The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.
Tests for cointegration allowing for an unknown number of breaks
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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
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS
Johansen, S. (1988) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(88)90041-3 · Cited by 17,027
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, S. (1991) · Econometrica · doi:10.2307/2938278 · Cited by 11,116
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, J., & Perron, P. (1998) · Econometrica · doi:10.2307/2998540 · Cited by 6,112
Computation and analysis of multiple structural change models
Bai, J., & Perron, P. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.659 · Cited by 5,771
Residual-based tests for cointegration in models with regime shifts
Gregory, A. W., & Hansen, B. E. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(69)41685-7 · Cited by 2,518
PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts
Gregory, A. W., & Hansen, B. E. (1996) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1996.mp58003008.x · Cited by 600
Hatemi-J, A. (2008) · Empirical Economics · doi:10.1007/s00181-007-0175-9 · Cited by 488
Testing for structural breaks in cointegrated relationships
Gregory, A. W., Nason, J. M., & Watt, D. G. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(96)84508-8 · Cited by 267
Unit‐root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, G. (2005) · Journal of Time Series Analysis · doi:10.1111/j.1467-9892.2005.00393.x · Cited by 265
Cited by
Murshed, M., Ahmed, Z., Alam, M. S., Mahmood, H., Rehman, A., & Dagar, V. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-15352-w · Cited by 179
Balcilar, M., Usman, O., & Agbede, E. A. (2019) · African Development Review · doi:10.1111/1467-8268.12381 · Cited by 44
Metadata
- Authors
- Maki, D.
- Venue
- Economic Modelling
- Publisher
- Elsevier BV
- Published
- 2012-09
- Volume
- 29
- Issue
- 5
- Pages
- 2011-2015
- ISSN
- 0264-9993 (ISSN-L)
- OpenAlex
- W1969343937
- Cited by
- 444
- References
- 13
- FWCI
- 18.28
- Type
- journal article
- Language
- en
- Open access
- closed
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- Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling. https://doi.org/10.1016/j.econmod.2012.04.022
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
