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TESTING FOR LONG MEMORY
Harris, David; McCabe, Brendan; Leybourne, Stephen - In: Econometric Theory 24 (2008) 01, pp. 143-175
Persistent link: https://www.econbiz.de/10005411633
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
McCabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric Theory 22 (2006) 03, pp. 429-456
Persistent link: https://www.econbiz.de/10005411850
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; McCabe, Brendan - In: Econometric Theory 23 (2007) 02, pp. 355-363
Persistent link: https://www.econbiz.de/10005104600
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; McCabe, Brendan; Leybourne, Stephen - In: Econometric Theory 19 (2003) 05, pp. 829-864
Persistent link: https://www.econbiz.de/10005250078