On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process

By Amit Sen. 2003

275 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b6b61b043b445be938c3a4841b5a3d5953bcc621

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In Economics and Econometrics

Citations in the corpus

Revisiting the Environmental Kuznets Curve in a Global Economy (2013, methodology): “We used model-4 for empirical estimations following Sen, [43].”
Trends and random walks in macroeconomic time series: A reappraisal (2012, unknown): “This can give different results depending on the model chosen (Lee and Strazicich, 2001; Sen, 2003; Montañés et al., 2005).”
Environmental Kuznets curve and financial development in Pakistan (2016, background): “4 Detailed discussion on Zivot–Andrews structural break test is given in Sen [62] and John et.al [63].”
A new unit root test with two structural breaks in level and slope at unknown time (2010, methodology): “Nelson and Plosser [10] ADF 0 0 0 0 0 Perron [11]∗∗ Exogenous break 1 5 5 0 10 Zivot and Andrews [18]∗ Endogenous break 1 4 2 1 7 Sen [16]∗ Endogenous break 1 0 4 1 5 Popp [13]∗∗ Endogenous break 1 0 1 0 1 Lumsdaine and Papell [9]∗ Endogenous break 2 2 3 2 7 Lee and Strazicich [9]∗∗ Endogenous break”
Symptoms of complexity in a tourism system (2007, background): “a modified ZA test proposed by Sen (2003) and shows that visitor arrivals in Fiji from”
Multivariate granger causality between CO2 emissions, energy intensity and economic growth in Portugal: evidence from cointegration and causality analysis (2015, methodology): “This approach 4 We used model-5 for empirical estimations following Sen (2003). investigates short run as well as long run parameter instantaneously.”
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006, background): “For example, Clemente et al. (1998), Vogelsang and Perron (1998), Sen (2003), and Lee and Strazicich (2003) develop unit-root tests that use dummy variables to capture the possibility of changes in the level and trend of a series.”