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Trends, cycles and structural breaks

Mills, Terence C. - In: Handbook of research methods and applications in …, (pp. 45-60). 2013

Persistent link: https://www.econbiz.de/10010206852

Carmichael's Arctan trend : precursor of smooth transition functions

Mills, Terence C.; Patterson, Kerry D. - In: Journal of the history of economic thought 37 (2015) 4, pp. 537-557

Persistent link: https://www.econbiz.de/10011454395

Modelling the trend : the historical origins of some modern methods and ideas

Mills, Terence C.; Patterson, Kerry D. - In: Journal of economic surveys 29 (2015) 3, pp. 527-548

Persistent link: https://www.econbiz.de/10011382523

Have output growth rates stabilised? : Evidence from the G-7 economies

Mills, Terence C.; Wang, Ping - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 232-246

Persistent link: https://www.econbiz.de/10001777904

Tests for stationarity in series with endogenously determined structural change

Harvey, David I. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656284

Tests for stationarity in series with endogenously determined structural change

Harvey, David I.; Mills, Terence C. - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 863-894

Persistent link: https://www.econbiz.de/10002460761

Carmichael's arctan trend : precursor of smooth transition functions

Mills, Terence C.; Patterson, Kerry D. - 2013

Persistent link: https://www.econbiz.de/10010201211

A note on Busetti-Harvey tests for stationarity in series with structural breaks

Harvey, David I. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001622736

Tests for Stationarity in Series with Endogenously Determined Structural Change

Harvey, David I.; Mills, Terence C. - 2004

We consider tests of the null hypothesis of stationarity against a unit root alternative, when the series is subject to structural change at an unknown point in time. Three extant tests are reviewed which allow for an endogenously determined instantaneous structural break, and a related fourth...

Persistent link: https://www.econbiz.de/10014068337