Narrow search
Showing 1 - 10 of 19
Cover Image
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Cover Image
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David; Leybourne, Stephen James; McCabe, … - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Cover Image
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Cover Image
Bonferroni type tests for return predictability and the initial condition
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Cover Image
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
Cover Image
Tests for forecast encompassing
Harvey, David I. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Cover Image
Specification of echelon-form VARMA models
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Cover Image
A consistent test for a unit root
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
Cover Image
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
Cover Image
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220