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Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 6, pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James; Newbold, Paul - In: Econometric theory 16 (2000) 5, pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
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Spurious break
Nunes, Luis C. - In: Econometric theory 11 (1995) 4, pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
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Spurious Break
Nunes, Luis C.; Kuan, Chung-Ming; Newbold, Paul - In: Econometric theory 11 (1995) 4, pp. 736-749
Persistent link: https://www.econbiz.de/10007005284
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Behavior of Dickey-Fuller t-Tests When There Is a Break under the Alternative Hypothesis
Leybourne, Stephen J.; Newbold, Paul - In: Econometric theory 16 (2000) 5, pp. 779-790
Persistent link: https://www.econbiz.de/10006981611
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The research interests of Paul Newbold
Granger, C. W. J.; Leybourne, Stephen James - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380