Tests for cointegration with two unknown regime shifts with an application to financial market integration

463 citations recorded by the source corpus.

How researchers see this paper

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

Financial Development, Technological Innovation and Income Inequality: Time Series Evidence from Turkey (2021, unknown): “Therefore, the cointegration technique developed by Hatemi-J (2008) is also used in the empirical analysis.”
The impact of tourism on CO2 emission in Turkey (2020, background): “Subsequently, cointegration tests, which take into account structural breaks, were introduced (e.g. Gregory & Hansen, 1996; Hatemi-j, 2008).”
Financial development, globalization and ecological footprint in G7: further evidence from threshold cointegration and fractional frequency causality tests (2020, background): “Consequently, several unit root and cointegration tests have been introduced to the literature (see Zivot and Andrews 1992; Narayan and Popp 2010; Gregory and Hansen 1996; Hatemi-J 2008, among others).”