Tests for cointegration allowing for an unknown number of breaks

By Daiki Maki. 2012

362 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f60db86f95807b42692f25cc058c8157ad10afe0

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In Economics and Econometrics

1. Setareh Katircioglu
2. C. Işık
3. E. Sirakaya-Turk
4. S. Katircioğlu
5. Serdar Ongan
6. K. Ehigiamusoe
7. Mehdi Ben Jebli
8. Manuela Pulina

Citations in the corpus

• Testing the role of urban development in the conventional Environmental Kuznets Curve: evidence from Turkey (2018, background): “In the second step, cointegration tests by Maki (2012), which again consider multiple structural breaks until five, were carried out to confirm the existence of a cointegrating vector in Equation 2.”
• Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence (2020, methodology): “The null hypothesis of Maki (2012) test is “no cointegration among the series.””