黒住英司 : Citation Profile


Are you 黒住英司?

Hitotsubashi University (50% share)
Hitotsubashi University (50% share)

10

H index

10

i10 index

344

Citations

RESEARCH PRODUCTION:

26

Articles

29

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 22
   Journals where 黒住英司 has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 13 (3.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku189
   Updated: 2021-11-28    RAS profile: 2015-12-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with 黒住英司.

Is cited by:

Carrion-i-Silvestre, Josep (10)

Hadri, Kaddour (9)

Romero-Ávila, Diego (9)

Skrobotov, Anton (9)

Gambacorta, Leonardo (9)

Perron, Pierre (8)

Prats, Maria (7)

Navarro-Ibáñez, Manuel (7)

Al-Sadoon, Majid (6)

Paruolo, Paolo (6)

Nazlioglu, Saban (6)

Cites to:

Phillips, Peter (34)

Perron, Pierre (26)

Andrews, Donald (25)

Bai, Jushan (24)

Leybourne, Stephen (17)

Hadri, Kaddour (15)

Saikkonen, Pentti (13)

McCabe, Brendan (13)

shin, yongcheol (12)

Hansen, Bruce (12)

Ng, Serena (11)

Main data


Where 黒住英司 has published?


Journals with more than one article published# docs
Hitotsubashi Journal of Economics4
Journal of Econometrics4
Journal of Time Series Analysis4
Econometric Theory4
Econometric Reviews3
Economics Letters3

Working Papers Series with more than one paper published# docs
Discussion Papers / Graduate School of Economics, Hitotsubashi University9
CCES Discussion Paper Series / Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2

Recent works citing 黒住英司 (2021 and 2020)


YearTitle of citing document
2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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2020Impact of foreign direct investment on the agricultural sector in Nigeria (1981–2017). (2020). Eze, Chidera Godson ; Edeh, Chukwudi Emmanuel ; Ugwuanyi, Sonia Onyinye. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:4:p:551-564.

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2020Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5.

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2020Study the Possibility of Address Complex Models in Linear and Non-Linear Causal Relationships between Oil Price and GDP in KSA: Using the Combination of Toda-Yamamoto, Diks-Panchenko and VAR Approach. (2020). Fadol, Hassan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-86.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2021Long-run neutrality of money and inflation in Spanish economy, 1830-1998. (2021). Esteve, Vicente ; Congregado, Rafael Emilio. In: Working Papers. RePEc:eec:wpaper:2104.

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2021Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración. (2021). Tamarit, Cecilio ; Carrion, Josep Lluis ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:2112.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Point optimal testing with roots that are functionally local to unity. (2020). , Peter ; PEter, ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:231-259.

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2020Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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2021Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration. (2021). Kim, Dukpa ; Carrion-i-Silvestre, Josep. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:22-38.

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2020Are shocks to disaggregated energy consumption transitory or permanent in Turkey? New evidence from fourier panel KPSS test. (2020). Oypan, Oguz ; Akalin, Guray ; Erdogan, Sinan. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220302814.

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2020The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

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2021Causality between Energy Consumption and Economic Growth in the Presence of Growth Volatility: Multi-Country Evidence. (2021). Khan, Safdar Ullah ; Rajaguru, Gulasekaran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:471-:d:651098.

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2021Has the COVID-19 Pandemic Affected Maritime Connectivity? An Estimation for China and the Polar Silk Road Countries. (2021). Khudzhatov, Mikail ; Arskiy, Aleksandr ; Erokhin, Vasilii ; Tianming, Gao. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3521-:d:521901.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro. In: Working Papers. RePEc:inf:wpaper:2021.04.

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2021Income terms of trade and economic convergence: Evidence from Latin America. (2021). Trofimov, Ivan. In: Journal of Economic Development. RePEc:jed:journl:v:46:y:2021:i:2:p:41-67.

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2021The relationship between tax revenue, government expenditure, and economic growth in G7 countries: new evidence from time and frequency domain approaches. (2021). Inal, Veysel ; Aydin, Mucahit ; Gurdal, Temel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09280-x.

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2020A Labor Market-Augmented Empirical Stock-Flow Consistent Model Applied to the Greek Economy. (). Pierros, Christos. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_949.

