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Testing for a unit root against ESTAR stationarity
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
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Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: International journal of forecasting 33 (2017) 4, pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
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Date-stamping multiple bubble regimes
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Journal of empirical finance 58 (2020), pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 482-513
Persistent link: https://www.econbiz.de/10014304411