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Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS)
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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
Saved in:
2
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
3
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
4
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David
;
Leybourne, Stephen
;
Robert Taylor, A.M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-548
Persistent link: https://www.econbiz.de/10008993761
Saved in:
5
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices
Harvey, David
;
Leybourne, Stephen
;
Robert Taylor, A.M.
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-548
Persistent link: https://www.econbiz.de/10008994037
Saved in:
6
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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