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Testing for a break in trend when the order of integration is unknown

Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of econometrics 176 (2013) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10010131792

Testing for a break in trend when the order of integration is unknown

Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of Econometrics 176 (2013) 1, pp. 30-45

Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J., Taylor, A.M.R. 2009. Simple, robust and powerful tests of the breaking trend hypothesis. Econometric Theory 25, 995–1029] develop a test for the presence of a broken linear trend at an unknown point in the sample whose size is...

Persistent link: https://www.econbiz.de/10011052199

Bootstrapping the HEGY seasonal unit root tests

Burridge, Peter; Robert Taylor, A.M. - In: Journal of econometrics 123 (2004) 1, pp. 67-88

Persistent link: https://www.econbiz.de/10006755281

Bootstrap M Unit Root Tests

Cavaliere, Giuseppe; Robert Taylor, A.M. - In: Econometric reviews 28 (2009) 5, pp. 393-421

Persistent link: https://www.econbiz.de/10008212744

Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series

Robert Taylor, A.M. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 269-281

Persistent link: https://www.econbiz.de/10008216403

Recursive and rolling regression-based tests of the seasonal unit root hypothesis

Smith, Richard J.; Robert Taylor, A.M. - In: Journal of econometrics 105 (2001) 2, pp. 309-336

Persistent link: https://www.econbiz.de/10006772245

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

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