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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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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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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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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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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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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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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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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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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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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