 183-193.
  17. Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
  18. Alonso Cifuentes, Julio César & Arcila Vásquez, Andrés Mauricio & Montenegro Arana, Sebastián, 2016. "Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 105-126, December.
  19. Bonsoo Koo & Oliver Linton, 2010. "Semiparametric Estimation of Locally Stationary Diffusion Models," STICERD - Econometrics Paper Series 551, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  20. Karsten Reichold, 2022. "A Residuals-Based Nonparametric Variance Ratio Test for Cointegration," Papers 2211.06288, arXiv.org, revised Dec 2022.
  21. 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.
  22. Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009.
  23. Mohamed Chikhi & Claude Diebolt, 2010. "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 865-880, August.
  24. Sutherland, Richard & Craigwell, Roland, 2011. "Private Consumption Expenditure in the Eastern Caribbean Currency Union," MPRA Paper 40932, University Library of Munich, Germany.
  25. G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009. "Phillips Curve and the Equilibrium Unemployment Rate," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
  26. Baghli, Mustapha & Cahn, Christophe & Fraisse, Henri, 2007. "Is the inflation-output Nexus asymmetric in the Euro area?," Economics Letters, Elsevier, vol. 94(1), pages 1-6, January.
  27. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers 7438, Fondazione Eni Enrico Mattei (FEEM).
  28. Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
  29. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
  30. repec:zbw:bofitp:urn:nbn:fi:bof-201505061169 is not listed on IDEAS
  31. Raj Aggarwal & Brian M. Lucey & Sunil K. Mohanty, 2006. "The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests," The Institute for International Integration Studies Discussion Paper Series iiisdp123, IIIS.
  32. Chen, Shyh-Wei, 2014. "Smooth transition, non-linearity and current account sustainability: Evidence from the European countries," Economic Modelling, Elsevier, vol. 38(C), pages 541-554.
  33. Julio César Alonso Cifuentes & Andrés Mauricio Arcila Vásquez & Sebastián Montenegro Arana, 2017. "Internal price stabilization tools in the Colombian sugar market: Do they work?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 105-126, Enero - J.
  34. Zouabi, Oussama & Kahia, Montassar, 2014. "The direct effect of climate change on the cereal production in Tunisia: A micro-spatial analysis," MPRA Paper 64441, University Library of Munich, Germany.
  35. Nielsen, Morten Ørregaard, 2009. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1515-1544, December.
  36. Cosmas S. Mbogela, 2019. "An Empirical Examination on Trade Openness and Economic Growth Nexus in Africa," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 6(1), pages 1-15.
  37. Peter J. Morgan & Long Q. Trinh, 2017. "Fiscal decentralization and local budget deficits in Viet Nam: an empirical analysis," Chapters, in: Naoyuki Yoshino & Peter J. Morgan (ed.), Central and Local Government Relations in Asia, chapter 10, pages 333-368, Edward Elgar Publishing.
  38. Juan Gabriel Brida & Bibiana Lanzilotta & Lucía Rosich, 2019. "Common trends in producers’ expectations, the nonlinear linkage with Uruguayan GDP and its implications in economic growth forecasting," Documentos de Trabajo (working papers) 19-28, Instituto de Economía - IECON.
  39. Holmes Mark J. & Panagiotidis Theodore, 2009. "Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-25, June.
  40. Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023. "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, vol. 39(3), pages 443-480, June.
  41. Daniel Ordonez Callamand & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2018. "Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(1), pages 5-37, June.
  42. Alagidede, Paul & Panagiotidis, Theodore, 2010. "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, vol. 19(3), pages 91-100, August.
  43. Davidson, James & Monticini, Andrea, 2010. "Tests for cointegration with structural breaks based on subsamples," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2498-2511, November.
  44. Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, vol. 4(4), pages 1-16, November.
  45. Ali Abdul Aziz & Shukur Ghazi & Månsson Kristofer, 2020. "A wavelet-based variance ratio unit root test for a system of equations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-16, June.
