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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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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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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J. - In: Econometric theory 27 (2011) 5, pp. 957-992
Persistent link: https://www.econbiz.de/10009287897
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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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Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 26 (2010) 1, pp. 311-324
Persistent link: https://www.econbiz.de/10003968586
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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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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