Citations (38)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (7)
María José Presno, Manuel Landajo & Paula Fernandez-Gonzalez. (2022) Nonparametric panel stationarity testing with an application to crude oil production. Journal of Applied Statistics 49:4, pages 1033-1048.
Read now
Read now
C. May. (2015) Copious Structural Shifts in Exchange Rates of the South African Rand (Post-1994). Studies in Economics and Econometrics 39:1, pages 1-24.
Read now
Read now
Francisco
J. Delgado & Maria
Jose Presno. (2011) Convergence of fiscal pressure in the EU: a time series approach. Applied Economics 43:28, pages 4257-4267.
Read now
Read now
Kaddour Hadri & Yao Rao. (2009) KPSS test and model misspecifications. Applied Economics Letters 16:12, pages 1187-1190.
Read now
Read now
PeterS. Sephton. (2008) On the finite sample size and power of the generalized KPSS test in the presence of level breaks. Applied Economics Letters 15:11, pages 833-843.
Read now
Read now
André
Varella Mollick. (2008) Relative wages, labor supplies and trade in Mexican manufacturing: Evidence from two samples. The Journal of International Trade & Economic Development 17:2, pages 213-241.
Read now
Read now
María José Presno & Carmen Ramos. (2007) Misspecification of the breaking date in series with a change in the growth rate. Effect on the LBI test for stationarity. Applied Economics Letters 14:11, pages 845-850.
Read now
Read now
Articles from other publishers (31)
Chun-Ping Chang. (2022) Does innovation co-move with FDI? Evidence from OECD countries. Panoeconomicus 69:4, pages 509-525.
Crossref
Crossref
Mehmet Kondoz, Dervis Kirikkaleli & Seyed Alireza Athari. (2021) Time-frequency dependencies of financial and economic risks in South American countries. The Quarterly Review of Economics and Finance 79, pages 170-181.
Crossref
Crossref
Michael Beenstock, Daniel Felsenstein, Eyal Frank & Yaniv Reingewertz. (2014) Tide gauge location and the measurement of global sea level rise. Environmental and Ecological Statistics 22:1, pages 179-206.
Crossref
Crossref
Anton Skrobotov. (2013) Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion. Journal of Time Series Econometrics 6:1.
Crossref
Crossref
Kaddour Hadri, Rolf Larsson & Yao Rao. (2012) TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE. Bulletin of Economic Research 64, pages s123-s148.
Crossref
Crossref
Rabah Arezki, Kaddour Hadri, Eiji Kurozumi & Yao Rao. (2012) Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break. Economics Letters 117:3, pages 814-816.
Crossref
Crossref
M. Beenstock, Y. Reingewertz & N. Paldor. (2012) Polynomial cointegration tests of anthropogenic impact on global warming. Earth System Dynamics 3:2, pages 173-188.
Crossref
Crossref
D. F. Greenberg & B. Agozino. (2011) Executions, Imprisonment and Crime in Trinidad and Tobago. British Journal of Criminology 52:1, pages 113-140.
Crossref
Crossref
Manuel Landajo & María José Presno. (2010) Stationarity testing under nonlinear models. Some asymptotic results. Journal of Time Series Analysis 31:5, pages 392-405.
Crossref
Crossref
María José Presno & Manuel Landajo. (2009) Computation of limiting distributions in stationarity testing with a generic trend. Metrika 71:2, pages 165-183.
Crossref
Crossref
NINA S. JONES. (2010) IS THERE UNIT ROOT IN THE NITROGEN OXIDES EMISSIONS: A MONTE CARLO INVESTIGATION?. Natural Resource Modeling 23:1, pages 1-21.
Crossref
Crossref
Émilie Alberola, Julien Chevallier & Benoît Chèze. (2009) The EU emissions trading scheme: The effects of industrial production and CO2 emissions on carbon prices. Économie internationale n° 116:4, pages 93-125.
Crossref
Crossref
Emilie Alberola, Julien Chevallier & Benoît Chèze. (2009) Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors. Journal of Policy Modeling 31:3, pages 446-462.
Crossref
Crossref
Emilie AlberolaJulien Chevallier. (2023) European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007). The Energy Journal 30:3, pages 51-80.
Crossref
Crossref
Julien Chevallier, Florian Ielpo & Ludovic Mercier. (2009) Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event. Energy Policy 37:1, pages 15-28.
Crossref
Crossref
Emilie Alberola, Julien Chevallier & Benoıˆt Chèze. (2008) Price drivers and structural breaks in European carbon prices 2005–2007. Energy Policy 36:2, pages 787-797.
Crossref
Crossref
Josep Lluís Carrion-i-Silvestre & Andreu Sansó. (2006) A guide to the computation of stationarity tests. Empirical Economics 31:2, pages 433-448.
Crossref
Crossref
Ralf Brüggemann. (2006) Sources of German unemployment: a structural vector error correction analysis. Empirical Economics 31:2, pages 409-431.
Crossref
Crossref
Josep Lluís Carrion‐i‐Silvestre, Tomás Del Barrio‐Castro & Enrique López‐Bazo. (2005) Breaking the panels: An application to the GDP per capita. The Econometrics Journal 8:2, pages 159-175.
Crossref
Crossref
Luis Miguel Galindo & Horacio Catalán. 2005. New Tools of Economic Dynamics. New Tools of Economic Dynamics
273
293
.
David I. Harvey & Terence C. Mills. (2004) Tests for Stationarity in Series with Endogenously Determined Structural Change*. Oxford Bulletin of Economics and Statistics 66:5, pages 863-894.
Crossref
Crossref
Josep Lluı́s Carrion-i-Silvestre. (2003) Breaking date misspecification error for the level shift KPSS test. Economics Letters 81:3, pages 365-371.
Crossref
Crossref
Manuel Landajo Álvarez & Maria Jose Presno. (2006) Stationarity Testing under Smooth Transition Trends: Asymptotics Results and Some Empirical Evidence. SSRN Electronic Journal.
Crossref
Crossref
Imed Drine & Christophe Rault. (2005) Testing for Inflation Convergence Between the Euro Zone and its CEE Partners. SSRN Electronic Journal.
Crossref
Crossref
Anton Skrobotov. (2012) Bias Correction of KPSS Test with Structural Break for Reducing the Size Distortion. SSRN Electronic Journal.
Crossref
Crossref
Stefan Lyocsa, Tomas Vyrost & Eduard Baumohl. (2011) Unit-Root and Stationarity Testing with Empirical Application on Industrial Production of CEE-4 Countries. SSRN Electronic Journal.
Crossref
Crossref
Emilie Alberola, Julien Chevallier & Benoît Chèze. (2008) The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices. SSRN Electronic Journal.
Crossref
Crossref
Julien Chevallier, Florian Ielpo & Ludovic Mercier. (2008) Risk Aversion and Institutional Information Disclosure on the European Carbon Market: A Case-Study of the 2006 Compliance Event. SSRN Electronic Journal.
Crossref
Crossref
Manuel Landajo & Maria Jose Presno. (2007) Stationarity Testing Under Endogenous Smooth Deterministic Components: Some Asymptotic Results. SSRN Electronic Journal.
Crossref
Crossref
Emilie Alberola, Julien Chevallier & Benoît Chèze. (2007) European Carbon Prices Fundamentals in 2005-2007: The Effects of Energy Markets, Temperatures and Sectorial Production. SSRN Electronic Journal.
Crossref
Crossref
Emilie Alberola & Julien Chevallier. (2009) European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007). SSRN Electronic Journal.
Crossref
Crossref