  46. Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017. "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia 987, Banco de la Republica de Colombia.
  47. Clement Olalekan Olaniyi & Olaolu Richard Olayeni, 2020. "A new perspective into the relationship between CEO pay and firm performance: evidence from Nigeria’s listed firms," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 22(2), pages 250-277, December.
  48. Greenidge, Kevin & Drakes, Lisa & Craigwell, Roland, 2010. "The external public debt in the Caribbean Community," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 418-431, May.
  49. Krauss, Christopher & Herrmann, Klaus & Teis, Stefan, 2015. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts," FAU Discussion Papers in Economics 11/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  50. Ahmed, Khalid & Rehman, Mujeeb Ur & Ozturk, Ilhan, 2017. "What drives carbon dioxide emissions in the long-run? Evidence from selected South Asian Countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 70(C), pages 1142-1153.
  51. Panagiotidis, Theodore & Pelloni, Gianluigi, 2007. "Nonlinearity In The Canadian And U.S. Labor Markets: Univariate And Multivariate Evidence From A Battery Of Tests," Macroeconomic Dynamics, Cambridge University Press, vol. 11(5), pages 613-637, November.
  52. In Choi, 2019. "Unit Root Tests for Dependent Micropanels," The Japanese Economic Review, Springer, vol. 70(2), pages 145-167, June.
  53. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 822-850, October.
  54. Nikolaos Kourogenis & Nikitas Pittis, 2008. "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1066-1087, November.
  55. Martin Baumgärtner & Jens Klose, 2019. "Forecasting exchange rates with commodity prices—a global country analysis," The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
  56. Maria do Rosario Correia & Reinhard Neck & Theodore Panagiotidis & Christian Richter, 2008. "An empirical investigation of the sustainability of the public deficit in Portugal," International Economics and Economic Policy, Springer, vol. 5(1), pages 209-223, July.
  57. Shafiullah, Muhammad & Miah, Mohammad Dulal & Alam, Md Samsul & Atif, Muhammad, 2021. "Does economic policy uncertainty affect renewable energy consumption?," Renewable Energy, Elsevier, vol. 179(C), pages 1500-1521.
  58. Julio César Alonso & Diego Alexánder Martínez Quintero, 2017. "Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 249-264, May.
  59. Clement Olalekan Olaniyi & Sunday Idowu Oladeji, 2021. "Moderating the effect of institutional quality on the finance–growth nexus: insights from West African countries," Economic Change and Restructuring, Springer, vol. 54(1), pages 43-74, February.
  60. Lucey, Brian M. & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis : evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition.
  61. Koo, Bonsoo & Linton, Oliver, 2012. "Estimation of semiparametric locally stationary diffusion models," Journal of Econometrics, Elsevier, vol. 170(1), pages 210-233.
  62. Daiki Maki, 2008. "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 77-94, February.
  63. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
  64. Sephton, Peter & Mann, Janelle, 2013. "Further evidence of an Environmental Kuznets Curve in Spain," Energy Economics, Elsevier, vol. 36(C), pages 177-181.
  65. Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  66. Basse, Tobias & Wegener, Christoph, 2022. "Inflation expectations: Australian consumer survey data versus the bond market," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 416-430.
  67. Miller J. Isaac, 2010. "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-38, September.
  68. Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  69. Josep Lluís Carrion-I-Silvestre & María Dolores Gadea, 2016. "Bounds, Breaks and Unit Root Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 165-181, March.
  70. Aviral Kumar Tiwari, 2012. "Reassessment of Sustainability of Current Account Deficit in India," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 10(1), pages 67-79.
  71. Trofimov, Ivan D., 2013. "Nonparametric Approach to Portfolio Diversification: The Case of Australian Equity Market - Un approccio non-parametrico alla diversificazione del portafoglio: il caso del mercato azionario australian," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(1), pages 87-112.
