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Regression-based Tests for a Change in Persistence
Leybourne, Stephen J.; Kim, Tae-Hwan; Taylor, A.M.Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-622
Persistent link: https://www.econbiz.de/10007292986
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Modified tests for a change in persistence
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 134 (2006) 2, pp. 441-470
Persistent link: https://www.econbiz.de/10007279806
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REJOINDER
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 3, pp. 658-668
Persistent link: https://www.econbiz.de/10008257718
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UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10008257724
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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10008267028
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TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
Harris, David; Harvey, David I.; Leybourne, Stephen J.; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10008325217
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DETECTING SEASONAL UNIT ROOTS: AN APPROACH BASED ON THE SAMPLE AUTOCORRELATION FUNCTION
Taylor, A.M.Robert; Leybourne, Stephen J. - In: The Manchester School 67 (1999) 3, pp. 261-286
Persistent link: https://www.econbiz.de/10007819985
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Erratum to “A simple, robust and powerful test of the trend hypothesis” [Journal of Econometrics 141(2) (2007) 1302–1330]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 143 (2008) 2, pp. 396
Persistent link: https://www.econbiz.de/10007910765
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A simple, robust and powerful test of the trend hypothesis
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M.Robert - In: Journal of econometrics 141 (2007) 2, pp. 1302-1330
Persistent link: https://www.econbiz.de/10007859752
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Persistence change tests and shifting stable autoregressions
Leybourne, Stephen J.; Taylor, A.M.Robert - In: Economics letters 91 (2006) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10007260376