Publication Information

{'id': 'https://openalex.org/W2009064825', 'doi': 'https://doi.org/10.1080/1350485032000165449', 'title': 'Behaviour of cointegration tests in the presence of structural breaks in variance', 'display_name': 'Behaviour of cointegration tests in the presence of structural breaks in variance', 'publication_year': 2003, 'publication_date': '2003-12-15', 'ids': {'openalex': 'https://openalex.org/W2009064825', 'doi': 'https://doi.org/10.1080/1350485032000165449', 'mag': '2009064825'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/1350485032000165449', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S96544531', 'display_name': 'Applied Economics Letters', 'issn_l': '1350-4851', 'issn': ['1350-4851', '1466-4291'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5031689819', 'display_name': 'Jaesun Noh', 'orcid': None}, 'institutions': [{'id': 'https://openalex.org/I1282502352', 'display_name': 'Treasury', 'ror': 'https://ror.org/02c8msm58', 'country_code': 'NZ', 'type': 'government', 'lineage': ['https://openalex.org/I1282502352']}], 'countries': ['NZ'], 'is_corresponding': False, 'raw_author_name': 'Jaesun Noh', 'raw_affiliation_strings': ['Treasury, Balance Sheet and Risk Management, CIBC'], 'affiliations': [{'raw_affiliation_string': 'Treasury, Balance Sheet and Risk Management, CIBC', 'institution_ids': ['https://openalex.org/I1282502352']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5100434378', 'display_name': 'Tae‐Hwan Kim', 'orcid': 'https://orcid.org/0000-0003-2641-911X'}, 'institutions': [{'id': 'https://openalex.org/I142263535', 'display_name': 'University of Nottingham', 'ror': 'https://ror.org/01ee9ar58', 'country_code': 'GB', 'type': 'education', 'lineage': ['https://openalex.org/I142263535']}], 'countries': ['GB'], 'is_corresponding': False, 'raw_author_name': 'Tae-Hwan Kim', 'raw_affiliation_strings': ['School of Economics, University of Nottingham'], 'affiliations': [{'raw_affiliation_string': 'School of Economics, University of Nottingham', 'institution_ids': ['https://openalex.org/I142263535']}]}], 'institution_assertions': [], 'countries_distinct_count': 2, 'institutions_distinct_count': 2, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': None, 'apc_paid': None, 'fwci': 0.307, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 16, 'citation_normalized_percentile': {'value': 0.843883, 'is_in_top_1_percent': False, 'is_in_top_10_percent': False}, 'cited_by_percentile_year': {'min': 83, 'max': 84}, 'biblio': {'volume': '10', 'issue': '15', 'first_page': '999', 'last_page': '1002'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10007', 'display_name': 'Monetary Policy and Economic Impact', 'score': 0.9964, 'subfield': {'id': 'https://openalex.org/subfields/2000', 'display_name': 'General Economics, Econometrics and Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, 'topics': [{'id': 'https://openalex.org/T10007', 'display_name': 'Monetary Policy and Economic Impact', 'score': 0.9964, 'subfield': {'id': 'https://openalex.org/subfields/2000', 'display_name': 'General Economics, Econometrics and Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T11059', 'display_name': 'Market Dynamics and Volatility', 'score': 0.9826, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T14094', 'display_name': 'Italy: Economic History and Contemporary Issues', 'score': 0.9706, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}], 'keywords': [{'id': 'https://openalex.org/keywords/spurious-relationship', 'display_name': 'Spurious relationship', 'score': 0.93589664}, {'id': 'https://openalex.org/keywords/structural-break', 'display_name': 'Structural break', 'score': 0.6275483}, {'id': 'https://openalex.org/keywords/sample', 'display_name': 'Sample (material)', 'score': 0.59674025}], 'concepts': [{'id': 'https://openalex.org/C145162277', 'wikidata': 'https://www.wikidata.org/wiki/Q1751675', 'display_name': 'Cointegration', 'level': 2, 'score': 0.96413493}, {'id': 'https://openalex.org/C97256817', 'wikidata': 