  72. Alexander Ludwig, 2014. "Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(12), pages 811-823, June.
  73. Gawon Yoon, 2008. "Further evidence on purchasing power parity over two centuries with multiple changes in persistence," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1093-1096.
  74. Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
  75. Donald Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers amz2581, Yale School of Management, revised 01 Jul 2005.
  76. Bailey, Natalia & Giraitis, Liudas, 2016. "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
  77. Paulo M.M. Rodrigues & Antonio Rubia, 2011. "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers w201126, Banco de Portugal, Economics and Research Department.
  78. Ansgar Steland, 2005. "Random Walks with Drift – A Sequential Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 917-942, November.
  79. Tarlok Singh, 2022. "Economic growth and the state of poverty in India: sectoral and provincial perspectives," Economic Change and Restructuring, Springer, vol. 55(3), pages 1251-1302, August.
  80. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2006. "Deregulated Wholesale Electricity Prices in Europe," Working Papers 20061001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  81. Shahbaz, Muhammad & Shafiullah, Muhammad & Khalid, Usman & Song, Malin, 2020. "A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces," Energy Economics, Elsevier, vol. 89(C).
  82. John Gallo & Ying Zhang, 2010. "Global Property Market Diversification," The Journal of Real Estate Finance and Economics, Springer, vol. 41(4), pages 458-485, November.
  83. Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 733-768, September.
  84. Gawon Yoon, 2009. "Purchasing power parity and long memory," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 55-61.
  85. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
  86. Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015. "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, vol. 185(2), pages 378-391.
  87. Hennessy Peter & Warin Thierry, 2004. "One Welfare State for Europe: A Costly Utopia?," Global Economy Journal, De Gruyter, vol. 4(2), pages 1-17, December.
  88. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
  89. Belaire-Franch Jorge & Contreras Dulce, 2011. "Nonparametric Unit Root Test and Structural Breaks," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-14, April.
  90. Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
  91. Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015. "On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 495-511, August.
  92. Maki, Daiki, 2003. "Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate," Economics Letters, Elsevier, vol. 81(3), pages 349-354, December.
  93. Singh Tarlok, 2017. "Sustainability of Current Account Deficits in the OECD Countries: Evidence from Panel Data Estimators," Global Economy Journal, De Gruyter, vol. 17(4), pages 1-16, December.
  94. Sinha, Avik & Shahbaz, Muhammad & Balsalobre, Daniel, 2017. "Exploring the Relationship between Energy Usage Segregation and Environmental Degradation in N-11 Countries," MPRA Paper 81212, University Library of Munich, Germany, revised 07 Sep 2017.
  95. Harvey David I & Leybourne Stephen J & Taylor A.M. Robert, 2006. "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-27, March.
  96. Bunzel, Helle & Vogelsang, Timothy J., 2005. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 381-394, October.
  97. Ahsan Anwar & Avik Sinha & Arshian Sharif & Muhammad Siddique & Shoaib Irshad & Waseem Anwar & Summaira Malik, 2022. "The nexus between urbanization, renewable energy consumption, financial development, and CO2 emissions: evidence from selected Asian countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6556-6576, May.
  98. Nesmith Travis D & Jones Barry E, 2008. "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-18, March.
  99. Julio César Alonso & Ana Isabel Gallego, 2010. "Integración espacial del mercado de la carne en las tres principales ciudades de Colombia: Evidencia de las series de precios," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 4(2), pages 5-28, December.
  100. Helmut Herwartz & Florian Siedenburg, 2010. "A New Approach to Unit Root Testing," Computational Economics, Springer;Society for Computational Economics, vol. 36(4), pages 365-384, December.
  101. Zhang, Rongmao & Chan, Ngai Hang, 2018. "Portmanteau-type tests for unit-root and cointegration," Journal of Econometrics, Elsevier, vol. 207(2), pages 307-324.
