The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

Estimating and Testing Linear Models with Multiple Structural Changes

Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text

Social Sciences, Economics, Change Measurement +13

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 2002 · 5.8K citations

Social Sciences, Economics, Econometrics +16

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

Computing, Economics, Econometrics +15

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perrón · Econometrica · 2001 · 4K citations

Computing, Data Science, A/b Testing +14