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Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Oxford bulletin of economics and statistics 63 (2001) 5, pp. 559-576
Persistent link: https://www.econbiz.de/10006444248
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Spurious Rejections by Perron Tests in the Presence of a Break
Kim, Tae-Hwan; Leybourne, Stephen J.; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10006452793
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Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypotheses Reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10006471480
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Tests for a Break in Level when the Order of Integration is Unknown
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 133
Persistent link: https://www.econbiz.de/10006431202
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Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
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Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Cover Image
Innovational outlier unit root tests with an endogenously determined break in level
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 63 (2001) 5, pp. 559-575
Persistent link: https://www.econbiz.de/10001627803
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Forecast encompassing and parameter estimation
Harvey, David I.; Newbold, Paul - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 815-835
Persistent link: https://www.econbiz.de/10003229053
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Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10002069710