| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of the Female and Male Racial Disparities in Imprisonment |
0 |
0 |
0 |
5 |
0 |
7 |
11 |
21 |
| A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks |
3 |
5 |
22 |
315 |
5 |
18 |
56 |
910 |
| A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks |
1 |
3 |
10 |
214 |
3 |
12 |
26 |
627 |
| A joint test for a unit root and common factor restrictions in the presence of a structural break |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
154 |
| A modification of the Schmidt-Phillips unit root test |
0 |
0 |
3 |
154 |
0 |
6 |
14 |
392 |
| ADL tests for threshold cointegration |
0 |
0 |
1 |
51 |
0 |
6 |
13 |
170 |
| An LM Test for a Unit Root in the Presence of a Structural Change |
0 |
0 |
0 |
90 |
1 |
6 |
15 |
312 |
| An empirical analysis of mean reversion of the S&P 500’s P/E ratios |
0 |
2 |
2 |
114 |
5 |
9 |
26 |
370 |
| Are incomes converging among OECD countries? Time series evidence with two structural breaks |
0 |
1 |
1 |
192 |
0 |
6 |
10 |
399 |
| Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
90 |
| Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests |
0 |
0 |
0 |
15 |
0 |
6 |
9 |
81 |
| Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
14 |
| Average Derivative Estimation of Hedonic Price Models |
0 |
0 |
0 |
44 |
1 |
6 |
13 |
175 |
| Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests |
0 |
0 |
2 |
4 |
1 |
7 |
15 |
24 |
| Causality between advertising and sales: new evidence from cointegration |
0 |
0 |
2 |
89 |
0 |
3 |
8 |
265 |
| Century-long dynamics and convergence of income inequality among the US states |
0 |
0 |
3 |
17 |
0 |
3 |
13 |
54 |
| Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility |
0 |
0 |
0 |
7 |
0 |
3 |
10 |
23 |
| Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks |
0 |
0 |
1 |
12 |
1 |
6 |
15 |
51 |
| Convergence in per capita energy use among OECD countries |
0 |
1 |
1 |
95 |
0 |
8 |
15 |
347 |
| Convergence of per capita sulphur dioxide emissions across US states |
0 |
0 |
0 |
26 |
0 |
5 |
10 |
158 |
| 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 |
1 |
3 |
4 |
91 |
| DF-IV Unit Root Tests Using Stationary Instrument Variables |
0 |
0 |
0 |
13 |
1 |
8 |
12 |
89 |
| Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
20 |
| Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries |
0 |
0 |
0 |
68 |
0 |
3 |
5 |
261 |
| Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts |
0 |
0 |
1 |
3 |
0 |
2 |
3 |
9 |
| Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? |
0 |
0 |
0 |
30 |
0 |
2 |
8 |
135 |
| Experimenting with multi-attribute utility survey methods in a multi-dimensional valuation problem |
0 |
0 |
1 |
37 |
0 |
2 |
6 |
188 |
| Finite sample performance of Schmidt-Philips unit root tests |
0 |
0 |
0 |
16 |
0 |
2 |
3 |
92 |
| Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics |
0 |
0 |
1 |
53 |
4 |
9 |
18 |
198 |
| 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 |
0 |
1 |
4 |
1 |
11 |
19 |
25 |
| Hysteresis in unemployment? Evidence from linear and nonlinear unit root tests and tests with non-normal errors |
0 |
0 |
0 |
34 |
2 |
11 |
18 |
137 |
| 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/ |
2 |
2 |
5 |
4,716 |
3 |
5 |
19 |
14,460 |
| IV threshold cointegration tests and the Taylor rule |
0 |
0 |
0 |
94 |
2 |
8 |
13 |
259 |
| Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures |
0 |
0 |
0 |
17 |
0 |
6 |
14 |
96 |
| International comovements of public debt |
0 |
0 |
1 |
5 |
1 |
8 |
15 |
30 |
| Intertemporal production and intertemporal substitution in output supply and input demand |
0 |
1 |
1 |
6 |
0 |
3 |
7 |
134 |
| Introduction: Special Issue Honoring the Contributions of Walter Enders |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
13 |
| 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 |
21 |
0 |
4 |
10 |
89 |
| Johansen‐type cointegration tests with a Fourier function |
1 |
3 |
7 |
36 |
2 |
8 |
24 |
73 |
| LM threshold unit root tests |
0 |
0 |
0 |
71 |
0 |
5 |
