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Seasonal unit root tests and the role of initial conditions
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: The econometrics journal 11 (2008) 3, pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
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Analysis of a panel of UK macroeconomics forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 4 (2001) 1, pp. S37-S55
Persistent link: https://www.econbiz.de/10001612271
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On testing for unit roots and the initial observation
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 8 (2005) 1, pp. 97-111
Persistent link: https://www.econbiz.de/10002686878
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 3 (2000) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001532194
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The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis
Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 2 (1999) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10001449265
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - In: The econometrics journal 3 (2000) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
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An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
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Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297
Persistent link: https://www.econbiz.de/10012166629