| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bootstrap Stationarity Test for Predictive Regression Invalidity |
0 |
0 |
0 |
12 |
0 |
1 |
8 |
34 |
| A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS |
0 |
0 |
0 |
51 |
0 |
1 |
5 |
186 |
| A Powerful Test for Linearity When the Order of Integration is Unknown |
2 |
3 |
10 |
209 |
2 |
7 |
34 |
559 |
| A bootstrap test for additive outliers in non-stationary time series |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
59 |
| A simple, robust and powerful test of the trend hypothesis |
0 |
0 |
1 |
88 |
0 |
2 |
17 |
250 |
| An infimum coefficient unit root test allowing for an unknown break in trend |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
36 |
| Analysis of a panel of UK macroeconomic forecasts |
0 |
0 |
0 |
19 |
0 |
3 |
8 |
700 |
| Asymptotic behaviour of tests for a unit root against an explosive alternative |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
44 |
| Break Date Estimation for Models with Deterministic Structural Change |
0 |
0 |
0 |
8 |
0 |
1 |
13 |
52 |
| Combining probability forecasts |
0 |
0 |
0 |
14 |
0 |
2 |
7 |
70 |
| Combining probability forecasts |
0 |
0 |
0 |
70 |
0 |
5 |
19 |
288 |
| Common features in UK sectoral output |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
67 |
| Confidence sets for the date of a break in level and trend when the order of integration is unknown |
0 |
0 |
0 |
6 |
0 |
3 |
10 |
47 |
| Corrigendum to ''Common features in UK sectoral output'': [Economic Modelling 19 (2002) 91-104] |
0 |
0 |
0 |
8 |
0 |
0 |
7 |
47 |
| Date-stamping multiple bubble regimes |
0 |
0 |
0 |
16 |
0 |
3 |
13 |
93 |
| Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] |
0 |
0 |
0 |
16 |
1 |
4 |
12 |
71 |
| Evidence for common features in G7 macroeconomic time series |
0 |
0 |
0 |
33 |
0 |
4 |
7 |
154 |
| Exchange rate regime verification: An alternative method of testing for regime changes |
0 |
0 |
0 |
32 |
0 |
2 |
8 |
106 |
| Forecast Encompassing and Parameter Estimation* |
0 |
0 |
0 |
17 |
0 |
1 |
7 |
96 |
| Forecast encompassing tests and probability forecasts |
0 |
0 |
0 |
71 |
0 |
6 |
19 |
343 |
| Forecast evaluation tests and negative long-run variance estimates in small samples |
0 |
0 |
1 |
10 |
0 |
1 |
19 |
68 |
| How great are the great ratios? |
1 |
1 |
2 |
174 |
1 |
4 |
17 |
533 |
| Improving the accuracy of asset price bubble start and end date estimators |
0 |
0 |
0 |
17 |
0 |
3 |
10 |
79 |
| Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
20 |
| Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level |
0 |
0 |
0 |
3 |
0 |
1 |
7 |
16 |
| LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS |
0 |
0 |
0 |
18 |
0 |
3 |
14 |
105 |
| Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day |
0 |
0 |
0 |
60 |
0 |
3 |
15 |
226 |
| Modelling trends in central England temperatures |
0 |
0 |
0 |
76 |
0 |
2 |
12 |
524 |
| Modified tests for a change in persistence |
0 |
0 |
1 |
96 |
0 |
6 |
21 |
300 |
| On Robust Trend Function Hypothesis Testing |
0 |
0 |
0 |
67 |
0 |
1 |
8 |
207 |
| On infimum Dickey–Fuller unit root tests allowing for a trend break under the null |
0 |
0 |
0 |
4 |
0 |
5 |
11 |
42 |
| On testing for unit roots and the initial observation |
0 |
0 |
0 |
64 |
0 |
4 |
7 |
206 |
| Power of a Unit‐Root Test and the Initial Condition |
0 |
0 |
1 |
20 |
0 |
2 |
7 |
73 |
| REJOINDER |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
51 |
| Real‐Time Monitoring for Explosive Financial Bubbles |
0 |
0 |
3 |
17 |
0 |
3 |
19 |
69 |
| Real‐time detection of regimes of predictability in the US equity premium |
0 |
0 |
0 |
5 |
0 |
1 |
9 |
26 |
| Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble |
0 |
