Journal Article |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of the Female and Male Racial Disparities in Imprisonment |
0 |
1 |
3 |
4 |
0 |
2 |
6 |
7 |
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks |
2 |
7 |
24 |
277 |
4 |
14 |
39 |
828 |
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks |
3 |
5 |
12 |
199 |
4 |
8 |
21 |
588 |
A joint test for a unit root and common factor restrictions in the presence of a structural break |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
147 |
A modification of the Schmidt-Phillips unit root test |
0 |
0 |
1 |
150 |
0 |
2 |
4 |
376 |
ADL tests for threshold cointegration |
0 |
0 |
2 |
50 |
0 |
1 |
4 |
153 |
An LM Test for a Unit Root in the Presence of a Structural Change |
0 |
0 |
0 |
88 |
0 |
1 |
6 |
292 |
An empirical analysis of mean reversion of the S&P 500’s P/E ratios |
0 |
0 |
0 |
112 |
0 |
0 |
4 |
342 |
Are incomes converging among OECD countries? Time series evidence with two structural breaks |
0 |
0 |
3 |
191 |
0 |
1 |
9 |
386 |
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
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 |
0 |
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 |
1 |
1 |
2 |
0 |
1 |
4 |
9 |
Causality between advertising and sales: new evidence from cointegration |
0 |
0 |
2 |
87 |
0 |
0 |
4 |
253 |
Century-long dynamics and convergence of income inequality among the US states |
0 |
0 |
2 |
13 |
0 |
2 |
9 |
38 |
Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility |
0 |
0 |
3 |
6 |
0 |
0 |
4 |
10 |
Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks |
0 |
1 |
1 |
10 |
0 |
1 |
4 |
34 |
Convergence in per capita energy use among OECD countries |
0 |
1 |
2 |
94 |
0 |
1 |
7 |
331 |
Convergence of per capita sulphur dioxide emissions across US states |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
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 |
87 |
DF-IV Unit Root Tests Using Stationary Instrument Variables |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
74 |
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
11 |
Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
254 |
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 |
0 |
3 |
Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
127 |
Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
182 |
Finite sample performance of Schmidt-Philips unit root tests |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
89 |
Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics |
0 |
3 |
7 |
47 |
2 |
5 |
22 |
168 |
Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors |
0 |
1 |
3 |
3 |
0 |
1 |
4 |
4 |
Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
112 |
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/ |
1 |
1 |
21 |
4,708 |
2 |
6 |
62 |
14,424 |
IV threshold cointegration tests and the Taylor rule |
0 |
0 |
0 |
94 |
0 |
1 |
1 |
245 |
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
82 |
International comovements of public debt |
0 |
2 |
2 |
2 |
0 |
5 |
10 |
10 |
Intertemporal production and intertemporal substitution in output supply and input demand |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
126 |
Introduction: Special Issue Honoring the Contributions of Walter Enders |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
9 |
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 |
0 |
20 |
0 |
0 |
1 |
76 |
Johansen‐type cointegration tests with a Fourier function |
0 |
1 |
16 |
21 |
0 |
1 |
21 |
39 |
LM threshold unit root tests |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
225 |
Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
39 |
Minimum LM unit root test with one structural break |
4 |
14 |
51 |
674 |
10 |
37 |
174 |
2,581 |
Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks |
1 |
3 |
27 |
1,283 |
4 |
20 |
79 |
3,045 |
Modeling International Long-Term Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
133 |
More powerful cointegration tests with non-normal errors |
0 |
1 |
6 |
45 |
2 |
3 |
11 |
133 |
Municipal Bonds and Tax Arbitrage: A Cointegration Analysis |
0 |
0 |
0 |
4 |
2 |
4 |
10 |
42 |
National culture and environmental sustainability: A cross-national analysis |
1 |
1 |
4 |
46 |
1 |
2 |
9 |
182 |
Nature of comovements in US state and MSA housing prices |
0 |
0 |
6 |
11 |
0 |
2 |
11 |
18 |
New insights about the relationship between corporate cash holdings and interest rates |
0 |
0 |
2 |
15 |
1 |
1 |
8 |
79 |
Non-renewable resource prices: Deterministic or stochastic trends? |
0 |
1 |
3 |
177 |
0 |
1 |
4 |
749 |
On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
185 |
On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
104 |
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 |
0 |
32 |
0 |
0 |
1 |
113 |
Panel LM Unit‐root Tests with Level Shifts |
0 |
0 |
2 |
360 |
0 |
2 |
7 |
751 |
Panel LM unit root tests with level and trend shifts |
1 |
1 |
5 |
48 |
1 |
2 |
10 |
123 |
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
85 |
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship |
0 |
0 |
3 |
150 |
0 |
2 |
12 |
472 |
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 |
0 |
0 |
2 |
128 |
1 |
1 |
5 |
1,201 |
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis |
0 |
1 |
17 |
150 |
3 |
5 |
38 |
429 |
Response surface estimates of the LM unit root tests |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
24 |
Smooth Transition ARCH Models: Estimation and Testing |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
152 |
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures† |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
7 |
Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks |
0 |
0 |
1 |
137 |
0 |
1 |
3 |
348 |
Stochastic convergence in per capita fossil fuel consumption in U.S. states |
1 |
1 |
1 |
12 |
1 |
2 |
3 |
71 |
Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure |
0 |
0 |
1 |
12 |
0 |
1 |
10 |
31 |
THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
90 |
Testing for stationarity with covariates: more powerful tests with non-normal errors |
1 |
3 |
8 |
14 |
1 |
3 |
10 |
23 |
Testing the null of cointegration in the presence of a structural break |
0 |
0 |
0 |
95 |
1 |
2 |
3 |
204 |
Testing the null of stationarity in the presence of a structural break |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
291 |
The flexible Fourier form and Dickey–Fuller type unit root tests |
0 |
4 |
34 |
224 |
3 |
10 |
85 |
784 |
The market efficiency hypothesis on stock prices: international evidence in the 1920s |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
247 |
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 |
1 |
28 |
0 |
0 |
3 |
80 |
Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
124 |
Total Journal Articles |
15 |
54 |
282 |
10,717 |
44 |
156 |
765 |
33,789 |