| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks |
1 |
6 |
18 |
259 |
3 |
15 |
69 |
797 |
| A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks |
1 |
1 |
6 |
188 |
3 |
4 |
27 |
570 |
| A joint test for a unit root and common factor restrictions in the presence of a structural break |
0 |
1 |
2 |
33 |
0 |
1 |
3 |
147 |
| A modification of the Schmidt-Phillips unit root test |
0 |
0 |
0 |
149 |
1 |
1 |
5 |
373 |
| ADL tests for threshold cointegration |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
149 |
| An LM Test for a Unit Root in the Presence of a Structural Change |
0 |
0 |
2 |
88 |
1 |
2 |
6 |
288 |
| An empirical analysis of mean reversion of the S&P 500’s P/E ratios |
0 |
1 |
2 |
112 |
0 |
1 |
2 |
338 |
| Are incomes converging among OECD countries? Time series evidence with two structural breaks |
1 |
1 |
5 |
189 |
2 |
2 |
6 |
379 |
| Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
86 |
| Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
| Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
70 |
| Average Derivative Estimation of Hedonic Price Models |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
161 |
| Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| Causality between advertising and sales: new evidence from cointegration |
0 |
0 |
1 |
85 |
0 |
0 |
2 |
249 |
| Century-long dynamics and convergence of income inequality among the US states |
0 |
0 |
3 |
11 |
1 |
2 |
7 |
30 |
| Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
30 |
| Convergence in per capita energy use among OECD countries |
0 |
0 |
1 |
92 |
2 |
3 |
30 |
326 |
| Convergence of per capita sulphur dioxide emissions across US states |
0 |
0 |
0 |
26 |
0 |
0 |
25 |
145 |
| Corrigendum to "Stationarity of health expenditures and GDP: Evidence from panel unit root tests with heterogeneous structural breaks" [J. Health Econ. 22 (2003) 313-323] |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
86 |
| DF-IV Unit Root Tests Using Stationary Instrument Variables |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
72 |
| Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
254 |
| Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
9 |
| Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
127 |
| Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
182 |
| Finite sample performance of Schmidt-Philips unit root tests |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
89 |
| Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics |
0 |
1 |
8 |
41 |
0 |
2 |
12 |
148 |
| Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors |
0 |
0 |
1 |
31 |
0 |
0 |
4 |
111 |
| ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/ |
0 |
1 |
23 |
4,687 |
9 |
16 |
87 |
14,373 |
| IV threshold cointegration tests and the Taylor rule |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
244 |
| Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
82 |
| Intertemporal production and intertemporal substitution in output supply and input demand |
0 |
0 |
1 |
5 |
0 |
0 |
56 |
125 |
| Introduction: Special Issue Honoring the Contributions of Walter Enders |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
8 |
| Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
75 |
| LM threshold unit root tests |
0 |
0 |
0 |
71 |
0 |
0 |
3 |
223 |
| Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
39 |
| Minimum LM unit root test with one structural break |
3 |
19 |
68 |
636 |
10 |
59 |
265 |
2,441 |
| Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks |
2 |
4 |
29 |
1,259 |
3 |
13 |
99 |
2,975 |
| Modeling International Long-Term Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
133 |
| More powerful cointegration tests with non-normal errors |
0 |
2 |
7 |
41 |
0 |
2 |
13 |
124 |
| Municipal Bonds and Tax Arbitrage: A Cointegration Analysis |
0 |
0 |
0 |
4 |
0 |
3 |
4 |
35 |
| National culture and environmental sustainability: A cross-national analysis |
0 |
0 |
5 |
42 |
1 |
3 |
24 |
175 |
| New insights about the relationship between corporate cash holdings and interest rates |
0 |
0 |
1 |
13 |
0 |
1 |
3 |
71 |
| Non-renewable resource prices: Deterministic or stochastic trends? |
0 |
0 |
1 |
174 |
0 |
1 |
3 |
745 |
| On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
183 |
| On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
102 |
| On the end-point issue in unit root tests in the presence of a structural break |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
53 |
| On the power of stationarity tests using optimal bandwidth estimates |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
112 |
| Panel LM Unit‐root Tests with Level Shifts |
0 |
1 |
2 |
359 |
0 |
3 |
6 |
746 |
| Panel LM unit root tests with level and trend shifts |
1 |
3 |
7 |
46 |
1 |
4 |
13 |
117 |
| Performance of nonlinear instrumental variable unit root tests using recursive detrending methods |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
84 |
| Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship |
1 |
2 |
7 |
148 |
1 |
4 |
19 |
463 |
| Purchasing power parity: Evidence from a transition economy |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
121 |
| Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis |
1 |
1 |
2 |
127 |
2 |
2 |
7 |
1,198 |
| RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis |
3 |
7 |
12 |
138 |
4 |
12 |
34 |
399 |
| Response surface estimates of the LM unit root tests |
0 |
0 |
2 |
10 |
0 |
0 |
2 |
24 |
| Smooth Transition ARCH Models: Estimation and Testing |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
152 |
| Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks |
0 |
0 |
2 |
136 |
0 |
1 |
5 |
346 |
| Stochastic convergence in per capita fossil fuel consumption in U.S. states |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
69 |
| THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
90 |
| Testing the null of cointegration in the presence of a structural break |
0 |
0 |
0 |
95 |
1 |
1 |
1 |
202 |
| Testing the null of stationarity in the presence of a structural break |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
290 |
| The flexible Fourier form and Dickey–Fuller type unit root tests |
1 |
5 |
21 |
194 |
5 |
22 |
90 |
712 |
| Time-varying integration of the sovereign bond markets in European post-transition economies |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
65 |
| Two-Step LM Unit Root Tests with Trend-Breaks |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
77 |
| Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
124 |
| Total Journal Articles |
15 |
56 |
244 |
10,397 |
51 |
184 |
967 |
32,828 |
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