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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

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

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

Simple, robust and powerful tests of the breaking trend hypothesis

Harvey, David I. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003389563

Simple, robust, and powerful tests of the breaking trend hypothesis

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029

Persistent link: https://www.econbiz.de/10003875923

Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility

Cavaliere, Giuseppe - 2008

In this paper we analyse the impact of non-stationary volatility on the recently developed unit root tests which allow for a possible break in trend occurring at an unknown point in the sample, considered in Harris, Harvey, Leybourne and Taylor (2008) [HHLT]. HHLT's analysis hinges on a new...

Persistent link: https://www.econbiz.de/10012722463

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