The DOI matches its Crossref record; 44 of the 44 references it cites were found in a registry or an index.
Bounds testing approaches to the analysis of level relationships
Abstract
Abstract This paper develops a new approach to the problem of testing the existence of a level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying regressors are trend‐ or first‐difference stationary. The proposed tests are based on standard F ‐ and t ‐statistics used to test the significance of the lagged levels of the variables in a univariate equilibrium correction mechanism. The asymptotic distributions of these statistics are non‐standard under the null hypothesis that there exists no level relationship, irrespective of whether the regressors are I (0) or I (1). Two sets of asymptotic critical values are provided: one when all regressors are purely I (1) and the other if they are all purely I (0). These two sets of critical values provide a band covering all possible classifications of the regressors into purely I (0), purely I (1) or mutually cointegrated. Accordingly, various bounds testing procedures are proposed. It is shown that the proposed tests are consistent, and their asymptotic distribution under the null and suitably defined local alternatives are derived. The empirical relevance of the bounds procedures is demonstrated by a re‐examination of the earnings equation included in the UK Treasury macroeconometric model. Copyright © 2001 John Wiley & Sons, Ltd.
Overview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“As noted by Pesaran et al. (2001), the ARDL model is particularly suitable when variables are a mix of I(0) and I(1) but none are I(2), ensuring the robustness and consistency of long-run and short-run estimations in small samples.”
From The Impact of the Fed’s Monetary Policy on Cryptocurrencies: Novel Policy Implications for Central Banks (2025) · cites this paper as Pesaran et al. (2001)
In the citing paper
“Pretesting variables before proceeding with ARDL estimation is essential.”
From Public debt and inflation nexus in Nigeria: An ARDL bounds test approach (2021) · cites this paper as Pesaran et al. (2001)
In the citing paper
“The presence of an I(2) variable would render the use of an ARDL technique inappropriate because the critical values of the F-statistics computed by Pesaran et al. (2001) are based on the assumption that the variables are either I(0) or I(1) (see also Odhiambo, 2009).”
From Public debt and inflation nexus in Nigeria: An ARDL bounds test approach (2021) · cites this paper as Pesaran et al. (2001)
In the citing paper
“Following the lag selection, a bounds test for cointegration was used to verify the presence of a longrun equilibrium relationship between GDP and airline demand variables, accounting for both the I(0) and I(1) variables (Pesaran et al., 2001).”
From Passenger and Freight Demand under Macroeconomic Volatility: Evidence from South Korea and The United States (2026) · cites this paper as Pesaran et al., 2001
Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1981) · Econometrica · doi:10.2307/1912517 · Cited by 14,666
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, S. (1991) · Econometrica · doi:10.2307/2938278 · Cited by 11,303
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,118
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Johansen, S. (1995) · doi:10.1093/0198774508.001.0001 · Cited by 5,394
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
Pesaran, M. H., & Shin, Y. (2012) · Cambridge University Press eBooks · doi:10.1017/ccol521633230.011 · Cited by 3,944
Self-citationPhillips, A. W. (1958) · Economica · doi:10.1111/j.1468-0335.1958.tb00003.x · Cited by 3,564
