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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-359
Persistent link: https://www.econbiz.de/10008433397
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Corrigendum to “Modified tests for a change in persistence” [J. Econom. 134 (2006) 441–469]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 168 (2012) 2, pp. 407-408
Persistent link: https://www.econbiz.de/10009969409
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10009987057
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10009825299
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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J. - In: Econometric theory 27 (2011) 5, pp. 957-992
Persistent link: https://www.econbiz.de/10009287897
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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Analysis of a panel of UK macroeconomic forecasts
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: The econometrics journal 4 (2001) 1, pp. S37
Persistent link: https://www.econbiz.de/10007486738
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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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On testing for unit roots and the initial observation
Harvey, David I.; Leybourne, Stephen J. - In: The econometrics journal 8 (2005) 1, pp. 97-111
Persistent link: https://www.econbiz.de/10007439978
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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