Size and power properties of structural break unit root tests

By Paresh Kumar Narayan, Stephan Popp. 2013

246 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/64ebca022573fad2dc6bc126d572d681661b501a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. C. Tang
2. E. Tan
3. Muhammad Shahbaz
4. Paresh Kumar Narayan
5. Ilhan Ozturk
6. A. Boateng
7. Shaista Nisar
8. Xiuping Hua

In Management Science and Operations Research

1. C. Tang
2. E. Tan
3. Paresh Kumar Narayan
4. Afees A. Salisu

Citations in the corpus

• Hourly Oil Price Volatility: The Role of COVID-19 (2020, unknown): “In unreported results, we also performed the Narayan and Popp (2010, 2013) structural break unit root test and found all variables to be stationary.”
• Examining the determinants of inward FDI: Evidence from Norway (2015, background): “The study employed structural breaks that are exogenous and it is argued that this may lead to false acceptance of the unit root null hypothesis (see Lumsdaine and Papell 1997; Narayan and Popp, 2010; 2013 for review).”
• Oil Price News and COVID-19—Is There Any Connection? (2020, methodology): “To conclude reading the data, we perform the structural break unit root test (see Narayan & Popp, 2010, 2013) on all three variables and conclude that the unit root null is safely rejected at the 1% level.”
• Exploring the nexus of electricity consumption, economic growth, energy prices and technology innovation in Malaysia (2013, methodology): “The potential break dates can be determined based on the grid search procedure discussed in Narayan and Popp [9].”