  102. Jun Wen & Waheed Ali & Jamal Hussain & Nadeem Akhtar Khan & Hadi Hussain & Najabat Ali & Rizwan Akhtar, 2022. "Dynamics between green innovation and environmental quality: new insights into South Asian economies," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(2), pages 543-565, July.
  103. Jörg Breitung & Christian Wulff, 2001. "Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares," German Economic Review, Verein für Socialpolitik, vol. 2(4), pages 419-434, November.
  104. In Choi, 2013. "Panel Cointegration," Working Papers 1208, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  105. Gary Cornwall & Jeff Chen & Beau Sauley, 2021. "Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?," Papers 2103.01368, arXiv.org.
  106. Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022. "Power of unit root tests against nonlinear and noncausal alternatives," THEMA Working Papers 2022-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  107. Ozgen Sayginsoy & Tim Vogelsang, 2004. "Powerful Tests of Structural Change That are Robust to Strong Serial Correlation," Discussion Papers 04-08, University at Albany, SUNY, Department of Economics.
  108. Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation for Research in Economics, Yale University.
  109. Umar Nawaz Kayani & Ahmet Faruk Aysan & Umer Iqbal & Muhammad Arif & Ijaz Ur Rehman, 2022. "Foreign Direct Investment Settlement, Novel Energy Methods and CO2 Emissions: Evidence From United Arab Emirates," International Journal of Energy Economics and Policy, Econjournals, vol. 12(6), pages 364-369, November.
  110. Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
  111. Chen, Pei-Fen & Lee, Chien-Chiang & Chiu, Yi-Bin, 2014. "The nexus between defense expenditure and economic growth: New global evidence," Economic Modelling, Elsevier, vol. 36(C), pages 474-483.
  112. Trofimov, Ivan D., 2013. "Nonparametric approach to portfolio diversification: the case of Australian equity market," MPRA Paper 79562, University Library of Munich, Germany.
  113. Al-Zoubi, Haitham A., 2009. "Short-term spot rate models with nonparametric deterministic drift," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 731-747, August.
  114. Su, Mengying & Yang, Zhongyu & Abbas, Shujaat & Bilan, Yuriy & Majewska, Agnieszka, 2023. "Toward enhancing environmental quality in OECD countries: Role of municipal waste, renewable energy, environmental innovation, and environmental policy," Renewable Energy, Elsevier, vol. 211(C), pages 975-984.
  115. Gomez-Biscarri, Javier & Hualde, Javier, 2015. "Regression-based analysis of cointegration systems," Journal of Econometrics, Elsevier, vol. 186(1), pages 32-50.
  116. Christie Dike, 2018. "Effects of Foreign Direct Investment in Sub-Saharan Africa Economic Growth: Evidence from Panel Data Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 255-261.
  117. Mikhail Stolbov, 2017. "Causality between credit depth and economic growth: evidence from 24 OECD countries," Empirical Economics, Springer, vol. 53(2), pages 493-524, September.
  118. Lucey, Brian M. & Muckley, Cal, 2011. "Robust global stock market interdependencies," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 215-224, August.
  119. Lee, Hwa-Taek & Yoon, Gawon, 2007. "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers 2007-24, Christian-Albrechts-University of Kiel, Department of Economics.
  120. Felicitas Nowak-Lehmann D. & Inmaculada Mart�nez-Zarzoso & Stephan Klasen & Dierk Herzer, 2009. "Aid and Trade - A Donor's Perspective," Journal of Development Studies, Taylor & Francis Journals, vol. 45(7), pages 1184-1202, August.
  121. Louis Sevitnenyi Nkwatoh, 2022. "Zero-pollution effect and economic development: standard and nested environmental Kuznets curve analyses for West Africa," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(10), pages 11895-11910, October.
  122. Juan G Brida & Bibiana Lanzilotta & Lucia I Rosich, 2021. "On the empirical relations between producers expectations and economic growth," Economics Bulletin, AccessEcon, vol. 41(3), pages 1970-1982.
