GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

By Josep Lluís Carrion‐i‐Silvestre, Dukpa Kim, Pierre Perron. Econometric Theory, 2009

407 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/68e80ccd75203f300854175309606146589fcbf4

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Citations in the corpus

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (2013, background): “Carrion-i-Silvestre et al. (2009) propose a pre-test-based approach which delivers near asymptotically e cient unit root inference both when breaks do not occur and where multiple breaks occur, provided the break magnitudes are xed.”
Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014 (2017, methodology): “Conversely, the Carrion-i-Silvestre et al. (2009) test allowing for two breaksesee Table 6- clearly detects the 2007 economic crisis as a breakpoint for most of the series, but fails to detect the Oil Crises as the first breakpoint.”
Testing the role of urban development in the conventional Environmental Kuznets Curve: evidence from Turkey (2018, methodology): “As a first step, the quasi-Generalized Least Squares (GLS)-based unit root tests, developed by Carrion-i-Silvestre et al. ( 2009), took multiple structural breaks until five into consideration were carried out for time series of the study.”
An international literature survey on energy-economic growth nexus: Evidence from country-specific studies (2014, background): “The multiple structural break unit root test developed by Carrion-i-Silvestre et al. (2009) is needed to test the integrating properties of the variables.”
Extensions of some classical methods in change point analysis (2014, methodology): “A procedure which utilizes auxiliary statistics to detect the presence of trend breaks and using the outcome of the detection step to check for possible unit root is outlined in Carrion–i-Silvestre et al. (2009). Their method achieves near asymptotically efficient unit root inference in both the no ”
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009, methodology): “In contrast, Carrion-i-Silvestre et al. (2009) adopt the trend break test of Perron and Yabu (2009).”
Is there an environmental Kuznets curve for Spain? Fresh evidence from old data (2012, methodology): “Carrion-i-Silvestre et al. (2009) propose a class of modified tests, called M, originally developed in Stock (1999) as M tests and analyzed in Ng and Perron (2001).”