Testing for a unit root in variables with a double change in the mean

Clemente, Jesús; Montañés, Antonio; Reyes, Marcelo

doi:10.1016/s0165-1765(98)00052-4

Cited by 693 publications

(630 citation statements)

References 11 publications

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“…The Ng-Perron [53] is also inappropriate in the presence of structural breaks in the series. The Clemente et al [55] …”

Section: Empirical Strategymentioning

confidence: 99%

“…al. [55]). Two steps approach is used to test the unit root hypothesis, if shifts can explain the additive outliers.…”

Section: Empirical Strategymentioning

confidence: 99%

“…The exact information about the structural break would help policy to consider these structural breaks while designing a comprehensive urbanization and energy policies in the country. We have applied Clemente et al [55] unit root test with one and two unknown structural breaks. The results are detailed in Table-3 We find that all the variables are integrated at I(1) in the presence of structural break in the series.…”

Section: Here]mentioning

confidence: 99%

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The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia

Shahbaz

Loganathan

Sbia³

et al. 2015

Renewable and Sustainable Energy Reviews

149

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This paper investigates the impact of urbanization on energy consumption by applying the Stochastic Impacts by Regression on Population, Affluence and Technology (STIRPAT) in case of Malaysia. The study covers the time period of 1970Q1-2011Q4. The unit root test and the ARDL bounds testing approach have been applied to examine integrating properties and long run relationship in the presence of structural breaks. Our results validated the existence of cointegration and exposed that urbanization is a major contributor in energy consumption. Affluence raises energy demand. Capital stock boosts energy consumption. Trade openness leads affluence and hence increases energy consumption. The causality analysis finds that urbanization Granger causes energy consumption. The feedback effect is found between energy consumption and affluence and, energy consumption and capital. The bidirectional causality exists between trade openness and energy consumption.

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“…The Ng-Perron [53] is also inappropriate in the presence of structural breaks in the series. The Clemente et al [55] …”

Section: Empirical Strategymentioning

confidence: 99%

“…al. [55]). Two steps approach is used to test the unit root hypothesis, if shifts can explain the additive outliers.…”

Section: Empirical Strategymentioning

confidence: 99%

Section: Here]mentioning

confidence: 99%

See 1 more Smart Citation

The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia

Shahbaz

Loganathan

Sbia³

et al. 2015

Renewable and Sustainable Energy Reviews

149

View full text Add to dashboard Cite

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“…Istota demokracji polega -jak zauważa Carl Schmitt -na tożsamości prawa i woli jego adresatów, bo wszystkie decyzje mogą dotyczyć tylko tych, którzy je podejmują. "Każda władza niemająca takiego poparcia uchodzi za uzurpację" 30 . " [S]uwerenność ludu nie ucieleśnia się już -jak zauważa Habermas -w zgromadzeniu obywateli, które można naocznie zidentyfikować.…”

Section: Istota Sporuunclassified

“…Co ważne, nie będą mieli również motywacji do pracy, jeśli nie będzie ona w stanie zapewnić im określonego minimalnego standardu egzystencji. Dla ich społecznego istnienia konieczna jest więc z jednej strony pewna własność dóbr odpowiadających ich podstawowym (dla odpowiednich warunków kulturowych) przytaczane ingerencje państwowe mogą wydawać się wielu osobom zbyt zdecydowane, należy pamiętać, że intencją ich twórców była co do zasady wierność zasadom subsydiarności, opisanym m.in przez Piusa XI w Quadragesimo Anno 30 ).…”

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2017

SPE

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Relationship between US and Brazilian ethanol prices: new evidence based on fractal regressions

Quintino

Cantarinha

Ferreira

2021

Biofuels Bioprod Bioref

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Two different fractal regression methodologies were employed with the aim of understanding the relationship between prices of ethanol produced in the USA and Brazil, the most important producers of ethanol. These methodologies, which have the advantage of giving us information about the relationships between different timescales, could also provide interesting and important information about this particular market. Our results suggest, first, some differences in the basic price in these markets, and second, a positive relationship between prices (as expected) but not a one‐to‐one relationship. © 2021 Society of Chemical Industry and John Wiley & Sons, Ltd

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Testing for a unit root in variables with a double change in the mean

Cited by 693 publications

References 11 publications

The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia

The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia

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Relationship between US and Brazilian ethanol prices: new evidence based on fractal regressions

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