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Economic infrastructure, private capital formation, and FDI inflows to Hungary : a unit root and cointegration analysis with structural breaks
Ramírez, Miguel D.; Kőműves, Zsófia - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 367-382
Persistent link: https://www.econbiz.de/10010517388
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The sustainability of trade deficits in the presence of endogenous structural breaks : evidence from the Indian economy
Nag, Biswajit; Mukherjee, Jaydeep - In: Journal of Asian economics 23 (2012) 5, pp. 519-526
Persistent link: https://www.econbiz.de/10009664581
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Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis
Kumar, Saten; Bhaskara Rao, Buddhavarapu - In: Economic modelling 29 (2012) 4, pp. 1181-1188
Persistent link: https://www.econbiz.de/10009667408
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Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)
Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216
Persistent link: https://www.econbiz.de/10011456070
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Co-integration dynamics amongst the three MCX commodity indices : linear and non linear approaches
Shahani, Rakesh; Bhardwaj, Uttara - In: IIMS journal of management science 11 (2020) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10012546925
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Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey
Talaş, Emrah; Kaplan, Fatih; Çelik, Ali Kemal - In: Research in world economy 4 (2013) 2, pp. 36-42
Persistent link: https://www.econbiz.de/10010210719
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
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On the instability of Tunisian money demand : some empirical issues with structural breaks
Mgadmi, Nidhal; Rachdi, Houssem; Saidi, Hichem; Guesmi, … - In: Journal of quantitative economics 17 (2019) 1, pp. 153-165
Persistent link: https://www.econbiz.de/10012418640
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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin; Oh, Dong-Yop; Meng, Ming - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 631-652
Persistent link: https://www.econbiz.de/10012056719