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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
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2
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
Saved in:
3
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
Saved in:
4
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
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5
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
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6
Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
91
(
2006
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
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7
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
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8
Exchange rate regime verification : an alternative method of testing for regime changes
Ahmad, A. H.
;
Harvey, David I.
;
Pentecost, Eric J.
- In:
Economics letters
113
(
2011
)
1
,
pp. 96-98
Persistent link: https://www.econbiz.de/10009303117
Saved in:
9
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.
;
Leybourne, Stephen J.
- In:
Economics letters
117
(
2012
)
1
,
pp. 298-303
Persistent link: https://www.econbiz.de/10010018238
Saved in:
10
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
;
Leybourne, Stephen J.
;
Newbold, Paul
- In:
Economics letters
76
(
2002
)
2
,
pp. 295
Persistent link: https://www.econbiz.de/10006767513
Saved in:
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