0 |
2 |
22 |
0 |
0 |
11 |
80 |
| Robust and Powerful Tests for Nonlinear Deterministic Components |
0 |
0 |
1 |
8 |
0 |
3 |
12 |
64 |
| Robust methods for detecting multiple level breaks in autocorrelated time series |
1 |
1 |
1 |
23 |
1 |
3 |
17 |
124 |
| Robust tests for a linear trend with an application to equity indices |
0 |
0 |
0 |
16 |
0 |
2 |
14 |
76 |
| SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY |
0 |
0 |
2 |
13 |
0 |
0 |
20 |
59 |
| SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS |
0 |
0 |
0 |
48 |
0 |
1 |
13 |
154 |
| Sample size, lag order and critical values of seasonal unit root tests |
0 |
0 |
0 |
22 |
1 |
1 |
6 |
112 |
| Seasonal unit root tests and the role of initial conditions |
0 |
0 |
0 |
31 |
0 |
0 |
11 |
173 |
| Seasonal unit root tests with seasonal mean shifts |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
56 |
| Simple tests for stock return predictability with good size and power properties |
0 |
0 |
0 |
9 |
0 |
3 |
12 |
36 |
| TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND |
0 |
0 |
0 |
52 |
0 |
1 |
11 |
162 |
| TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY |
0 |
0 |
0 |
43 |
0 |
1 |
10 |
140 |
| Testing explosive bubbles with time-varying volatility |
0 |
0 |
0 |
6 |
2 |
5 |
14 |
34 |
| Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics |
0 |
0 |
0 |
21 |
1 |
2 |
17 |
106 |
| Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices |
0 |
0 |
0 |
24 |
0 |
1 |
9 |
129 |
| Testing for a unit root against ESTAR stationarity |
0 |
0 |
0 |
12 |
0 |
2 |
9 |
77 |
| Testing for nonlinear deterministic components when the order of integration is unknown |
0 |
0 |
1 |
7 |
0 |
3 |
7 |
40 |
| Testing for parameter instability in predictive regression models |
0 |
0 |
0 |
8 |
1 |
4 |
13 |
81 |
| Testing for time series linearity |
0 |
0 |
0 |
173 |
0 |
2 |
11 |
514 |
| Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics |
0 |
1 |
1 |
53 |
1 |
3 |
10 |
217 |
| Testing for unit roots in the presence of uncertainty over both the trend and initial condition |
0 |
0 |
0 |
19 |
0 |
1 |
8 |
75 |
| Testing the equality of prediction mean squared errors |
22 |
53 |
112 |
1,731 |
39 |
117 |
256 |
3,515 |
| Tests for Forecast Encompassing |
0 |
0 |
0 |
0 |
0 |
10 |
31 |
1,200 |
| Tests for Stationarity in Series with Endogenously Determined Structural Change |
1 |
1 |
1 |
36 |
2 |
4 |
14 |
125 |
| Tests for a Break in Level when the Order of Integration is Unknown |
0 |
0 |
0 |
13 |
0 |
3 |
9 |
86 |
| Tests for an end-of-sample bubble in financial time series |
0 |
0 |
1 |
9 |
1 |
5 |
29 |
61 |
| Tests for explosive financial bubbles in the presence of non-stationary volatility |
2 |
2 |
11 |
114 |
4 |
10 |
39 |
253 |
| Tests for multiple forecast encompassing |
1 |
1 |
1 |
214 |
1 |
5 |
14 |
503 |
| The Impact of the Initial Condition on Covariate Augmented Unit Root Tests |
0 |
0 |
0 |
7 |
0 |
4 |
11 |
64 |
| The Prebisch-Singer Hypothesis: Four Centuries of Evidence |
2 |
8 |
15 |
192 |
5 |
23 |
56 |
685 |
| The impact of the initial condition on robust tests for a linear trend |
0 |
0 |
0 |
8 |
0 |
5 |
11 |
45 |
| The non-normality of some macroeconomic forecast errors |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
151 |
| UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION |
0 |
0 |
0 |
89 |
0 |
3 |
39 |
274 |
| Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
43 |
| Unit root testing under a local break in trend |
0 |
0 |
0 |
21 |
0 |
0 |
12 |
114 |
| Unit roots and double smooth transitions |
1 |
1 |
1 |
57 |
2 |
3 |
9 |
198 |
| Total Journal Articles |
33 |
72 |
169 |
4,513 |
66 |
321 |
1,185 |
15,673 |
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