Combining non‐cointegration tests

By Christian Bayer, Christoph Hanck. 2013

639 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/590f6c0f012c93f397a826f98dff3dbace206183

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In Economics and Econometrics

1. Muhammad Shahbaz
2. Ilhan Ozturk
3. Mantu Kumar Mahalik
4. Sakiru Adebola Solarin
5. Usama Al-mulali
6. Khalid Ahmed
7. Avik Sinha
8. Abdulkadir Abdulrashid Rafindadi

In Finance

1. Muhammad Shahbaz
2. A. Dhaoui
3. M. Ahad
4. Debi Prasad Bal
5. Husam Rjoub
6. Jamiu Adetola Odugbesan
7. Umut Uzar
8. Usama Al-mulali

Citations in the corpus

• The dynamic links between CO2 emissions, economic growth and coal consumption in China and India (2013, methodology): “The results of Bayer and Hanck [16] combine cointegration tests.”
• The impact of tourism on CO2 emission in Turkey (2020, methodology): “Cointegration relationships among variables were examined by employing the newly developed Fourier ADL, Bayer and Hanck (2013) and Autoregressive Distributed Lag (ARDL) cointegration tests.”
• Natural Gas Consumption and Economic Growth: The Role of Foreign Direct Investment, Capital Formation and Trade Openness in Malaysia (2015, methodology): “With the stationarity properties of the series, the combined cointegration tests developed by Bayer and Hanck [20] are suitable to examine whether cointegration exists.”
• Does Globalization Impede Environmental Quality in India (2015, background): “The Bayer and Hanck (2013) combined cointegration approach is known to provide efficient parameter estimates but fails to accommodate the structural breaks in series, while investigating the cointegration among the variables in the model.”
• The role of globalization on the recent evolution of energy demand in India: Implications for sustainable development (2016, methodology): “I(1), in such circumstance, the combined cointegration test developed by Bayer and Hanck (2013) is a suitable empirical method to investigate whether there exists cointegration among the variables.”
• Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment (2019, methodology): “Finally, we further employed additional econometrics tools such as Bayer and Hanck (BH) (2013) cointegration test, bivariate noisy Mackey-Glass model developed by Kyrtsou and Terraza (2003) for examining non-linear causality test.”
• Sustainability of the Moderating Role of Financial Development in the Determinants of Environmental Degradation: Evidence from Turkey (2021, methodology): “Thus, this study aimed to highlight the possible moderating effect of financial development on Turkey’s “environmental quality”, using the “Zivot–Andrew unit root test”, “Lee– Strazicich unit root test”, Bayer and Hack [91] “cointegration test”, and “fully modified ordinary least square (FMOLS)” in ”