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Corrigendum to “Modified tests for a change in persistence” [J. Econom. 134 (2006) 441–469]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 168 (2012) 2, pp. 407-408
Persistent link: https://www.econbiz.de/10009969409
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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 J.; Taylor, A.M. Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10009987057
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10009825299
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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, Stephen J. - In: Econometric theory 27 (2011) 5, pp. 957-992
Persistent link: https://www.econbiz.de/10009287897
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-359
Persistent link: https://www.econbiz.de/10008433397
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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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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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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Tests for Forecast Encompassing
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254
Persistent link: https://www.econbiz.de/10008219286
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10007658609