Unemployment: macroeconomic performance and the labour market
Layard, R., Nickell, S. J., & Jackman, R. (1992) · Choice Reviews Online · doi:10.5860/choice.29-6396 · Cited by 3,329
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
Banerjee, A., Dolado, J. J., & Mestre, R. (1998) · Journal of Time Series Analysis · doi:10.1111/1467-9892.00091 · Cited by 2,330
Flagged first, then by citations
Research works printed but not linked: 2
- Boswijk P, 1992, Cointegration, Identification and Exogeneity: Inference in Structural Error Correction Models
- Park JY, 1990, Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots
Cited by
Sorted by citations
Items 501–600 of 1,023
Chandio, A. A., Jiang, Y., Akram, W., Adeel, S., Irfan, M. F., & Jan, I. (2020) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2020.125637 · Cited by 177
Energy poverty, development outcomes, and transition to green energy
Adom, P. K., Amuakwa‐Mensah, F., Agradi, M. P., & Nsabimana, A. (2021) · Renewable Energy · doi:10.1016/j.renene.2021.06.120 · Cited by 177
Pata, U. K., & Ertuğrul, H. M. (2023) · Resources Policy · doi:10.1016/j.resourpol.2023.103352 · Cited by 177
Oil and gas markets in the UK: Evidence from a cointegrating approach
Panagiotidis, T., & Rutledge, E. (2006) · Energy Economics · doi:10.1016/j.eneco.2006.10.013 · Cited by 176
Abbasi, M. A., Parveen, S., Khan, S., & Kamal, M. A. (2020) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-08262-w · Cited by 176
How agriculture, manufacture, and urbanization induced carbon emission? The case of Indonesia
Prastiyo, S. E., Irham, I., Hardyastuti, S., & Jamhari (2020) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-10148-w · Cited by 176
Relationship between energy consumption, economic growth and environmental pollution in China
Xiong, J., & Xu, D. (2021) · Environmental Research · doi:10.1016/j.envres.2021.110718 · Cited by 176
Khan, M. K., Babar, S. F., Oryani, B., Dagar, V., Rehman, A., Zakari, A., & Khan, M. O. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-15421-0 · Cited by 176
An empirical analysis of energy demand in Namibia
Vita, G. D., Endresen, K., & Hunt, L. C. (2005) · Energy Policy · doi:10.1016/j.enpol.2005.07.016 · Cited by 176
Akadırı, S. S., Alola, A. A., & Akadiri, A. C. (2019) · The Science of The Total Environment · doi:10.1016/j.scitotenv.2019.06.139 · Cited by 175
Badeeb, R. A., Lean, H. H., & Shahbaz, M. Q. (2020) · Resources Policy · doi:10.1016/j.resourpol.2020.101694 · Cited by 175
Pata, U. K., & Balsalobre‐Lorente, D. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-16675-4 · Cited by 175
Raihan, A., Rashid, M., Voumik, L. C., Akter, S., & Esquivias, M. A. (2023) · Sustainability · doi:10.3390/su151813462 · Cited by 175
Finance-investment-growth nexus in South Africa: an ARDL-bounds testing procedure
Odhiambo, N. M. (2010) · Economic Change and Restructuring · doi:10.1007/s10644-010-9085-5 · Cited by 174
The demand for residential electricity in South Africa
Ziramba, E. (2008) · Energy Policy · doi:10.1016/j.enpol.2008.05.026 · Cited by 174
Empirical study on the determinants of CO2emissions: evidence from OECD countries
Iwata, H., Okada, K., & Samreth, S. (2011) · Applied Economics · doi:10.1080/00036846.2011.577023 · Cited by 174
Energy consumption and economic growth in China: A multivariate causality test
Wang, Y., Wang, Y., Zhou, J., Zhu, X., & Lu, G. (2011) · Energy Policy · doi:10.1016/j.enpol.2011.04.063 · Cited by 174
Khan, D., Baloch, M. A., & Suad, S. (2018) · Environmental Science and Pollution Research · doi:10.1007/s11356-018-1230-0 · Cited by 174
Liu, Q., Wang, S., Zhang, W., Li, J., & Kong, Y. (2018) · Applied Energy · doi:10.1016/j.apenergy.2018.11.082 · Cited by 174