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2021MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper. In: ERC Working Papers. RePEc:met:wpaper:2103.

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2020Revisiting Banking Stability Using a New Panel Cointegration Test. (2020). Ghassan, Hassan ; Boulanouar, Zakaria. In: MPRA Paper. RePEc:pra:mprapa:107085.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

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2020.

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2021The effects of shocks on Turkish tourism demand: Evidence using panel unit root test. (2021). Ampountolas, Apostolos ; Saglam, Yagmur. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:859-866.

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2021Modeling tourism demand: Theoretical and empirical considerations for future research. (2021). Bulut, Umit ; Dogru, Tarik ; Sirakaya-Turk, Ercan. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:874-889.

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2021Forecasting COVID-19 Confirmed Cases in Major Indian Cities and Their Connectedness with Mobility and Weather-related Parameters. (2021). Krishna, Aditya. In: Vision. RePEc:sae:vision:v:25:y:2021:i:3:p:322-335.

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2020Testing for structural changes in the Wagner’s Law for a sample of East Asian countries. (2020). Cao, Zhaoyi ; Kumar, Saten. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01686-5.

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2021A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market. (2021). Wang, Zijun ; Qian, Yan. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01916-1.

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2020Africa Is Rich, Africans Are Poor! A Blessing or Curse: An Application of Cointegration Techniques. (2020). Tiba, Sofien ; Frikha, Mohamed. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:11:y:2020:i:1:d:10.1007_s13132-018-0538-9.

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2021Increased motor vehicle crashes following the 2016 Kumamoto earthquake, Japan: an interrupted time series analysis of property damage crashes. (2021). Taguchi, Kazutake ; Maruyama, Takuya. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:108:y:2021:i:2:d:10.1007_s11069-021-04760-3.

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2021The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew Adewale ; Akda, Saffet ; Pehlivanolu, Ferhat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

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2020Income Inequality and Persistence Changes. (2020). Vera-Cabello, Maria ; Sanso-Navarro, Marcos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:152:y:2020:i:2:d:10.1007_s11205-020-02444-2.

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2020The effect of Dutch disease in the tourism sector: the case of Mediterranean countries. (2020). Ozcan, Ceyhun Can ; Tuncay, Nesrin. In: Tourism and Hospitality Management. RePEc:tho:journl:v:26:y:2020:n:1:p:97-114.

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2021Fiscal Sustainability Hypothesis Test in Central and Eastern Europe: A Panel Data Perspective. (2021). Benjamin, Owusu. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:8:y:2021:i:55:p:285-312:n:1.

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2020INCOME CONVERGENCE IN INDIAN DISTRICTS: NEW EVIDENCE FROM PANEL STATIONARITY TEST WITH FINITE TIME DIMENSION. (2020). Nazlioglu, Saban ; Misra, Biswa ; Karul, Cagin. In: Journal of International Development. RePEc:wly:jintdv:v:32:y:2020:i:8:p:1256-1272.

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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1019-1057.

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2020TAX REFORM AND ECONOMIC GROWTH NEXUS IN INDIA: EVIDENCE FROM THE COINTEGRATION AND ROLLING-WINDOW CAUSALITY. (2020). Sethi, Narayan ; Loganathan, Nanthakumar ; Sucharita, Sanhita ; Mohanty, Saileja. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:06:n:s021759082050023x.

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2020Short-term impacts of carbon offsetting on emissions trading schemes: Empirical insights from the EU experience. (2020). Kirat, Djamel ; Gavard, Claire. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20058.