  123. Jaroslava Hlouskova & Martin Wagner, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
  124. Emel Siklar & Ilyas Siklar, 2021. "Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(2), pages 28-42, 06-2021.
  125. Sanele Stungwa, 2024. "Is external debt an impediment to the South African economy?," Public Sector Economics, Institute of Public Finance, vol. 48(1), pages 103-124.
  126. David I. Harvey & Stephen J. Leybourne & Lisa Xiao, 2009. "Testing for nonlinear trends when the order of integration is unknown," Discussion Papers 09/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  127. Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge, 2003. "Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien [Nonlinear trend and co-trending in the Tunisian real effective exchange rate]," MPRA Paper 30249, University Library of Munich, Germany.
  128. Kamps, Annette & Beck, Roland, 2009. "Petrodollars and imports of oil exporting countries," Working Paper Series 1012, European Central Bank.
  129. Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong, 2014. "Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries," Economics Bulletin, AccessEcon, vol. 34(3), pages 1438-1447.
  130. Kim Hiang Liow & James R. Webb, 2008. "Nonlinear Return Dependence in Major Real Estate Markets," Journal of Property Research, Taylor & Francis Journals, vol. 25(4), pages 285-319, December.
  131. Mehdi Hosseinkouchack, 2014. "Local Asymptotic Power of Breitung's Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 456-462, June.
  132. Julio Alonso Cifuentes & Andrés Arcila Vásquez, 2012. "Un modelo de predicciones diarias para contratos de futuros de azúcar," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 6(2), pages 33-51, December.
  133. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
  134. Christos Shiamptanis, 2010. "Did the euro give us a break in inflation?," Empirical Economics, Springer, vol. 39(2), pages 395-411, October.
  135. Tomas Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2015. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Empirical Economics, Springer, vol. 49(2), pages 389-402, September.
  136. Chew Lian Chua & Sandy Suardi, 2006. "Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors," Melbourne Institute Working Paper Series wp2006n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  137. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
  138. Lucey, Brian M. & Voronkova, Svitlana, 2008. "Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1303-1324, December.
  139. Maghyereh, A. & Al-Zoubi, H., 2006. "Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
  140. Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised Dec 2023.
  141. David I. Harvey & Stephen J. Leybourne & Lisa Xiao, 2010. "Testing for nonlinear deterministic components when the order of integration is unknown," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 379-391, September.
  142. Baghli Mustapha, 2005. "Nonlinear Error-Correction Models for the FF/DM Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-43, March.
  143. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
  144. Jaime Andrés Collazos & Pedro Luis Rosero, 2010. "¿Posee el Valle del Cauca una economía transformadora de importaciones orientadas a la Exportación?," Documentos de Políticas Públicas 6880, Universidad Icesi.
  145. Clement Olalekan Olaniyi & Olayemi O. Simon-Oke & Olufemi Bodunde Obembe & Segun Thompson Bolarinwa, 2017. "Re-examining Firm Size-profitability Nexus: Empirical Evidence from Non-financial Listed Firms in Nigeria," Global Business Review, International Management Institute, vol. 18(3), pages 543-558, June.
  146. Christopher Krauss & Klaus Herrmann, 2017. "On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts," JRFM, MDPI, vol. 10(1), pages 1-24, February.
  147. Rossen, Anja, 2015. "What are metal prices like? Co-movement, price cycles and long-run trends," Resources Policy, Elsevier, vol. 45(C), pages 255-276.
  148. Lim, Shiok Ye & Ho, Chong Mun, 2013. "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, vol. 32(C), pages 136-145.
  149. Rao, B. Bhaskara & Tamazian, Artur & Singh, Rup & Vadlamannati, Krishna Chaitanya, 2008. "Financial developments and the rate of growth of output: An alternative approach," MPRA Paper 8605, University Library of Munich, Germany.
