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Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 30 (2011) 5, pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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On robust trend function hypothesis testing
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002672015
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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 177 (2013) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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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 James; Taylor, Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
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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
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On robust trend function hypothesis testing
Harvey, David I. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003286543
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Modified tests for a change in persistence
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 134 (2006) 2, pp. 441-469
Persistent link: https://www.econbiz.de/10003374331