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Works by 黒住英司:


YearTitleTypeCited
2006Tests for Long?Run Granger Non?Causality in Cointegrated Systems In: Journal of Time Series Analysis.
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article18
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2003Tests for Long-Run Granger Non-Causality in Cointegrated Systems.(2003) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 18
paper
2007Efficient estimation and inference in cointegrating regressions with structural change In: Journal of Time Series Analysis.
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article3
2005Efficient Estimation and Inference in Cointegrating Regressions with Structural Change.(2005) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2008Test for the null hypothesis of cointegration with reduced size distortion In: Journal of Time Series Analysis.
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article1
2006Test for the null hypothesis of cointegration with reduced size distortion.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
2010Reducing the size distortion of the KPSS test In: Journal of Time Series Analysis.
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article10
2009Reducing the Size Distortion of the KPSS Test.(2009) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 10
paper
2015Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests In: Manchester School.
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article1
2005Detection of Structural Change in the Long?run Persistence in a Univariate Time Series In: Oxford Bulletin of Economics and Statistics.
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article11
2015Testing for Multiple Structural Changes with Non-Homogeneous Regressors In: Journal of Time Series Econometrics.
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article1
2012Testing for Multiple Structural Changes with Non-Homogeneous Regressors.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2005Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ) In: CARF F-Series.
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2002THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES In: Econometric Theory.
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article1
2005THE RANK OF A SUBMATRIX OF COINTEGRATION In: Econometric Theory.
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article6
2003The Rank of a Sub-Matrix of Cointegration.(2003) In: Discussion Papers.
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paper
2005EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX In: Econometric Theory.
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article0
2014THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA In: Econometric Theory.
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article0
2012A simple panel stationarity test in the presence of serial correlation and a common factor In: Economics Letters.
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article26
2012Investigating finite sample properties of estimators for approximate factor models when N is small In: Economics Letters.
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article1
2010Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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2012Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break In: Economics Letters.
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article8
2002Testing for stationarity with a break In: Journal of Econometrics.
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article93
2009Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors In: Journal of Econometrics.
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article15
2006Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors.(2006) In: Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 15
paper
2011Model selection criteria in multivariate models with multiple structural changes In: Journal of Econometrics.
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article20
2010Model Selection Criteria in Multivariate Models with Multiple Structural Changes.(2010) In: Global COE Hi-Stat Discussion Paper Series.
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paper
2012Model selection criteria for the leads-and-lags cointegrating regression In: Journal of Econometrics.
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article9
2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: CCES Discussion Paper Series.
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paper
2008Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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2009Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2009) In: Working Papers.
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2008The role of “leads” in the dynamic OLS estimation of cointegrating regression models In: Mathematics and Computers in Simulation (MATCOM).
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article13
2006The Role of Leads in the Dynamic OLS Estimation of Cointegrating Regression Models.(2006) In: Hi-Stat Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence In: CCES Discussion Paper Series.
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2008A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence.(2008) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 8
paper
2003Testing the Rank of a Sub-Matrix of Cointegration with a Deterministic Trend In: Discussion Papers.
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paper0
2005Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix In: Discussion Papers.
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paper0
2005Construction of Stationarity Tests with Less Size Distortions In: Discussion Papers.
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2009Construction of Stationarity Tests with Less Size Distortions.(2009) In: Hitotsubashi Journal of Economics.
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article
2013Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed In: Discussion Papers.
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2014Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed.(2014) In: Economics Working Papers.
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This paper has another version. Agregated cites: 3
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2014Improving the Finite Sample Performance of Tests for a Shift in Mean In: Discussion Papers.
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2015Confidence Sets for the Break Date Based on Optimal Tests In: Discussion Papers.
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paper9
2005Lag augmentation in regression models with possibly integrated regressors In: Hitotsubashi Journal of Economics.
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article0
2011A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data In: Hitotsubashi Journal of Economics.
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article5
2013ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS In: Hitotsubashi Journal of Economics.
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2011Estimation and Inference in Predictive Regressions.(2011) In: Global COE Hi-Stat Discussion Paper Series.
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2011Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes In: Global COE Hi-Stat Discussion Paper Series.
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2012Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data In: Global COE Hi-Stat Discussion Paper Series.
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2007Keizai jikeiretsu bunseki to tanikon kentei: koremade no hatten to kongo no tenbo [in Japanese] In: Hi-Stat Discussion Paper Series.
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2000Modified lag augmented vector autoregressions In: Econometric Reviews.
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article21
2002TESTING FOR PERIODIC STATIONARITY In: Econometric Reviews.
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article2
2007Testing for the Null Hypothesis of Cointegration with a Structural Break In: Econometric Reviews.
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article59
2005Testing for the Null Hypothesis of Cointegration with Structural Breaks.(2005) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 59
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team