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A more powerful modification of Johansen's cointegration tests

Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729

Persistent link: https://www.econbiz.de/10003722969

An unbiased test for a change in persistence

Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004

Persistent link: https://www.econbiz.de/10002379251

Tests for forecast encompassing

Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997

Persistent link: https://www.econbiz.de/10000974765

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; … - 2003

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices

Persistent link: https://www.econbiz.de/10014075120

Testing for structural breaks in return-based style regression models

Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012495896

On robust trend function hypothesis testing

Harvey, David I. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10003286543

Testing for long memory

Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 24 (2008) 1, pp. 143-175

Persistent link: https://www.econbiz.de/10003894122

Testing for time series linearity

Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10003451752

Modified tests for a change in persistence

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 134 (2006) 2, pp. 441-469

Persistent link: https://www.econbiz.de/10003374331

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