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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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Analysis of a panel of UK macroeconomics forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 4 (2001) 1, pp. S37-S55
Persistent link: https://www.econbiz.de/10001612271
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The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis
Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 2 (1999) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10001449265
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Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 3 (2000) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001532194
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10007458522
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
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On testing for unit roots and the initial observation
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 8 (2005) 1, pp. 97-111
Persistent link: https://www.econbiz.de/10002686878
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Seasonal unit root tests and the role of initial conditions
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: The econometrics journal 11 (2008) 3, pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-Hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10007449956