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Testing for a break in trend when the order of integration is unknown

Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of Econometrics 176 (2013) 1, pp. 30-45

Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J., Taylor, A.M.R. 2009. Simple, robust and powerful tests of the breaking trend hypothesis. Econometric Theory 25, 995–1029] develop a test for the presence of a broken linear trend at an unknown point in the sample whose size is...

Persistent link: https://www.econbiz.de/10011052199

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

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

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

Burridge, Peter; Taylor, A. M. Robert - In: Journal of Econometrics 104 (2001) 1, pp. 91-117

Persistent link: https://www.econbiz.de/10005228544

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

Busetti, Fabio; Taylor, A. M. Robert - In: Journal of Econometrics 117 (2003) 1, pp. 21-53

Persistent link: https://www.econbiz.de/10005228546

Alternative estimators and unit root tests for seasonal autoregressive processes

Rodrigues, Paulo M. M.; Taylor, A. M. Robert - In: Journal of Econometrics 120 (2004) 1, pp. 35-73

Persistent link: https://www.econbiz.de/10005228674

Tests of stationarity against a change in persistence

Busetti, Fabio; Taylor, A. M. Robert - In: Journal of Econometrics 123 (2004) 1, pp. 33-66

Persistent link: https://www.econbiz.de/10005285386

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J.; Taylor, A. M. Robert - In: Journal of Econometrics 85 (1998) 2, pp. 269-288

Persistent link: https://www.econbiz.de/10005192331

Variance ratio tests of the seasonal unit root hypothesis

Taylor, A. M. Robert - In: Journal of Econometrics 124 (2005) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10005192458

Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]

Breitung, Jorg; Taylor, A. M. Robert - In: Journal of Econometrics 117 (2003) 2, pp. 401-404

Persistent link: https://www.econbiz.de/10005192522