Sui, L., & Sun, L. (2015) · Research in International Business and Finance · doi:10.1016/j.ribaf.2015.10.011 · Cited by 173
Urbanization-globalization-CO2 emissions nexus revisited: empirical evidence from South Africa
Salahuddin, M., Gow, J., Ali, M. I., Hossain, M. R., Al-Azami, K. S., Akbar, D., & Gedikli, A. (2019) · Heliyon · doi:10.1016/j.heliyon.2019.e01974 · Cited by 173
Higher Education, Real Income and Real Investment in China: Evidence From Granger Causality Tests
Narayan, P. K., & Smyth, R. (2006) · Education Economics · doi:10.1080/09645290500481931 · Cited by 172
Tourism–growth nexus in Pakistan: Evidence from ARDL bounds tests
Jalil, A., Mahmood, T., & Idrees, M. (2013) · Economic Modelling · doi:10.1016/j.econmod.2013.06.034 · Cited by 172
What drives energy consumption in developing countries? The experience of selected African countries
Keho, Y. (2016) · Energy Policy · doi:10.1016/j.enpol.2016.01.010 · Cited by 172
Wang, Z., Asghar, M. M., Zaidi, S. A. H., & Wang, B. (2019) · Environmental Science and Pollution Research · doi:10.1007/s11356-019-04876-x · Cited by 172
Nepal, R., & Paija, N. (2019) · Energy Policy · doi:10.1016/j.enpol.2019.05.054 · Cited by 172
The impact of tourism on CO 2 emission in Turkey
Eyüboğlu, K., & Üzar, U. (2019) · Current Issues in Tourism · doi:10.1080/13683500.2019.1636006 · Cited by 172
The nexus of industrialization, GDP per capita and CO2 emission in China
Aslam, B., Hu, J., Shahab, S., Ahmad, A., Saleem, M., Shah, S. S. A., Javed, M. S., Aslam, M. K., Hussain, S., & Hassan, M. (2021) · Environmental Technology & Innovation · doi:10.1016/j.eti.2021.101674 · Cited by 172
Alola, A. A., Özkan, O., & Usman, O. (2023) · Energies · doi:10.3390/en16062847 · Cited by 172
Zia, S., Rahman, M. U., Noor, M. H., Khan, M. K., Bibi, M., Godil, D. I., Quddoos, M. U., & Anser, M. K. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-14342-2 · Cited by 171
Wolde‐Rufael, Y. (2009) · Energy Policy · doi:10.1016/j.enpol.2009.08.053 · Cited by 170
Adebayo, T. S. (2022) · Environmental Science and Pollution Research · doi:10.1007/s11356-022-20008-4 · Cited by 170
Kartal, M. T., Pata, U. K., Depren, S. K., & Depren, Ö. (2023) · Applied Energy · doi:10.1016/j.apenergy.2023.120983 · Cited by 170
Zubair, A. O., Samad, A.-R. A., & Dankumo, A. M. (2020) · Current Research in Environmental Sustainability · doi:10.1016/j.crsust.2020.100009 · Cited by 169
An empirical analysis of energy cost pass-through to CO 2 emission prices
Hammoudeh, S. M., Lahiani, A., Nguyen, D. K., & Sousa, R. M. (2015) · Energy Economics · doi:10.1016/j.eneco.2015.02.013 · Cited by 170
DETERMINANTS OF DEMAND FOR FIJI'S EXPORTS: AN EMPIRICAL INVESTIGATION
Narayan, S., & Narayan, P. K. (2004) · The Developing Economies · doi:10.1111/j.1746-1049.2004.tb01017.x · Cited by 168
Commodity prices and growth: An empirical investigation
Collier, P., & Goderis, B. (2012) · European Economic Review · doi:10.1016/j.euroecorev.2012.04.002 · Cited by 167
The J-Curve phenomenon in European transition economies: A nonlinear ARDL approach
Nusair, S. A. (2016) · International Review of Applied Economics · doi:10.1080/02692171.2016.1214109 · Cited by 167
Tong, T., Ortiz, J., Xu, C., & Li, F. (2020) · Energy Sustainability and Society · doi:10.1186/s13705-020-00253-6 · Cited by 167
Murshed, M., Alam, R., & Ansarin, A. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-11976-6 · Cited by 167
Financial Development and Economic Growth: The Case of Pakistan
Khan, M. A., Qayyum, A., & Sheikh, S. A. (2005) · The Pakistan Development Review · doi:10.30541/v44i4iipp.819-837 · Cited by 166
STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: ARDL CAUSALITY IN PAKISTAN
Shahbaz, M. Q., Ahmed, N., & Ali, L. (2008) · Cited by 166
Tuğcu, C. T., & Topçu, M. (2018) · Energy · doi:10.1016/j.energy.2018.03.128 · Cited by 166
Zaidi, S. A. H., Danish, Hou, F., & Mirza, F. M. (2018) · Environmental Science and Pollution Research · doi:10.1007/s11356-018-3059-y · Cited by 166
Nepal, R., Paija, N., Tyagi, B., & Harvie, C. (2021) · Journal of Environmental Management · doi:10.1016/j.jenvman.2020.111886 · Cited by 166
Usman, M. Z., Kousar, R., Makhdum, M. S. A., Yaseen, M. R., & Nadeem, A. M. (2022) · Environment Development and Sustainability · doi:10.1007/s10668-021-02062-z · Cited by 166
Magazzino, C. (2023) · Empirical Economics · doi:10.1007/s00181-023-02460-4 · Cited by 166
Shahbaz, M. Q., Jam, F. A., Bibi, S., & Loganathan, N. (2015) · Technological and Economic Development of Economy · doi:10.3846/20294913.2014.989932 · Cited by 165
Income inequality‐economic growth and non‐linearity: a case of Pakistan
Shahbaz, M. (2010) · International Journal of Social Economics · doi:10.1108/03068291011060652 · Cited by 171
Hossain, M. S. (2012) · Low Carbon Economy · doi:10.4236/lce.2012.323013 · Cited by 165
Import demand of crude oil and economic growth: Evidence from India
Ghosh, S. (2008) · Energy Policy · doi:10.1016/j.enpol.2008.10.021 · Cited by 165
Aggregate electricity demand in South Africa: Conditional forecasts to 2030
Inglesi‐Lotz, R. (2009) · Applied Energy · doi:10.1016/j.apenergy.2009.08.017 · Cited by 165
Khan, Z., Sisi, Z., & Siqun, Y. (2018) · Energy Sources Part A Recovery Utilization and Environmental Effects · doi:10.1080/15567036.2018.1504145 · Cited by 165
Ghosh, S., & Kanjilal, K. (2014) · Energy · doi:10.1016/j.energy.2013.12.052 · Cited by 164
Natural Resource Booms and Inequality: Theory and Evidence*
Goderis, B., & Malone, S. W. (2009) · Scandinavian Journal of Economics · doi:10.1111/j.1467-9442.2011.01659.x · Cited by 172
Environmental pollution, economic growth and institutional quality: exploring the nexus in Nigeria
Egbetokun, S., Osabuohien, E. S. C., Akinbobola, T. O., Onanuga, O. T., Gershon, O., & Okafor, V. I. (2019) · Management of Environmental Quality An International Journal · doi:10.1108/meq-02-2019-0050 · Cited by 164
Abbasi, K. R., & Adedoyin, F. F. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-12217-6 · Cited by 164
RetractedGupta, M., Saini, S., & Sahoo, M. (2022) · Environmental Challenges · doi:10.1016/j.envc.2022.100467 · Cited by 164
Stability of the money demand function in Asian developing countries
Bahmani‐Óskooee, M., & Rehman, H. (2005) · Applied Economics · doi:10.1080/0003684042000337424 · Cited by 164
Financial development, income inequality, and CO2 emissions in Asian countries using STIRPAT model
Khan, A. Q., Saleem, N., & Fatima, S. T. (2017) · Environmental Science and Pollution Research · doi:10.1007/s11356-017-0719-2 · Cited by 163
Re-evaluating the environmental impacts of tourism: does EKC exist?
Mikayilov, J. I., Mukhtarov, S., Mammadov, J., & Azizov, M. (2019) · Environmental Science and Pollution Research · doi:10.1007/s11356-019-05269-w · Cited by 163
Udemba, E. N., Magazzino, C., & Bekun, F. V. (2020) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-08180-x · Cited by 163
Rehman, A., Ma, H., Öztürk, İ., Murshed, M., & Dagar, V. (2021) · Environment Development and Sustainability · doi:10.1007/s10668-021-01418-9 · Cited by 163
Abbas, S., Gui, P., Ai, C., & Ali, N. (2022) · Environmental Science and Pollution Research · doi:10.1007/s11356-022-20013-7 · Cited by 168
Do exchange rate changes have symmetric or asymmetric effects on stock prices?
