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~isPartOf:"Economics letters"
~person:"Amsler, Christine Elaine"
~person:"Leybourne, Stephen James"
~person:"Yang, Minxian"
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Amsler, Christine Elaine
Leybourne, Stephen James
Yang, Minxian
Franses, Philip Hans
9
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8
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1
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
2
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
3
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
117
(
2012
)
1
,
pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
Saved in:
4
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
5
On tests for changes in persistence
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
84
(
2004
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10002095878
Saved in:
6
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
- In:
Economics letters
58
(
1998
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
Saved in:
7
Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S.
- In:
Economics letters
55
(
1997
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
Saved in:
8
On cointegration tests for VAR models with drift
Yang, Minxian
- In:
Economics letters
51
(
1996
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
Saved in:
9
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
Saved in:
10
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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