Items where Author is "Harvey, DI"

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Journal of Business and Economic Statistics, 37 (3). pp. 528-541. DOI https://doi.org/10.1080/07350015.2017.1385467

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 (Unpublished)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 (Unpublished)

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). pp. 780-799. DOI https://doi.org/10.1111/obes.12079

Astill, S and Harvey, DI and Taylor, AMR (2013) A bootstrap test for additive outliers in non-stationary time series. Journal of Time Series Analysis, 34 (4). pp. 454-465. DOI https://doi.org/10.1111/jtsa.12033