Bahmani‐Óskooee, M., & Saha, S. (2016) · Global Finance Journal · doi:10.1016/j.gfj.2016.06.005 · Cited by 163
Goh, S. K., Sam, C. Y., & McNown, R. F. (2017) · Journal of Asian Economics · doi:10.1016/j.asieco.2017.06.001 · Cited by 162
The balance of trade and exchange rates: Theory and contemporary evidence from tourism
Doğru, T., Işık, C., & Sirakaya-Turk, E. (2019) · Tourism Management · doi:10.1016/j.tourman.2019.01.014 · Cited by 162
Balsalobre‐Lorente, D., Driha, O. M., Bekun, F. V., & Adedoyin, F. F. (2020) · Current Issues in Tourism · doi:10.1080/13683500.2020.1720624 · Cited by 162
Anwar, A., Sharif, A., Fatima, S., Ahmad, P., Sinha, A., Khan, S. A. R., & Jermsittiparsert, K. (2020) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2020.125282 · Cited by 162
On the economic determinants of the gold–inflation relation
Batten, J. A., Ciner, C., & Lucey, B. M. (2014) · Resources Policy · doi:10.1016/j.resourpol.2014.03.007 · Cited by 162
Jiang, Q., Khattak, S. I., & Rahman, Z. U. (2021) · Energy · doi:10.1016/j.energy.2021.120616 · Cited by 162
Qayyum, M., Ali, M., Nizamani, M. M., Li, S., Yu, Y., & Jahanger, A. (2021) · Energies · doi:10.3390/en14154505 · Cited by 162
Saadaoui, H., & Chtourou, N. (2022) · Journal of the Knowledge Economy · doi:10.1007/s13132-022-00999-8 · Cited by 162
AN ANALYSIS OF ECONOMIC INFRASTRUCTURE INVESTMENT IN SOUTH AFRICA
PERKINS, P., Fedderke, J. W., & Luiz, J. M. (2005) · South African Journal of Economics · doi:10.1111/j.1813-6982.2005.00014.x · Cited by 162
Interdependence between Eastern and Western European stock markets: Evidence from intraday data
Égert, B., & Evžen Kočenda, A. (2007) · Economic Systems · doi:10.1016/j.ecosys.2006.12.004 · Cited by 161
Ji, C.-J., Hu, Y., Tang, B.-J., & Qu, S. (2020) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2020.123469 · Cited by 166
Sohail, M. T., Yu, X., Usman, A., Majeed, M. T., & Ullah, S. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-12867-0 · Cited by 161
Destek, M. A. (2016) · Renewable Energy · doi:10.1016/j.renene.2016.04.049 · Cited by 160
Abbasi, K. R., Jiao, Z., Shahbaz, M. Q., & Khan, A. (2020) · Energy Exploration & Exploitation · doi:10.1177/0144598720946496 · Cited by 161
Zhou, R., Abbasi, K. R., Salem, S. A. M., Almulhim, A. I., & Alvarado, R. (2022) · Resources Policy · doi:10.1016/j.resourpol.2022.102782 · Cited by 160
Modelling the long run determinants of private investment in SenegalPreprint
Ouattara, B. (2004) · RePEc: Research Papers in Economics · Cited by 160
Geopolitical risks, energy consumption, and CO2 emissions in BRICS: an asymmetric analysis
Zhao, W., Zhong, R., Sohail, S., Majeed, M. T., & Ullah, S. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-13505-5 · Cited by 159
Financial development and economic growth: New evidence from Tunisia
Jedidia, K. B., Boujelbène, T., & Helali, K. (2014) · Journal of Policy Modeling · doi:10.1016/j.jpolmod.2014.08.002 · Cited by 158
Does the inflow of remittances cause environmental degradation? Empirical evidence from China
Ahmad, M., Haq, Z. U., Khan, Z., Khattak, S. I., Rahman, Z. U., & Khan, S. (2019) · Economic Research-Ekonomska Istraživanja · doi:10.1080/1331677x.2019.1642783 · Cited by 158
Yang, Z., Abbas, Q., Hanif, I., Alharthi, M., Hesary, F. T., Aziz, B., & Mohsin, M. (2020) · Renewable Energy · doi:10.1016/j.renene.2020.10.141 · Cited by 158
Financial development and economic growth in Nigeria: Evidence from threshold modelling
