The DOI matches its Crossref record; 36 of the 36 references it cites were found in a registry or an index.
Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
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
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
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
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 9,106
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Zivot, E., & Andrews, D. W. K. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102753410372 · Cited by 5,737
Efficient Tests for an Autoregressive Unit Root
Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996) · Econometrica · doi:10.2307/2171846 · Cited by 5,627
Efficient Tests for an Autoregressive Unit Root
Elliott, G., Rothenberg, T., & Stock, J. (1992) · National Bureau of Economic Research · doi:10.3386/t0130 · Cited by 4,231
Osterwald‐Lenum, M. (1992) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1992.tb00013.x · Cited by 2,570
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
Cited by
Jevons’ Paradox revisited: The evidence for backfire from improved energy efficiency
Sorrell, S. (2009) · Energy Policy · doi:10.1016/j.enpol.2008.12.003 · Cited by 801
Narayan, P. K., & Smyth, R. (2009) · Energy Policy · doi:10.1016/j.enpol.2008.08.020 · Cited by 438
Norouzi, N., Zarazua de Rubens, G., Choupanpiesheh, S., & Enevoldsen, P. (2020) · Energy Research & Social Science · doi:10.1016/j.erss.2020.101654 · Cited by 303
Metadata
- Authors
- Lee, C.-C., & Chang, C.-P.
- Venue
- Energy Economics
- Publisher
- Elsevier BV
- Published
- 2005-11
- Volume
- 27
- Issue
- 6
- Pages
- 857-872
- ISSN
- 0140-9883 (ISSN-L)
- OpenAlex
- W2068785518
- Cited by
- 391
- References
- 36
- FWCI
- 19.39
- Type
- journal article
- Language
- en
- Open access
- closed
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
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan. https://app.cochat.ai/papers/10.1016/j.eneco.2005.08.003
- The paper
- Lee, C.-C., & Chang, C.-P. (2005). Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan. Energy Economics. https://doi.org/10.1016/j.eneco.2005.08.003
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.