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Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 30 (2011) 5, pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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Tests for an end-of-sample bubble in financial time series
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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Testing explosive bubbles with time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
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Improved tests for stock return predictability
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 42 (2023) 9/10, pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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Bootstrap M Unit Root Tests
Cavaliere, Giuseppe; Robert Taylor, A.M. - In: Econometric reviews 28 (2009) 5, pp. 393-421
Persistent link: https://www.econbiz.de/10008212744
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Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David; Leybourne, Stephen; Robert Taylor, A.M. - In: Econometric reviews 30 (2011) 5, pp. 514-548
Persistent link: https://www.econbiz.de/10008993761
Cover Image
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David; Leybourne, Stephen; Robert Taylor, A.M. - In: Econometric reviews 30 (2011) 5, pp. 514-548
Persistent link: https://www.econbiz.de/10008994037