Adeniyi, O. A., Oyinlola, A., Omisakin, O. A., & Egwaikhide, F. O. (2015) · Economic Analysis and Policy · doi:10.1016/j.eap.2015.06.003 · Cited by 157
Economic growth and biomass energy
Bildirici, M. E. (2012) · Biomass and Bioenergy · doi:10.1016/j.biombioe.2012.09.055 · Cited by 156
Zambrano‐Monserrate, M. A., Silva, C. A., Davalos-Penafiel, J. L., Zambrano-Monserrate, A., & Ruano, M. A. (2017) · Renewable and Sustainable Energy Reviews · doi:10.1016/j.rser.2017.11.005 · Cited by 156
Kocaarslan, B., & Soytaş, U. (2019) · Energy Reports · doi:10.1016/j.egyr.2019.01.002 · Cited by 160
FDI and environmental degradation: the role of political institutions in South Asian countries
Sabir, S., Qayyum, U., & Majeed, M. T. (2020) · Environmental Science and Pollution Research · doi:10.1007/s11356-020-09464-y · Cited by 156
Etokakpan, M. U., Solarin, S. A., Yorucu, V., Bekun, F. V., & Sarkodie, S. A. (2020) · Energy Strategy Reviews · doi:10.1016/j.esr.2020.100526 · Cited by 156
Rehman, A., Rãdulescu, M., Ma, H., Dagar, V., Hussain, I., & Khan, M. K. (2021) · Energies · doi:10.3390/en14175234 · Cited by 156
Syed, Q. R., Apergis, N., & Goh, S. K. (2022) · Energy · doi:10.1016/j.energy.2023.127383 · Cited by 156
Haseeb, M., Abidin, I. S. Z., Hye, Q. M. A., & Hartani, N. H. (2018) · International Journal of Energy Economics and Policy · doi:10.32479/ijeep.7229 · Cited by 156
ICT and environmental sustainability: Any differences in developing countries?
N’dri, L. M., Islam, M., & Kakinaka, M. (2021) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2021.126642 · Cited by 157
Impact of financial/economic crisis on demand for hotel rooms in Hong Kong
Song, H., Lin, V. S., Witt, S. F., & Zhang, X. (2010) · Tourism Management · doi:10.1016/j.tourman.2010.05.006 · Cited by 155
Rana, R., & Sharma, M. (2018) · Journal of International Trade & Economic Development · doi:10.1080/09638199.2018.1542451 · Cited by 155
Does trade openness affects global carbon dioxide emissions
Ansari, M. A., Haider, S., & Khan, N. A. (2019) · Management of Environmental Quality An International Journal · doi:10.1108/meq-12-2018-0205 · Cited by 155
Khan, A., Bibi, S., Ardito, L., Lyu, J., Hayat, H., & Arif, A. M. (2020) · Sustainability · doi:10.3390/su12062533 · Cited by 155
Adebayo, T. S. (2020) · SN Applied Sciences · doi:10.1007/s42452-020-03705-y · Cited by 155
Metadata
- Authors
- Pesaran, M. H., Shin, Y., & Smith, R. J.
- Affiliations
- University of Cambridge (GB)
- University of Edinburgh (GB)
- University of Bristol (GB)
- Corresponding author
- Pesaran, M. Hashem
- Venue
- Journal of Applied Econometrics
- Publisher
- Wiley
- Published
- 2001-05
- Volume
- 16
- Issue
- 3
- Pages
- 289-326
- ISSN
- 0883-7252 (ISSN-L)
- 1099-1255
- OpenAlex
- W1966910378
- Cited by
- 20,385
- References
- 44
- Citations by year
- 2026: 1722 · 2025: 1743 · 2024: 1890 · 2023: 2335 · 2022: 2077 · 2021: 1924 · 2020: 1602 · 2019: 1183 · 2018: 882 · 2017: 796 · 2016: 634 · 2015: 601 · 2014: 564 · 2013: 484 · 2012: 391
- FWCI
- 84.06
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Applied Econometrics (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Diverse Scientific and Economic Studies
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Keywords
- bounds testing, cointegration, asymptotic critical values, local alternatives, earnings equations
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review