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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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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
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Commentaries on "Unit root testing in practice : dealing with uncertainty over the trend and inital condition," by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 3, pp. 637-657
Persistent link: https://www.econbiz.de/10003864153
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Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
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Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 35 (2019) 6, pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
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Rejoinder
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 658-667
Persistent link: https://www.econbiz.de/10003864156
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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