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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
Bu, Ruijun; Mccabe, Brendan - In: International journal of forecasting 24 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10007911035
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; Mccabe, Brendan - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
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Stochastic cointegration: estimation and inference
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Journal of econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10006766555
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10006955205