1. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten.
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2. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2021). Schweikert, Karsten.
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3. Does stock market performance affect the government satisfaction rating in the UK?. (2017). Sen, Sedef ; Donduran, Murat.
   In: Empirical Economics.
   RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1156-7.

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4. The Effect of Liquidity on Financial Performance: Evidence from Turkish Retail Industry. (2016). Demirgunes, Kartal.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:63-79.

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5. Testing the tourism-induced EKC hypothesis: The case of Singapore. (2014). KATIRCIOGLU, SALIH ; Katirciolu, Salih Turan .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:41:y:2014:i:c:p:383-391.

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6. Tests for cointegration allowing for an unknown number of breaks. (2012). Maki, Daiki.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:5:p:2011-2015.

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7. Fertility and the Personal Exemption: Comment. (2010). Mumford, Kevin ; Goda, Gopi ; Crump, Richard.
   In: NBER Working Papers.
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8. Examining Patterns of Bilateral Trade between Australia and Colombia by Using Cointegration Analysis and Error-Correction Models. (2007). Cortes, Maria.
   In: Economics Working Papers.
   RePEc:uow:depec1:wp07-20.

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9. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
   In: Working Papers.
   RePEc:hhs:lunewp:2006_013.

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10. Panel cointegration tests of the Fisher effect. (2006). Westerlund, Joakim.
    In: Research Memorandum.
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11. An Empirical Analysis of Financial and Housing Wealth Effects on Consumption in Turkey. (). Tang, Kam Ki ; Barlas, Yasemin ; Ozer, Yasemin Barlas .
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:28.

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1. Regional convergence or divergence in China? Evidence from unit root tests with breaks. (2013). Lin, Pei-Chien ; I-Ling Ho, .
   In: The Annals of Regional Science.
   RePEc:spr:anresc:v:50:y:2013:i:1:p:223-243.

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2. Minimum LM unit root test with one structural break. (2013). Strazicich, Mark ; Lee, Junsoo.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-13-00296.

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3. Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective. (2013). Melina, Giovanni ; Fragetta, Matteo ; Costantini, Mauro.
   In: Working Papers.
   RePEc:cty:dpaper:13/15.

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4. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
   In: Working papers.
   RePEc:cde:cdewps:223.

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5. Recursive adjustment, unit root tests and structural breaks. (2013). Rodrigues, Paulo ; Paulo M. M. Rodrigues, .
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:34:y:2013:i:1:p:62-82.

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6. Convergence in income inequality? evidence from panel unit root tests with structural breaks. (2012). Huang, Ho-Chuan ; Lin, Pei-Chien.
   In: Empirical Economics.
   RePEc:spr:empeco:v:43:y:2012:i:1:p:153-174.

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7. Revisiting the palm oil boom in Southeast Asia: The role of fuel versus food demand drivers. (2012). Gruère, Guillaume ; Balagtas, Joseph ; Sanders, Daniel J..
   In: IFPRI discussion papers.
   RePEc:fpr:ifprid:1167.

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8. Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries. (2012). Liu, Lin ; Chang, Hsu-Ling ; Su, Chi-Wei.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:6:p:2719-2723.

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9. Are Fluctuations in Energy Consumption Transitory or Permanent? Evidence From a Panel of East Asia & Pacific Countries. (2012). Kum, Hakan.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2012-03-1.

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10. The Global Financial Crisis and Stochastic Convergence in the Euro Area. (2011). Pollard, Stephen ; Miller, Stephen ; Canarella, Giorgio.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:17:y:2011:i:3:p:315-333.

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11. The nature of regional unemployment in Italy. (2010). Lanzafame, Matteo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:877-895.

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12. The equilibrium real exchange rate of China: a productivity approach. (2010). Kakkar, Vikas ; Yan, Isabel K..
    In: MPRA Paper.
    RePEc:pra:mprapa:35229.

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13. Current account and relative prices: cointegration in the presence of structural breaks in emerging economies. (2010). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: MPRA Paper.
    RePEc:pra:mprapa:27467.

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14. A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs. (2010). Cerqueti, Roy.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:2:p:165-188.

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15. Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states. (2010). Payne, James ; Apergis, Nicholas ; Loomis, David.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4734-4736.

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16. Coal consumption and economic growth: Evidence from a panel of OECD countries. (2010). Payne, James ; Apergis, Nicholas.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:3:p:1353-1359.