  150. Wang, Qiang & Li, Shuyu & Pisarenko, Zhanna, 2020. "Heterogeneous effects of energy efficiency, oil price, environmental pressure, R&D investment, and policy on renewable energy -- evidence from the G20 countries," Energy, Elsevier, vol. 209(C).
  151. Dumitriu Ramona & Stefanescu Razvan, 2009. "Analysis Of The Romanian Current Account Sustainability," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 163-168, May.
  152. Lucey, Brian M. & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
  153. Sven Blank & Claudia M Buch, 2007. "International bank portfolios: short- and long-run responses to the business cycle," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 128-155, Bank for International Settlements.
  154. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers 0506, Vanderbilt University Department of Economics.
  155. Emmanuel Davradakis, 2005. "Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 439-446.
  156. Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei.
  157. Craigwell, Roland C & Elliott, Wayne A, 2011. "Loan loss provisioning in the commercial banking system of Barbados: practices and determinants," MPRA Paper 33426, University Library of Munich, Germany.
  158. Thomas Lagoarde-Segot & Brian M. Lucey, 2007. "Capital Market Integration in the Middle East and North Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(3), pages 34-57, June.
  159. Joakim Westerlund, 2005. "New Simple Tests for Panel Cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 297-316.
  160. Munic Boungnarasy, 2011. "Health care expenditures in Asia countries: Panel data analysis," Economics Bulletin, AccessEcon, vol. 31(4), pages 3169-3178.
  161. Rodrigues, Paulo M.M. & Rubia, Antonio, 2005. "The performance of unit root tests under level-dependent heteroskedasticity," Economics Letters, Elsevier, vol. 89(3), pages 262-268, December.
  162. Óscar Hernán Cerquera-Losada & Libardo Rojas-Velásquez, 2020. "Inversión extranjera directa y crecimiento económico en Colombia," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 28(2), pages 9-26, December.
  163. Mohamed CHIKHI & Ali BENDOB & Ahmed Ramzi SIAGH, 2019. "Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 221-248, December.
  164. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
  165. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011. "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Working Papers 201136, University of Pretoria, Department of Economics.
  166. Stefanescu, Răzvan & Dumitriu, Ramona & Nistor, Costel, 2010. "Impactul investitiilor straine directe asupra exporturilor din Romania [Impact of the foreign direct investment on Romanian exports]," MPRA Paper 36563, University Library of Munich, Germany, revised 09 Feb 2012.
  167. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.
  168. Zhuyuan Li & Tianxu Hao & Run Zheng, 2022. "The Relationship between Transportation Industry Efficiency, Transportation Structure, and Regional Sustainability Development in China: Based on DEA and PVAR Models," Sustainability, MDPI, vol. 14(16), pages 1-19, August.
  169. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.
  170. Daiki Maki, 2005. "Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate," Economics Bulletin, AccessEcon, vol. 3(9), pages 1-8.
  171. Donald Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers amz2581, Yale School of Management, revised 01 Jul 2005.
  172. Segun Thompson Bolarinwa & Olufemi Bodunde Obembe, 2017. "Concentration–Profitability Nexus: New Approach from Causality," Studies in Microeconomics, , vol. 5(1), pages 84-98, June.
  173. Teboho Jeremiah Mosikari & Joel Hinaunye Eita, 2021. "Asymmetric effect of government debt on GDP growth: evidence from Namibia," Public Sector Economics, Institute of Public Finance, vol. 45(4), pages 543-558.
  174. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Price Relationships of Crude Oil and Food Commodities," Working Papers fa06-2013, Economics for Energy.
  175. Monika Bours & Ansgar Steland, 2021. "Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 610-654, June.
  176. Martin Schmidt, 2009. "The nonlinear behavior of competition: the impact of talent compression on competition," Journal of Population Economics, Springer;European Society for Population Economics, vol. 22(1), pages 57-74, January.
