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SIMPLE, ROBUST, AND POWERFUL T...
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A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10007859752
Saved in:
2
Erratum to “A simple, robust and powerful test of the trend hypothesis” [Journal of Econometrics 141(2) (2007) 1302–1330]
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 396
Persistent link: https://www.econbiz.de/10007910765
Saved in:
3
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen J.
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10008325217
Saved in:
4
REJOINDER
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Econometric theory
25
(
2009
)
3
,
pp. 658-668
Persistent link: https://www.econbiz.de/10008257718
Saved in:
5
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Econometric theory
25
(
2009
)
3
,
pp. 587-636
Persistent link: https://www.econbiz.de/10008257724
Saved in:
6
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-470
Persistent link: https://www.econbiz.de/10007279806
Saved in:
7
DETECTING SEASONAL UNIT ROOTS: AN APPROACH BASED ON THE SAMPLE AUTOCORRELATION FUNCTION
Taylor, A.M.Robert
;
Leybourne, Stephen J.
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10007819985
Saved in:
8
Regression-based Tests for a Change in Persistence
Leybourne, Stephen J.
;
Kim, Tae-Hwan
;
Taylor, A.M.Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-622
Persistent link: https://www.econbiz.de/10007292986
Saved in:
9
Persistence change tests and shifting stable autoregressions
Leybourne, Stephen J.
;
Taylor, A.M.Robert
- In:
Economics letters
91
(
2006
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10007260376
Saved in:
10
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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