The DOI matches its Crossref record.
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
Abstract
Timothy J. Vogelsang, Pierre Perron, Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 1073-1100
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Citations
Cited by
Testing for Shifts in Trend With an Integrated or Stationary Noise Component
Perron, P., & Yabu, T. (2009) · Journal of Business & Economic Statistics · doi:10.1198/jbes.2009.07268 · Cited by 271
Self-citationStructural breaks with deterministic and stochastic trends
Perron, P., & Zhu, X. (2005) · Journal of Econometrics · doi:10.1016/j.jeconom.2004.09.004 · Cited by 225
Self-citationDynamics between energy consumption and economic growth in Ecuador: A granger causality analysis
Pinzón, K. (2018) · Economic Analysis and Policy · doi:10.1016/j.eap.2017.09.004 · Cited by 66
Metadata
- Authors
- Vogelsang, T. J., & Perron, P.
- Venue
- International Economic Review
- Publisher
- JSTOR
- Published
- 1998-11
- Volume
- 39
- Issue
- 4
- Pages
- 1073
- ISSN
- 0020-6598 (ISSN-L)
- OpenAlex
- W2061677737
- Cited by
- 654
- References
- 0
- FWCI
- 19.11
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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