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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
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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
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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