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17. Quantifying U.S. aluminum in-use stocks and their relationship with economic output. (2010). Moore, Michael R. ; Bulkley, Jonathan W. ; Keoleian, Gregory A. ; McMillan, Colin A..
    In: Ecological Economics.
    RePEc:eee:ecolec:v:69:y:2010:i:12:p:2606-2613.

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18. Testing for Unit Roots in Panel Time Series Models with Multiple Breaks. (2009). Westerlund, Joakim.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0384.

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19. Testing for a Unit Root in a Random Coefficient Panel Data Model. (2009). Westerlund, Joakim ; Larsson, Rolf.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0383.

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20. Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States. (2008). Tica, Josip ; Sonora, Robert.
    In: EFZG Working Papers Series.
    RePEc:zag:wpaper:0804.

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21. Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set. (2008). Pascalau, Razvan.
    In: MPRA Paper.
    RePEc:pra:mprapa:7220.

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22. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_013.

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23. Euro Area Inflation: Aggregation Bias and Convergence. (2007). Fiess, Norbert ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2007_41.

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24. Is the trend in post-WW II US real GDP uncertain or non-linear?. (2007). Vougas, Dimitrios.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:3:p:348-355.

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25. Performance of LM-type unit root tests with trend break: A bootstrap approach. (2007). Chou, Win Lin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:1:p:76-82.

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26. Industrial business cycle linkages between Taiwan and the United States: Evidence from the IT industry. (2007). Chou, Win Lin ; Liang, Kuo-Yuan ; Gau, Joshua J. S., .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:18:y:2007:i:3:p:439-447.

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27. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa06p155.

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28. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0607.

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29. Scale of variance, unit of data and the power of unit root tests under structural changes - a strategy for analysing Nelson-Plosser data. (2006). Hu, Teng-Yuan ; Chang, Meng-Shiuh.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:1:p:51-56.

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30. Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:341.

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31. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
    In: Research Papers.
    RePEc:liv:livedp:200615.

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32. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_003.

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33. Non-renewable resource prices: Deterministic or stochastic trends?. (2006). Strazicich, Mark ; List, John ; Lee, Junsoo.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:51:y:2006:i:3:p:354-370.

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34. Unit root testing. (2005). Hassler, Uwe ; Wolters, Jurgen.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:200523.

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35. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?. (2005). Strazicich, Mark ; List, John ; Lee, Junsoo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11487.

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36. Panel Cointegration Tests with Deterministic Trends and Structural Breaks. (2005). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_042.

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37. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_012.

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38. Quantifying Structural Change in U.S. Agriculture: The Case of Research and Productivity. (2004). Schimmelpfennig, David ; Oehmke, James.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:21:y:2004:i:3:p:297-315.

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39. Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks. (2004). Jain, Nishant ; Bhat, Ramesh.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp01822.

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40. LM-Type tests for a Unit Root Allowing for a Break in Trend. (2004). Nunes, Luis.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:190.

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41. Minimum LM Unit Root Test with One Structural Break. (2004). Strazicich, Mark ; Lee, Junsoo.
    In: Working Papers.
    RePEc:apl:wpaper:04-17.

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42. Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks. (2003). Strazicich, Mark ; Lee, Junsoo ; Jewell, Todd ; Tieslau, Margie.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:22:y:2003:i:2:p:313-323.

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43. Breaking the panels. An application to the GDP per capita. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200397.

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44. Unit root tests for time series with level shifts: a comparison of different proposals. (2002). Lütkepohl, Helmut ; Lanne, Markku.
    In: Economics Letters.
    RePEc:eee:ecolet:v:75:y:2002:i:1:p:109-114.

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45. On the end-point issue in unit root tests in the presence of a structural break. (2000). Lee, Junsoo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:68:y:2000:i:1:p:7-11.

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46. LM Unit Root Test with Panel Data: A Test Robust To Structural Changes. (2000). Lee, Junsoo ; Im, Kyung So .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0648.

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47. Testing for unit roots in time series with level shifts. (1999). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199927.

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48. On stationary tests in the presence of structural breaks. (1997). shin, yongcheol ; Lee, Junsoo ; Huang, Cliff J..
    In: Economics Letters.
    RePEc:eee:ecolet:v:55:y:1997:i:2:p:165-172.

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49. Rank tests for unit roots. (1996). gourieroux, christian ; Breitung, Jörg.
    In: SFB 373 Discussion Papers.
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50. Testing the null of stationarity in the presence of structural breaks for multiple time series. (1994). Chul, Byung.
    In: Econometrics.
    RePEc:wpa:wuwpem:9411001.

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