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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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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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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
Persistent link: https://www.econbiz.de/10010131792
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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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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