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Tests for stationarity in series with endogenously determined structural change

Harvey, David I. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656284

Tests for stationarity in series with endogenously determined structural change

Harvey, David I.; Mills, Terence C. - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 863-894

Persistent link: https://www.econbiz.de/10002460761

Tests for Stationarity in Series with Endogenously Determined Structural Change

Harvey, David I.; Mills, Terence C. - 2004

We consider tests of the null hypothesis of stationarity against a unit root alternative, when the series is subject to structural change at an unknown point in time. Three extant tests are reviewed which allow for an endogenously determined instantaneous structural break, and a related fourth...

Persistent link: https://www.econbiz.de/10014068337

Seasonal unit root tests with seasonal mean shifts

Harvey, David I. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603799

Tests for a break in level when the order of integration is unknown

Harvey, David I. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001689528

Seasonal unit root tests with seasonal mean shifts

Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Economics letters 76 (2002) 2, pp. 295-302

Persistent link: https://www.econbiz.de/10001691213

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

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

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

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