| Publication | Date of Publication | Type |
|---|
A Bootstrap Stationarity Test for Predictive Regression Invalidity
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Bonferroni Type Tests for Return Predictability and the Initial Condition
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Improved tests for stock return predictability
Econometric Reviews | 2023-12-07 | Paper |
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments
Journal of Time Series Analysis | 2023-08-24 | Paper |
Testing for a unit root against ESTAR stationarity
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Tests for an end-of-sample bubble in financial time series
Econometric Reviews | 2022-06-08 | Paper |
Testing explosive bubbles with time-varying volatility
Econometric Reviews | 2022-03-04 | Paper |
Simple tests for stock return predictability with good size and power properties
Journal of Econometrics | 2021-07-30 | Paper |
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Econometric Theory | 2020-03-03 | Paper |
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Econometric Theory | 2019-12-11 | Paper |
On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Real-time monitoring for explosive financial bubbles
Journal of Time Series Analysis | 2018-11-16 | Paper |
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Economics Letters | 2018-09-05 | Paper |
Testing for parameter instability in predictive regression models
Journal of Econometrics | 2018-04-18 | Paper |
Testing for a change in mean under fractional integration
Journal of Time Series Econometrics | 2018-02-07 | Paper |
The impact of the initial condition on covariate augmented unit root tests
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Corrigendum to ``Modified tests for a change in persistence
Journal of Econometrics | 2017-05-12 | Paper |
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Journal of Econometrics | 2017-05-12 | Paper |
Unit root testing under a local break in trend
Journal of Econometrics | 2016-08-15 | Paper |
Robust methods for detecting multiple level breaks in autocorrelated time series
Journal of Econometrics | 2016-08-04 | Paper |
Erratum to: ``A simple, robust and powerful test of the trend hypothesis
Journal of Econometrics | 2016-06-06 | Paper |
A simple, robust and powerful test of the trend hypothesis
Journal of Econometrics | 2016-05-27 | Paper |
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Journal of Econometrics | 2016-05-10 | Paper |
Modified tests for a change in persistence
Journal of Econometrics | 2016-05-02 | Paper |
Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
Journal of Time Series Analysis | 2015-10-12 | Paper |
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Journal of Econometrics | 2015-05-06 | Paper |
A fixed-\(b\) test for a break in level at an unknown time under fractional integration
Journal of Time Series Analysis | 2014-12-10 | Paper |
Asymptotic behaviour of tests for a unit root against an explosive alternative
Economics Letters | 2014-06-18 | Paper |
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Journal of Econometrics | 2014-06-06 | Paper |
Testing for a break in trend when the order of integration is unknown
Journal of Econometrics | 2014-04-04 | Paper |
On the behavior of fixed-\(b\) trend break tests under fractional integration
Econometric Theory | 2013-09-11 | Paper |
Persistence change tests and shifting stable autoregressions
Economics Letters | 2013-01-07 | Paper |
On tests for changes in persistence
Economics Letters | 2013-01-01 | Paper |
An infimum coefficient unit root test allowing for an unknown break in trend
Economics Letters | 2012-12-27 | Paper |
Modified KPSS tests for near integration
Econometric Theory | 2012-05-14 | Paper |
The impact of the initial condition on robust tests for a linear trend
Journal of Time Series Analysis | 2011-11-26 | Paper |
Testing for nonlinear deterministic components when the order of integration is unknown
Journal of Time Series Analysis | 2011-11-26 | Paper |
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Econometric Theory | 2011-11-22 | Paper |
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Econometric Reviews | 2011-07-28 | Paper |
A powerful test for linearity when the order of integration is unknown
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
Econometric Theory | 2009-09-30 | Paper |
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
Econometric Theory | 2009-09-30 | Paper |
REJOINDER
Econometric Theory | 2009-09-30 | Paper |
Seasonal unit root tests and the role of initial conditions
Econometrics Journal | 2008-12-15 | Paper |
On Robust Trend Function Hypothesis Testing
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
Detecting Multiple Changes in Persistence
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
CUSUM of Squares‐Based Tests for a Change in Persistence
Journal of Time Series Analysis | 2007-12-16 | Paper |
Testing for time series linearity
Econometrics Journal | 2007-08-09 | Paper |
Power of a Unit-Root Test and the Initial Condition
Journal of Time Series Analysis | 2007-05-29 | Paper |
Modified tests for a change in persistence
Journal of Econometrics | 2006-10-01 | Paper |
Examination of Some More Powerful Modifications of the Dickey–Fuller Test
Journal of Time Series Analysis | 2006-05-24 | Paper |
More powerful modifications of unit root tests allowing structural change
Journal of Statistical Computation and Simulation | 2006-01-10 | Paper |
On testing for unit roots and the initial observation
Econometrics Journal | 2005-11-21 | Paper |
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification
Journal of Time Series Analysis | 2005-05-20 | Paper |
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
Journal of Time Series Analysis | 2005-05-20 | Paper |
A Direct Test for Cointegration Between a Pair of Time Series
Journal of Time Series Analysis | 2005-05-20 | Paper |
On tests for changes in persistence
Economics Letters | 2004-07-01 | Paper |
Tests for a change in persistence against the null of difference‐stationarity
Econometrics Journal | 2004-03-17 | Paper |
Seasonal Unit Root Tests Based on Forward and Reverse Estimation
Journal of Time Series Analysis | 2004-03-16 | Paper |
Unit root tests with a break in innovation variance.
Journal of Econometrics | 2003-02-17 | Paper |
Analysis of a panel of UK macroeconomic forecasts
The Econometrics Journal | 2002-08-07 | Paper |
Seasonal unit root tests with seasonal mean shifts
Economics Letters | 2002-07-31 | Paper |
Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis
Econometric Theory | 2001-09-02 | Paper |
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Econometrics Journal | 2001-07-31 | Paper |
Unit Roots and Asymmetric Smooth Transitions
Journal of Time Series Analysis | 2000-05-24 | Paper |
The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis
Econometrics Journal | 1999-11-25 | Paper |
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Journal of Econometrics | 1999-09-22 | Paper |
On the Size Properties of Phillips-Perron Tests
Journal of Time Series Analysis | 1999-09-14 | Paper |
Unit roots and smooth transitions
Journal of Time Series Analysis | 1998-12-14 | Paper |
scientific article; zbMATH DE number 815750 (Why is no real title available?)
| 1996-02-04 | Paper |
scientific article; zbMATH DE number 472927 (Why is no real title available?)
| 1994-01-19 | Paper |
A simple test for parameter constancy in a nonlinear time series regression model
Economics Letters | 1993-04-01 | Paper |
On the distribution of some test statistics for coefficient constancy
Biometrika | 1989-01-01 | Paper |
