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Corrigendum to “Modified tests for a change in persistence” [J. Econom. 134 (2006) 441–469]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 168 (2012) 2, pp. 407-408
Persistent link: https://www.econbiz.de/10009969409
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10009987057
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10009825299
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-359
Persistent link: https://www.econbiz.de/10008433397
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A simple, robust and powerful test of the trend hypothesis
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 141 (2007) 2, pp. 1302-1330
Persistent link: https://www.econbiz.de/10007859752
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Erratum to “A simple, robust and powerful test of the trend hypothesis” [Journal of Econometrics 141(2) (2007) 1302–1330]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 143 (2008) 2, pp. 396
Persistent link: https://www.econbiz.de/10007910765
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Modified tests for a change in persistence
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 134 (2006) 2, pp. 441-470
Persistent link: https://www.econbiz.de/10007279806
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 177 (2013) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-195
Persistent link: https://www.econbiz.de/10009671321