The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Nonparametric tests for unit roots and cointegration
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Citations
Cites
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
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Cited by
Efficient Tests Under a Weak Convergence Assumption
(2011) · Econometrica · doi:10.3982/ecta7793 · Cited by 30
Metadata
- Authors
- Breitung, J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2002-06
- Volume
- 108
- Issue
- 2
- Pages
- 343-363
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2030879879
- Cited by
- 454
- References
- 2
- FWCI
- 26.41
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Nonparametric tests for unit roots and cointegration. https://app.cochat.ai/papers/10.1016/s0304-4076(01)00139-7
- The paper
- Breitung, J. (2002). Nonparametric tests for unit roots and cointegration. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(01)00139-7
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.
