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Tests Of Unit Roots And Cointegration Hypotheses In Econometric Models

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  • NAOTO KUNITOMO

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  • Naoto Kunitomo, 1996. "Tests Of Unit Roots And Cointegration Hypotheses In Econometric Models," The Japanese Economic Review, Japanese Economic Association, vol. 47(1), pages 79-109, March.
    • Handle: RePEc:bla:jecrev:v:47:y:1996:i:1:p:79-109
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    File URL: http://hdl.handle.net/10.1111/j.1468-5876.1996.tb00036.x
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    Cited by:

    1. Saba Charles Shaaba, 2022. "Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 28(1), pages 51-100, February.
    2. Pahlavani, M., 2005. "Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(4).
    3. Masnun Mahi & Seuk Wai Phoong & Izlin Ismail & Che Ruhana Isa, 2019. "Energy–Finance–Growth Nexus in ASEAN-5 Countries: An ARDL Bounds Test Approach," Sustainability, MDPI, vol. 12(1), pages 1-16, December.
    4. Salah Eddine Sari Hassoun & Khayereddine Salim Adda & Asma Hadjira Sebbane, 2021. "Examining the connection among national tourism expenditure and economic growth in Algeria," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
    5. Nithin K, 2015. "The Case of Revenue versus Expenditure Optimization in India," Working Papers 1528, Indian Institute of Foreign Trade.
    6. Harvie, Charles & Pahlavani, Mosayeb, 2006. "Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005," Economics Working Papers wp06-17, School of Economics, University of Wollongong, NSW, Australia.
    7. Jayanthakumaran, Kankesu & Verma, Reetu & Liu, Ying, 2012. "CO2 emissions, energy consumption, trade and income: A comparative analysis of China and India," Energy Policy, Elsevier, vol. 42(C), pages 450-460.
    8. repec:bla:opecrv:v:33:y:2009:i:3-4:p:170-183 is not listed on IDEAS
    9. Waheed A. Banafea, 2014. "Structural Breaks and Causality Relationship between Economic Growth and Energy Consumption in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 726-734.
    10. Hicham AYAD, 2019. "Co-integration with regime shift between government expenditure and poverty reduction in Algeria," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(619), S), pages 205-216, Summer.
    11. Chakraborty, Debashis & Mukherjee, Jaydeep & Sinha, Tanaya, 2010. "The Structural Relationship between Current and Capital Account Balance in India: A Time Series Analysis," MPRA Paper 22806, University Library of Munich, Germany.
    12. Hayashi, Naotsugu, 2005. "Structural changes and unit roots in Japan's macroeconomic time series: is real business cycle theory supported?," Japan and the World Economy, Elsevier, vol. 17(2), pages 239-259, April.
    13. Nag, Biswajit & Mukherjee, Jaydeep, 2012. "The sustainability of trade deficits in the presence of endogenous structural breaks: Evidence from the Indian economy," Journal of Asian Economics, Elsevier, vol. 23(5), pages 519-526.
    14. Debashis Chakraborty & Jaydeep Mukherjee, 2012. "Is There Any Relationship Between Foreign Direct Investment, Domestic Investment and Economic Growth in India? A Time Series Analysis," Review of Market Integration, India Development Foundation, vol. 4(3), pages 309-337, December.
    15. Pahlavani, Mosayeb, 2005. "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers wp05-28, School of Economics, University of Wollongong, NSW, Australia.
    16. PERERA, Nelson & VARMA, Reetu, 2008. "An Empirical Analysis Of Sustainability Of Trade Deficit: Evidence From Sri Lanka," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 5(1), pages 79-92.
    17. Reetu Verma & Ali Salman Saleh, 2011. "Saving and investment in Saudi Arabia: an empirical analysis," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(2), pages 136-148, June.
    18. Mohsen Mehrara & Abbas Ali Rezaei, 2014. "The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 288-301, May.
    19. Nicholas Apergis & Sofia Eleftheriou & Dimitrios Voliotis, 2017. "Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 7(1), pages 166-177.
    20. Kenechukwu J. Nwisienyi & Onyeka A. Obi, 2020. "Stock Market and Exchange Rate Interactions in Nigeria: A Cointegration with Structural Break Analysis," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 4(10), pages 289-295, October.
    21. Ayad Hicham & Belmokaddem Mostefa & Sari Hassoun Salah Eddin, 2019. "Frequency Domain Causality Relationship Analysis Between Poverty, Economic Growth And Financial Development In Algeria," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 24, pages 93-111, December.

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