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Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002117501
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An unbiased test for a change in persistence
Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004
Persistent link: https://www.econbiz.de/10002379251
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Revisiting the martingale hypothesis for exchange rates
Lee, Young-Sook (contributor); Kim, Tae-hwan (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435695
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The Hodrick-Prescott filter at time series endpoints
Mise, Emi (contributor); Kim, Tae-hwan (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766035
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Analysis of a panel of UK macroeconomic forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1999
Persistent link: https://www.econbiz.de/10001428308
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Tests for a break in level when the order of integration is unknown
Harvey, David I. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
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Seasonal unit root tests with seasonal mean shifts
Harvey, David I. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
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US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001
Persistent link: https://www.econbiz.de/10001536960
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James; Mills, Terence C.; Newbold, Paul - 1996
Persistent link: https://www.econbiz.de/10000949555