7 |
233 |
| Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
48 |
| Minimum LM unit root test with one structural break |
1 |
6 |
43 |
741 |
9 |
33 |
151 |
2,803 |
| Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks |
2 |
7 |
21 |
1,319 |
7 |
19 |
50 |
3,131 |
| Modeling International Long-Term Interest Rates |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
145 |
| More powerful cointegration tests with non-normal errors |
2 |
3 |
5 |
55 |
4 |
11 |
24 |
166 |
| Municipal Bonds and Tax Arbitrage: A Cointegration Analysis |
0 |
0 |
0 |
4 |
0 |
5 |
6 |
54 |
| National culture and environmental sustainability: A cross-national analysis |
1 |
1 |
3 |
53 |
2 |
8 |
13 |
202 |
| Nature of comovements in US state and MSA housing prices |
0 |
0 |
3 |
18 |
2 |
10 |
19 |
44 |
| New insights about the relationship between corporate cash holdings and interest rates |
0 |
1 |
4 |
20 |
0 |
4 |
16 |
100 |
| Non-renewable resource prices: Deterministic or stochastic trends? |
0 |
0 |
1 |
178 |
0 |
2 |
7 |
756 |
| On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
190 |
| On stationary tests in the presence of structural breaks |
0 |
0 |
0 |
38 |
0 |
9 |
14 |
119 |
| On the end-point issue in unit root tests in the presence of a structural break |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
57 |
| On the power of stationarity tests using optimal bandwidth estimates |
0 |
0 |
0 |
33 |
0 |
3 |
8 |
123 |
| Panel LM Unit‐root Tests with Level Shifts |
0 |
2 |
2 |
365 |
0 |
5 |
11 |
771 |
| Panel LM unit root tests with level and trend shifts |
0 |
0 |
2 |
53 |
0 |
4 |
13 |
145 |
| Performance of nonlinear instrumental variable unit root tests using recursive detrending methods |
0 |
0 |
0 |
10 |
0 |
3 |
5 |
90 |
| Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship |
0 |
0 |
1 |
154 |
0 |
3 |
20 |
502 |
| Purchasing power parity: Evidence from a transition economy |
0 |
0 |
0 |
39 |
0 |
3 |
5 |
126 |
| Putting Out Fires: An Examination of the Determinants of State Clean Indoor‐Air Laws |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| Quasi-fixed inputs and long-run equilibrium in production: a cointegration analysis |
0 |
0 |
1 |
129 |
0 |
8 |
10 |
1,212 |
| RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis |
0 |
2 |
8 |
165 |
4 |
11 |
29 |
496 |
| Response surface estimates of the LM unit root tests |
0 |
0 |
1 |
12 |
1 |
4 |
9 |
35 |
| Smooth Transition ARCH Models: Estimation and Testing |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
154 |
| Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures† |
0 |
0 |
1 |
5 |
1 |
5 |
12 |
26 |
| Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks |
0 |
0 |
0 |
138 |
0 |
3 |
9 |
362 |
| Stochastic convergence in per capita fossil fuel consumption in U.S. states |
0 |
0 |
0 |
12 |
0 |
7 |
16 |
90 |
| Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure |
0 |
0 |
2 |
14 |
0 |
4 |
20 |
55 |
| THE DETERMINANTS OF LAWS RESTRICTING YOUTH ACCESS TO TOBACCO |
0 |
0 |
0 |
16 |
0 |
1 |
14 |
106 |
| Testing for stationarity with covariates: more powerful tests with non-normal errors |
0 |
0 |
1 |
18 |
0 |
14 |
21 |
49 |
| Testing the null of cointegration in the presence of a structural break |
0 |
0 |
0 |
95 |
2 |
4 |
10 |
216 |
| Testing the null of stationarity in the presence of a structural break |
0 |
0 |
2 |
135 |
0 |
11 |
16 |
310 |
| The flexible Fourier form and Dickey–Fuller type unit root tests |
1 |
10 |
40 |
278 |
11 |
50 |
132 |
965 |
| The market efficiency hypothesis on stock prices: international evidence in the 1920s |
0 |
0 |
0 |
48 |
0 |
3 |
5 |
252 |
| Time-varying integration of the sovereign bond markets in European post-transition economies |
0 |
0 |
1 |
12 |
0 |
8 |
17 |
82 |
| Two-Step LM Unit Root Tests with Trend-Breaks |
0 |
0 |
0 |
28 |
0 |
3 |
6 |
87 |
| Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
130 |
| Total Journal Articles |
14 |
50 |
208 |
11,068 |
82 |
498 |
1,229 |
35,472 |
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