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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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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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GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
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Unit root tests with wavelets
Fan, Yanqin; Gençay, Ramazan - In: Econometric theory 26 (2010) 5, pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
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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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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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Structural change in AR(1) models
Chong, Terence Tai-Leung - In: Econometric theory 17 (2001) 1, pp. 87-155
Persistent link: https://www.econbiz.de/10001556082
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Robust estimation of structural break points
Fiteni, Immaculada - In: Econometric theory 18 (2002) 2, pp. 349-386
Persistent link: https://www.econbiz.de/10001661299