Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Sen, Amit
2001.
Behaviour of Dickey–Fuller F-tests under the trend-break stationary alternative.
Statistics & Probability Letters,
Vol. 55,
Issue. 3,
p.
257.
Sen, A.
2003.
Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative.
The Econometrics Journal,
Vol. 6,
Issue. 2,
p.
421.
Kim, Tae‐Hwan
Leybourne, Stephen
and
Newbold, Paul
2004.
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification.
Journal of Time Series Analysis,
Vol. 25,
Issue. 5,
p.
755.
Jalonoja, Kati
and
Pietola, Kyösti
2004.
Spatial integration between Finnish and Dutch potato markets.
Food Economics - Acta Agriculturae Scandinavica, Section C,
Vol. 1,
Issue. 1,
p.
12.
Cavaliere, Giuseppe
2005.
Unit Root Tests under Time-Varying Variances.
Econometric Reviews,
Vol. 23,
Issue. 3,
p.
259.
Darné, Olivier
and
Diebolt, Claude
2005.
New Trends in Macroeconomics.
p.
173.
Darné, Olivier
and
Hoarau, Jean‐François
2007.
FURTHER EVIDENCE ON MEAN REVERSION IN THE AUSTRALIAN EXCHANGE RATE.
Bulletin of Economic Research,
Vol. 59,
Issue. 4,
p.
383.
Matsuki, Takashi
2007.
Over-rejections by the weighted symmetric unit root test in multiple structural breaks.
Applied Economics Letters,
Vol. 14,
Issue. 11,
p.
833.
Georgiev, Iliyan
2007.
A mixture‐distribution factor model for multivariate outliers.
The Econometrics Journal,
Vol. 10,
Issue. 3,
p.
605.
Georgiev, Iliyan
2008.
ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS.
Econometric Theory,
Vol. 24,
Issue. 3,
p.
587.
Sen, Amit
2008.
Behaviour of Dickey–Fuller tests when there is a break under the unit root null hypothesis.
Statistics & Probability Letters,
Vol. 78,
Issue. 6,
p.
622.
Ventosa-Santaulària, D.
and
Zitikis, Ričardas
2009.
Spurious Regression.
Journal of Probability and Statistics,
Vol. 2009,
Issue. 1,
Darné, Olivier
2009.
Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks.
Communications in Statistics - Simulation and Computation,
Vol. 38,
Issue. 5,
p.
1037.
Cavaliere, Giuseppe
and
Georgiev, Iliyan
2009.
ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS.
Econometric Theory,
Vol. 25,
Issue. 6,
p.
1625.
Georgiev, Iliyan
2010.
Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables.
Journal of Econometrics,
Vol. 158,
Issue. 1,
p.
37.
Matsuki, Takashi
and
Sugimoto, Kimiko
2013.
Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break.
Economic Modelling,
Vol. 34,
Issue. ,
p.
52.
Dakpogan, Arnaud Gbenoukpo
and
Smit, Eon
2016.
Electricity Demand and Disaggregate Output: Evidence from Benin.
SSRN Electronic Journal,
Kozlova, Olesia
2016.
Achievers or Slackers? Evidence from Western European Countries.
SSRN Electronic Journal ,