  177. Fatima Sharif & Ihsanullah Hussain & Maria Qubtia, 2023. "Energy Consumption, Carbon Emission and Economic Growth at Aggregate and Disaggregate Level: A Panel Analysis of the Top Polluted Countries," Sustainability, MDPI, vol. 15(4), pages 1-18, February.
  178. Steland, Ansgar, 2004. "Random walks with drift : a sequential approach," Technical Reports 2004,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  179. Razvan Pascalau & Junsoo Lee & Saban Nazlioglu & Yan (Olivia) Lu, 2022. "Johansen‐type cointegration tests with a Fourier function," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 828-852, September.
  180. Oussama Zouabi & Mohamed Kadria, 2016. "The direct and indirect effect of climate change on citrus production in Tunisia: a macro and micro spatial analysis," Climatic Change, Springer, vol. 139(2), pages 307-324, November.
  181. Su, Jen-Je & Amsler, Christine & Schmidt, Peter, 2012. "A note on the size of the KPSS unit root test," Economics Letters, Elsevier, vol. 117(3), pages 697-699.
  182. Jones, Sam, 2015. "Aid Supplies Over Time: Addressing Heterogeneity, Trends, and Dynamics," World Development, Elsevier, vol. 69(C), pages 31-43.
  183. Eun, Cheol S. & Lee, Jinsoo, 2010. "Mean-variance convergence around the world," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 856-870, April.
  184. Robertson, Raymond & Kumar, Anil & Dutkowsky, Donald H., 2014. "Weak-form and strong-form purchasing power parity between the US and Mexico: A panel cointegration investigation," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 241-262.
  185. F. Akpan, Usenobong & E. Abang, Dominic, 2014. "Environmental Quality and Economic Growth: A Panel Analysis of the "U" in Kuznets," MPRA Paper 54461, University Library of Munich, Germany.
  186. Ndoricimpa, Arcade, 2015. "Inflation, output growth and their uncertainties in South Africa: Empirical evidence from an asymmetric multivariate GARCH-M model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 5-17.
  187. Yilmaz BAYAR, 2014. "Savings, Foreign Direct Investment Inflows and Economic Growth in Emerging Asian Economies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(8), pages 1106-1122, August.
  188. repec:ebl:ecbull:v:3:y:2005:i:9:p:1-8 is not listed on IDEAS
  189. Ozgen Sayginsoy, 2004. "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Discussion Papers 04-07, University at Albany, SUNY, Department of Economics.
  190. Peiró, Amado & Belaire-Franch, Jorge & Gonzalo, Maria Teresa, 2012. "Unemployment, cycle and gender," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1167-1175.
  191. Hockmann, Heinrich & Voneki, Eva, 2006. "Price Developments on the World Markets for Milk Products: The Case of Butter," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25491, International Association of Agricultural Economists.
  192. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
  193. Chen, Zhanshou & Tian, Zheng & Wei, Yuesong, 2010. "Monitoring change in persistence in linear time series," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1520-1527, October.
  194. Clement Olalekan Olaniyi & Olufemi Bodunde Obembe & Emmanuel Oluwole Oni, 2017. "Analysis of the Nexus between CEO Pay and Performance of Non-Financial Listed Firms in Nigeria," African Development Review, African Development Bank, vol. 29(3), pages 429-445, September.
  195. Bibiana Lanzilotta Mernies, 2015. "Expectativas empresariales: consecuencias en el crecimiento en Uruguay," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, March.
  196. repec:zbw:bofitp:2005_012 is not listed on IDEAS
  197. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013. "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 876-894, April.
  198. Ozgen Sayginsoy, 2005. "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics 0503014, University Library of Munich, Germany, revised 11 Mar 2005.
  199. repec:bof:bofitp:urn:nbn:fi:bof-201505061169 is not listed on IDEAS
  200. Alonso Cifuentes, Julio César & Jaramillo Flechas, Luis Eduardo, 2019. "Descomponiendo el Efecto del Gasto Público en la Tasa de Cambio Real: Una Aproximación al Caso Colombiano || Decomposing the Effect of Public Spending on the Real Exchange Rate: An Approximation to th," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 27(1), pages 91-114, June.
