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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
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Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
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Commentaries on "Unit root testing in practice : dealing with uncertainty over the trend and inital condition," by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 3, pp. 637-657
Persistent link: https://www.econbiz.de/10003864153
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Rejoinder
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 658-667
Persistent link: https://www.econbiz.de/10003864156
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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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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
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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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A simple, robust and powerful test of the trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 141 (2007) 2, pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
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Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
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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