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Unit root tests with a break in innovation variance
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul - In: Journal of Econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10005228670
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Stochastic cointegration: estimation and inference
Harris, David; McCabe, Brendan; Leybourne, Stephen - In: Journal of Econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10005192818
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Finite sample properties of estimators for autoregressive moving average models
Ansley, Craig F.; Newbold, Paul - In: Journal of Econometrics 13 (1980) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10005285410
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen J.; C. Mills, Terence; Newbold, Paul - In: Journal of Econometrics 87 (1998) 1, pp. 191-203
Persistent link: https://www.econbiz.de/10005285623
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The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective
Marriott, John; Newbold, Paul - In: Journal of Econometrics 98 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10005286052