Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks

By Dan Ben-David, R. Lumsdaine, David H. Papell. 2003

247 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management, Monitoring, Policy and Law

View Paper: https://www.semanticscholar.org/paper/00e03de43283092636938528b70fd684062849c6

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Citations in the corpus

Trade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) Model (2005, methodology): “In support, Ben-David et al.[9] argued that “… just as failure to allow one break cn cause non-rejection of the unit root null by the Augmented Dickey-Fuller test, failure to allow for two breaks, if they exist, can cause non-rejection of the unit root null by the tests which only incorporate one br”
Breaking the panels: An application to the GDP per capita (2005, unknown): “Carrion-i-Silvestre et al. (2002) generalize the model that specifies individual effects in Harris and Tzavalis (1999) to take into account a structural change that shifts the mean of each of the individual time series at the same date.”
Unit Root Tests and Structural Breaks: A Survey with Applications (2007, background): “3 Ben-David et al (2003) argue that failure to allow for multiple breaks can cause the non-rejection of”
On the prevalence of trends in primary commodity prices (2006, unknown): “Alternatively, if the true data generating process were trend stationary, failing to include a time trend result in a reduction in the power of the test (Papell, 2003). In addition, the loss of power from excluding a time trend when it should be present is more severe than the reduction in power ass”
What have We Learnt from the Convergence Debate (2003, background): “For details, see Ben-David and Papell (1995, 1997), Ben-David, Lumsdaine, and Papell (1997), Lumsdaine and Papell (1997), and Zivot and Andrews (1992).”