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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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On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin - In: Econometric theory 14 (1998) 3, pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
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Some limit theory for autocovariances whose order depends on sample size
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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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 J.; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10008325217
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THE RESEARCH INTERESTS OF PAUL NEWBOLD
Granger, Clive W.J.; Leybourne, Stephen J. - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10008325221
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REJOINDER
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 3, pp. 658-668
Persistent link: https://www.econbiz.de/10008257718
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UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10008257724
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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10008267028
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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