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Testing regression models for random effects outliers under elliptical symmetry
McCabe, Brendan Peter Martin
- In:
Economics letters
1
(
1987
),
pp. 47-49
Persistent link: https://www.econbiz.de/10001035145
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2
On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin
- In:
Econometric theory
14
(
1998
)
3
,
pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
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3
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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4
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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5
A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James
- In:
Economics letters
38
(
1992
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
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6
Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin
- In:
Journal of the Royal Statistical Society
55
(
1993
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
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7
A sequential approach to testing for structural change in econometric models
Phillips, Garry D. A.
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10001063980
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8
Testing for coefficient constancy in random walk models with particular reference to the initial value problem
Leybourne, Stephen James
- In:
Empirical economics : a journal of the Institute for …
14
(
1989
)
2
,
pp. 105-112
Persistent link: https://www.econbiz.de/10001063992
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9
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
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10
Some limit theory for autocovariances whose order depends on sample size
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
19
(
2003
)
5
,
pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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