EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Discussion Papers
from University of Nottingham, Granger Centre for Time Series Econometrics EDIRC .
Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series .
09/04: Testing for nonlinear trends when the order of integration is unknown
David I. Harvey , Stephen J. Leybourne and Lisa Xiao 09/03: The impact of the initial condition on robust tests for a linear trend
David I. Harvey , Stephen J. Leybourne and Robert Taylor 09/02: Co-integration rank tests under conditional heteroskedasticity
Giuseppe Cavaliere , Anders Rahbek and Robert Taylor 09/01: Robust methods for detecting multiple level breaks in autocorrelated time series
David I. Harvey , Stephen J. Leybourne and Robert Taylor 08/05: Mildly explosive autoregression under weak and strong dependence
Tassos Magdalinos 08/04: Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
David I. Harvey , Stephen J. Leybourne and Robert Taylor 08/03: Testing for unit roots in the presence of uncertainty over both the trend and initial condition
David I. Harvey , Stephen J. Leybourne and Robert Taylor 08/02: Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations
David Harris , David I. Harvey , Stephen J. Leybourne and Nikoloas D. Sakkas 07/06: A powerful test for linearity when the order of integration is unknown
David I. Harvey , Stephen J. Leybourne and Bin Xiao 07/05: Regression-based seasonal unit root tests
Richard J. Smith , Robert Taylor and Tomás del Barrio Castro 07/04: Testing for a unit root in the presence of a possible break in trend
David Harris , David I. Harvey , Stephen J. Leybourne and Robert Taylor 07/03: Unit root testing in practice: dealing with uncertainty over the trend and initial condition
David I. Harvey , Stephen J. Leybourne and Robert Taylor 07/02: Testing for co-integration in vector autoregressions with non-stationary volatility
Giuseppe Cavaliere , Anders Rahbek and Robert Taylor 07/01: A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above]
David I. Harvey , Stephen J. Leybourne and Ben Xiao 06/06: Forecasting changes in UK interest rates
Tae-Hwan Kim , Paul Mizen and Alan Thanaset 06/05: On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Tassos Magdalinos 06/04: Testing for a change in persistence in the presence of non-stationary volatility
Giuseppe Cavaliere and Robert Taylor 06/03: Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]
David I. Harvey, , Stephen J. Leybourne, and Robert Taylor 06/02: Panel root tests and the impact of initial observations
David I. Harvey , Stephen J. Leybourne and Nikolaos D. Sakkas 06/01: A simple, robust and powerful test of the trend hypothesis
David I. Harvey, , Stephen J. Leybourne, and Robert Taylor
EconPapers is hosted by the
Swedish Business School at Örebro University.