The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Testing for two-regime threshold cointegration in vector error-correction models
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Citations
Cites
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Sample Splitting and Threshold Estimation
Hansen, B. E. (2000) · Econometrica · doi:10.1111/1468-0262.00124 · Cited by 2,874
Self-citationOptimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Andrews, D. W. K., & Ploberger, W. (1994) · Econometrica · doi:10.2307/2951753 · Cited by 2,466
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
Hansen, B. E. (1996) · Econometrica · doi:10.2307/2171789 · Cited by 2,269
Self-citationCointegration and Tests of Present Value Models
Campbell, J. Y., & Shiller, R. J. (1987) · Journal of Political Economy · doi:10.1086/261502 · Cited by 2,102
Hypothesis testing when a nuisance parameter is present only under the alternative
DAVIES, R. B. (1987) · Biometrika · doi:10.1093/biomet/74.1.33 · Cited by 2,056
Yield Spreads and Interest Rate Movements: A Bird's Eye View
Campbell, J. Y., & Shiller, R. J. (1991) · The Review of Economic Studies · doi:10.2307/2298008 · Cited by 1,776
Chan, K. (1993) · The Annals of Statistics · doi:10.1214/aos/1176349040 · Cited by 1,298
Blake, N. S., & Fomby, T. B. (1997) · International Economic Review · doi:10.2307/2527284 · Cited by 1,040
Cited by
A literature survey on energy–growth nexus
Ozturk, I. (2010) · Energy Policy · doi:10.1016/j.enpol.2009.09.024 · Cited by 1,618
A survey of the electricity consumption-growth literature
Payne, J. E. (2010) · Applied Energy · doi:10.1016/j.apenergy.2009.06.034 · Cited by 593
Charfeddine, L. (2017) · Energy Economics · doi:10.1016/j.eneco.2017.05.009 · Cited by 503
Ozcan, B. (2013) · Energy Policy · doi:10.1016/j.enpol.2013.07.016 · Cited by 469
ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION
Frey, G., & Manera, M. (2007) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2007.00507.x · Cited by 357
Metadata
- Authors
- Hansen, B. E., & Seo, B.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2002-10
- Volume
- 110
- Issue
- 2
- Pages
- 293-318
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2140878079
- Cited by
- 846
- References
- 23
- FWCI
- 49.80
- Type
- journal article
- Language
- en
- Open access
- closed
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- Hansen, B. E., & Seo, B. (2002). Testing for two-regime threshold cointegration in vector error-correction models. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(02)00097-0
Data sources
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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.
