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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 James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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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, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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Robust tests for a linear trend with an application to equity indices
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
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Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 184 (2015) 2, pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 177 (2013) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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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 James; Taylor, Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
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A powerful test for linearity when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James; Xiao, Bin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
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Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 122 (2014) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
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Forecast encompassing and parameter estimation
Harvey, David I.; Newbold, Paul - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 815-835
Persistent link: https://www.econbiz.de/10003229053