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Items where Author is "Harvey, DI"

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Number of items: 13.

Article

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) 'Testing for parameter instability in predictive regression models.' Journal of Econometrics. ISSN 0304-4076

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2017) 'A Bootstrap Stationarity Test for Predictive Regression Invalidity.' Journal of Business and Economic Statistics. ISSN 0735-0015

Astill, S and Harvey, DI and Leybourne, SJ and Taylor, AMR (2015) 'Robust and Powerful Tests for Nonlinear Deterministic Components.' Oxford Bulletin of Economics and Statistics, 77 (6). 780 - 799. ISSN 0305-9049

Cavaliere, G and Harvey, DI and Leybourne, SJ and Robert Taylor, AM (2015) 'Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics.' Journal of Time Series Analysis, 36 (5). 603 - 629. ISSN 0143-9782

Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'Unit root testing under a local break in trend using partial information on the break date.' Oxford Bulletin of Economics and Statistics, 76 (1). 93 - 111. ISSN 0305-9049

Harvey, DI and Leybourne, SJ and Taylor, AMR (2014) 'On infimum Dickey-Fuller unit root tests allowing for a trend break under the null.' Computational Statistics and Data Analysis, 78. 235 - 242. ISSN 0167-9473

Astill, S and Harvey, DI and Robert Taylor, AM (2013) 'A bootstrap test for additive outliers in non-stationary time series.' Journal of Time Series Analysis, 34 (4). 454 - 465. ISSN 0143-9782

Harvey, DI and Leybourne, SJ and Taylor, AMR (2013) 'Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics.' Journal of Econometrics, 177 (2). 265 - 284. ISSN 0304-4076

Harvey, DI and Leybourne, SJ and Taylor, AMR (2012) 'Unit root testing under a local break in trend.' Journal of Econometrics, 167 (1). 140 - 167. ISSN 0304-4076

Harvey, DI and Leybourne, SJ and Taylor, AMR (2010) 'Robust methods for detecting multiple level breaks in autocorrelated time series.' Journal of Econometrics, 157 (2). 342 - 358. ISSN 0304-4076

Harvey, DI and Kellard, NM and Madsen, JB and Wohar, ME (2010) 'The prebisch-singer hypothesis: Four centuries of evidence.' Review of Economics and Statistics, 92 (2). 367 - 377. ISSN 0034-6535

Monograph

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

This list was generated on Wed Oct 28 02:50:42 2020 GMT.