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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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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; Mccabe, Brendan - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10006955205
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Testing for long memory
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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Modified KPSS tests for near integration
Harris, David; Leybourne, Stephen James; McCabe, … - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10003429743
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A residual-based test for stochastic cointegration
McCabe, Brendan Peter Martin; Leybourne, Stephen James; … - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10003307479
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Semiparametric independence testing for time series of counts and the role of the support
Harris, David; McCabe, Brendan Peter Martin - In: Econometric theory 35 (2019) 6, pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280