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Structural change in regression models
McCabe, Brendan Peter Martin - 1989
Persistent link: https://www.econbiz.de/10000794920
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Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
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A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
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A sequential approach to testing for structural change in econometric models
Phillips, Garry D. A. - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10001063980
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A simple test for cointegration
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin - In: Econometric theory 14 (1998) 3, pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
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A consistent test for a unit root
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
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Semiparametric independence testing for time series of counts and the role of the support
Harris, David; McCabe, Brendan Peter Martin - In: Econometric theory 35 (2019) 6, pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280
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Approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014
Persistent link: https://www.econbiz.de/10011780814