'https://www.wikidata.org/wiki/Q1462316', 'display_name': 'Spurious relationship', 'level': 2, 'score': 0.93589664}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.80493426}, {'id': 'https://openalex.org/C196083921', 'wikidata': 'https://www.wikidata.org/wiki/Q7915758', 'display_name': 'Variance (accounting)', 'level': 2, 'score': 0.71613896}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.6722884}, {'id': 'https://openalex.org/C186008389', 'wikidata': 'https://www.wikidata.org/wiki/Q7625010', 'display_name': 'Structural break', 'level': 2, 'score': 0.6275483}, {'id': 'https://openalex.org/C198531522', 'wikidata': 'https://www.wikidata.org/wiki/Q485146', 'display_name': 'Sample (material)', 'level': 2, 'score': 0.59674025}, {'id': 'https://openalex.org/C143724316', 'wikidata': 'https://www.wikidata.org/wiki/Q312468', 'display_name': 'Series (stratigraphy)', 'level': 2, 'score': 0.5955369}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.40668708}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.2818023}, {'id': 'https://openalex.org/C121332964', 'wikidata': 'https://www.wikidata.org/wiki/Q413', 'display_name': 'Physics', 'level': 0, 'score': 0.07908964}, {'id': 'https://openalex.org/C121955636', 'wikidata': 'https://www.wikidata.org/wiki/Q4116214', 'display_name': 'Accounting', 'level': 1, 'score': 0.058973253}, {'id': 'https://openalex.org/C97355855', 'wikidata': 'https://www.wikidata.org/wiki/Q11473', 'display_name': 'Thermodynamics', 'level': 1, 'score': 0.05467722}, {'id': 'https://openalex.org/C151730666', 'wikidata': 'https://www.wikidata.org/wiki/Q7205', 'display_name': 'Paleontology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C86803240', 'wikidata': 'https://www.wikidata.org/wiki/Q420', 'display_name': 'Biology', 'level': 0, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1080/1350485032000165449', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S96544531', 'display_name': 'Applied Economics Letters', 'issn_l': '1350-4851', 'issn': ['1350-4851', '1466-4291'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320547', 'host_organization_name': 'Taylor & Francis', 'host_organization_lineage': ['https://openalex.org/P4310320547'], 'host_organization_lineage_names': ['Taylor & Francis'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'id': 'https://metadata.un.org/sdg/9', 'display_name': 'Industry, innovation and infrastructure', 'score': 0.66}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 6, 'referenced_works': ['https://openalex.org/W2022540296', 'https://openalex.org/W2034287017', 'https://openalex.org/W2075304461', 'https://openalex.org/W2110603299', 'https://openalex.org/W2126322608', 'https://openalex.org/W3124454571'], 'related_works': ['https://openalex.org/W4376863141', 'https://openalex.org/W3147701328', 'https://openalex.org/W3123378089', 'https://openalex.org/W2510443216', 'https://openalex.org/W2143299334', 'https://openalex.org/W2036339959', 'https://openalex.org/W2019063961', 'https://openalex.org/W2009064825', 'https://openalex.org/W1984909469', 'https://openalex.org/W1510989343'], 'abstract_inverted_index': {'In': [0], 'this': [1], 'paper,': [2], 'we': [3], 'show': [4], 'that': [5], 'spurious': [6], 'cointegration': [7], 'can': [8], 'occur': [9, 28], 'when': [10, 25], 'there': [11], 'are': [12], 'breaks': [13, 27], 'in': [14, 30], 'the': [15, 18, 26, 31, 41], 'variances': [16], 'of': [17, 21], 'innovation': [19], 'errors': [20], 'time': [22], 'series,': [23], 'especially': [24], 'early': [29], 'sample': [32], 'period.': [33], 'An': [34], 'empirical': [35], 'example': [36], 'is': [37], 'provided': [38], 'to': [39], 'demonstrate': [40], 'case.': [42]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2009064825', 'counts_by_year': [{'year': 2023, 'cited_by_count': 1}, {'year': 2021, 'cited_by_count': 1}, {'year': 2019, 'cited_by_count': 2}, {'year': 2017, 'cited_by_count': 1}, {'year': 2015, 'cited_by_count': 1}, {'year': 2013, 'cited_by_count': 2}], 'updated_date': '2024-12-11T07:36:44.569914', 'created_date': '2016-06-24'}