Narrow search
Showing 1 - 10 of 21
Cover Image
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Economics letters 76 (2002) 2, pp. 295-302
Persistent link: https://www.econbiz.de/10001691213
Cover Image
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
Cover Image
Spurious regression : a higher-order problem
Sollis, Robert - In: Economics letters 111 (2011) 2, pp. 141-143
Persistent link: https://www.econbiz.de/10009242392
Cover Image
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-23
Persistent link: https://www.econbiz.de/10009133545
Cover Image
Spurious regression: A higher-order problem
Sollis, Robert - In: Economics letters 111 (2011) 2, pp. 141-144
Persistent link: https://www.econbiz.de/10008931508
Cover Image
On tests for changes in persistence
Leybourne, Stephen; Taylor, A.M.Robert - In: Economics letters 84 (2004) 1, pp. 107-116
Persistent link: https://www.econbiz.de/10006756737
Cover Image
A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
Cover Image
On tests for changes in persistence
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 84 (2004) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10002095878
Cover Image
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 117 (2012) 1, pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
Cover Image
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 122 (2014) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10010393959