Testing for Multiple Structural Changes in Cointegrated Regression Models

By Mohitosh Kejriwal, Pierre Perron. 2010

217 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/91f57cd849d6df0255c7861c72a225994eee37f3

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. Muhammad Shahbaz
2. Russell Smyth *
3. Paresh Kumar Narayan
4. Z. Mrabet
5. Ilhan Ozturk
6. Mouyad Alsamara
7. Shaif Hezam Jarallah
8. V. Esteve

In Statistics and Probability

1. Russell Smyth *
2. V. Esteve
3. Cecilio Tamarit
4. Shaif Hezam Jarallah
5. Mouyad Alsamara
6. Z. Mrabet
7. Paresh Kumar Narayan

Citations in the corpus

• Applied econometrics and implications for energy economics research (2015, methodology): “The literature on the relationship between energy andGDP, originating with Kraft and Kraft (1978), is motivated by the close perceived relationship between the two variables.”
• The impact of economic development on environmental degradation in Qatar (2016, methodology): “5 We don’t develop the model here to save space, you can refer to Kejriwal and Perron (2010) paper for more details on the model to detect multiple structural breaks.”
• Is there an environmental Kuznets curve for Spain? Fresh evidence from old data (2012, background): “view, see, for example, Levinson (2002) or Kijima et al. (2010). 2 For literature review, see, for example, He and Richard (2010).”