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On the structure of moving average processes
Ansley, Craig F.; Spivey, W. Allen; Wrobleski, William J. - In: Journal of econometrics 6 (1977) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10001835249
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen J.; Mills, Terence C.; Newbold, Paul - In: Journal of econometrics 87 (1998) 1, pp. 191
Persistent link: https://www.econbiz.de/10006788224
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The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome; Newbold, Paul - In: Journal of econometrics 98 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James - In: Journal of econometrics 87 (1998) 1, pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
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Unit root tests with a break in innovation variance
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
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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. 365-388
Persistent link: https://www.econbiz.de/10006767453
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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. 1-26
Persistent link: https://www.econbiz.de/10006779222