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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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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 using forward and reverse Dickey-Fuller regressions
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 57 (1995) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10001190712
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A simple test for cointegration
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
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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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Regression-based Tests for a Change in Persistence
Leybourne, Stephen J.; Kim, Tae-Hwan; Taylor, A.M.Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-622
Persistent link: https://www.econbiz.de/10007292986
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Break date estimation for models with deterministic structural change
Harvey, David I.; Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 76 (2014) 5, pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
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Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10010439613