A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
By R. Becker, W. Enders, Junsoo Lee. 2006
784 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/95110fb0d29a29922352c3ed72b0eb50eec8cf86
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
- Muhammad Shahbaz
- David Roubaud
- P. Jones
- Muhammad Ali Nasir
- W. Enders
- Avik Sinha
- Syed Jawad Hussain Shahzad
- Ilhan Ozturk
In Finance
- P. Jones
- W. Enders
- Muhammad Shahbaz
- David Roubaud
- H. Mohammadi
- Steven Cook
- M. Stigler
- Mohammad Valipour
Citations in the corpus
- Grain prices, oil prices, and multiple smooth breaks in a VAR (2016, methodology): “Now, if we transform (4) and (5) into a VAR in standard form we have”
- Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018, background): “…: Linear Nonstationa r yH Unit Root (10) 1 Nonlinear and Stationary around simultenously changing sharp and smooth trend : H Nonlinear Stationary 12 Becker et al. (2006) indicated that structural change can be captured by the relatively low frequency components of a series since breaks shift…”
- The Great Recession: US dynamics and spillovers to the world economy (2012, neutral): “Y −μ = V() ⎛⎝ F−1 G−1 X−1 −μ−1 ⎠+ ε (10)”