  201. Segun Thompson Bolarinwa & Olufemi Bodunde Obembe, 2019. "Firm Size–Profitability Nexus: An Empirical Evidence from Nigerian Listed Financial Firms," Global Business Review, International Management Institute, vol. 20(5), pages 1109-1121, October.
  202. Mehdi Hosseinkouchack & Uwe Hassler, 2016. "Powerful Unit Root Tests Free of Nuisance Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 533-554, July.
  203. Daiki Maki, 2006. "Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity," Applied Financial Economics, Taylor & Francis Journals, vol. 16(8), pages 607-615.
  204. Olayide, Olawale Emmanuel & Tetteh, Isaac Kow & Popoola, Labode, 2016. "Differential impacts of rainfall and irrigation on agricultural production in Nigeria: Any lessons for climate-smart agriculture?," Agricultural Water Management, Elsevier, vol. 178(C), pages 30-36.
  205. Saten Kumar, 2016. "Is the US Consumer Credit Asymmetric?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 194-215, May.
  206. Thomas Lagoarde-Segot & Brian M. Lucey, 2008. "The Capital Markets of the Middle East and North African Region: Situation and Characteristics," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(5), pages 68-81, September.
  207. Bui Hoang Ngoc, 2022. "Do Tourism Development and Globalization Reinforce Ecological Footprint? Evidence From RCEP Countries," SAGE Open, , vol. 12(4), pages 21582440221, December.
  208. Roberto Ricciuti, 2004. "Nonlinearity in testing for fiscal sustainability," Money Macro and Finance (MMF) Research Group Conference 2003 80, Money Macro and Finance Research Group.
  209. John L. Glascock & Wikrom Prombutr & Ying Zhang & Tingyu Zhou, 2018. "Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 274-302, February.
  210. J. Andrew Hansz & Wikrom Prombutr & Ying Zhang & Tingyu Zhou, 2017. "An Anatomy of the Interrelationship between Equity and Mortgage REITs," International Real Estate Review, Global Social Science Institute, vol. 20(3), pages 287-324.
  211. Maki, Daiki, 2008. "The size performance of a nonparametric unit root test under a variance shift," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 743-748, April.
  212. Daiki Maki & Shin-ichi Kitasaka, 2006. "The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test," Applied Economics, Taylor & Francis Journals, vol. 38(13), pages 1585-1592.
  213. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013. "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 239-257.
  214. Martin Schmidt, 2006. "On the evolution of competition: an application of nonlinear tests," Applied Economics, Taylor & Francis Journals, vol. 38(1), pages 1-12.
  215. Kunst, Robert M., 2014. "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series 303, Institute for Advanced Studies.
  216. Breitung, Jorg & Taylor, A. M. Robert, 2003. "Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]," Journal of Econometrics, Elsevier, vol. 117(2), pages 401-404, December.
  217. Teboho Jeremiah Mosikari & Joel Hinaunye Eita, 2020. "Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia," Economic Development and Well-being Research Group Working Paper Series edwrg-02-2020, University of Johannesburg, College of Business and Economics, revised 2020.
  218. repec:rim:rimwps:06-07 is not listed on IDEAS
  219. Bojaj, Martin M. & Djurovic, Gordana & Fabris, Nikola & Milovic, Nikola, 2023. "Top 1% and inequality connectedness in the EMU and WB," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 139-155.
  220. Eun, Cheol S. & Lee, Jinsoo, 2006. "Mean-Variance Convergence around the World," Working Papers 06-1, University of Pennsylvania, Wharton School, Weiss Center.
  221. Yoon, Gawon, 2016. "Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests," Economic Modelling, Elsevier, vol. 52(PB), pages 725-732.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.