| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Rockin' All Over The World": organisational improvisation lessons from the music-based practitioner |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
| A Consistent Test for a Unit Root |
0 |
0 |
0 |
0 |
3 |
4 |
16 |
600 |
| A Direct Test for Cointegration Between a Pair of Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
| A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
39 |
| A Parametric approach to testing the null of cointegration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| A Powerful Test for Linearity When the Order of Integration is Unknown |
1 |
9 |
25 |
135 |
2 |
22 |
74 |
343 |
| A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION |
0 |
0 |
0 |
25 |
0 |
2 |
3 |
85 |
| A Simple Test for Cointegration |
0 |
0 |
0 |
4 |
3 |
3 |
11 |
1,710 |
| A more powerful modification of Johansen's cointegration tests |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
132 |
| A simple test for parameter constancy in a nonlinear time series regression model |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
53 |
| A simple, robust and powerful test of the trend hypothesis |
0 |
0 |
1 |
79 |
0 |
0 |
2 |
209 |
| An infimum coefficient unit root test allowing for an unknown break in trend |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
28 |
| Analysis of a panel of UK macroeconomic forecasts |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
675 |
| Asymptotic behaviour of tests for a unit root against an explosive alternative |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
29 |
| Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
247 |
| BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
23 |
| Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification |
0 |
0 |
0 |
39 |
0 |
2 |
8 |
200 |
| Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
412 |
| Break Date Estimation for Models with Deterministic Structural Change |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
27 |
| CUSUM of Squares‐Based Tests for a Change in Persistence |
0 |
0 |
0 |
82 |
2 |
2 |
4 |
168 |
| Can Economic Time Series Be Differenced to Stationarity? |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
362 |
| Confidence sets for the date of a break in level and trend when the order of integration is unknown |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
34 |
| Detecting Multiple Changes in Persistence |
0 |
0 |
6 |
179 |
1 |
2 |
13 |
370 |
| Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
59 |
| Examination of Some More Powerful Modifications of the Dickey–Fuller Test |
0 |
0 |
1 |
58 |
2 |
2 |
8 |
209 |
| Forecast evaluation tests and negative long-run variance estimates in small samples |
1 |
1 |
2 |
5 |
1 |
4 |
6 |
30 |
| How great are the great ratios? |
0 |
0 |
0 |
169 |
0 |
0 |
6 |
496 |
| Improving the accuracy of asset price bubble start and end date estimators |
1 |
1 |
1 |
11 |
1 |
2 |
3 |
50 |
| 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 |
0 |
1 |
10 |
| LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS |
0 |
0 |
0 |
15 |
2 |
3 |
7 |
77 |
| MODIFIED KPSS TESTS FOR NEAR INTEGRATION |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
72 |
| Mean Reversion of Real Exchange Rates in High-Inflation Countries |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
93 |
| Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates |
1 |
1 |
1 |
26 |
1 |
1 |
3 |
125 |
| Modeling Growth (and Liberalization) Using Smooth Transitions Analysis |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
205 |
| Modified Stationarity Tests with Data-Dependent Model-Selection Rules |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
238 |
| Modified tests for a change in persistence |
0 |
0 |
0 |
89 |
1 |
1 |
2 |
265 |
| More powerful panel data unit root tests with an application to mean reversion in real exchange rates |
1 |
2 |
4 |
368 |
3 |
8 |
29 |
874 |
| ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
45 |
| On Robust Trend Function Hypothesis Testing |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
189 |
| On infimum Dickey–Fuller unit root tests allowing for a trend break under the null |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
22 |
| On testing for unit roots and the initial observation |
0 |
0 |
0 |
64 |
1 |
1 |
5 |
196 |
| On tests for changes in persistence |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
104 |
| On the Size Properties of Phillips–Perron Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence |
0 |
0 |
1 |
37 |
0 |
2 |
6 |
118 |
| Persistence change tests and shifting stable autoregressions |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
72 |
| Power of a Unit‐Root Test and the Initial Condition |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
61 |
| Preliminary design of the OWEL wave energy converter pre-commercial demonstrator |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
19 |
| REJOINDER |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
42 |
| Real Exchange Rate Dynamics Under The Current Float: A Re–Examination |
0 |
0 |
0 |
37 |
0 |
1 |
5 |
143 |
| Real‐Time Monitoring for Explosive Financial Bubbles |
0 |
0 |
4 |
8 |
0 |
0 |
8 |
23 |
| Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble |
0 |
1 |
2 |
16 |
0 |
2 |
8 |
57 |
| Regression‐based Tests for a Change in Persistence* |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
111 |
| Robust and Powerful Tests for Nonlinear Deterministic Components |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
42 |
| Robust methods for detecting multiple level breaks in autocorrelated time series |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
97 |
| Robust tests for a linear trend with an application to equity indices |
0 |
1 |
1 |
15 |
0 |
2 |
4 |
55 |
| SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS |
0 |
0 |
1 |
47 |
0 |
2 |
11 |
135 |
| SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
65 |
| SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
74 |
| Seasonal Unit Root Tests Based on Forward and Reverse Estimation |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
152 |
| Seasonal unit root tests and the role of initial conditions |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
154 |
| Seasonal unit root tests with seasonal mean shifts |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
47 |
| Some New Tests for a Change in Persistence |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
39 |
| Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
23 |
| Spurious rejections by Dickey-Fuller tests in the presence of a break under the null |
0 |
5 |
7 |
109 |
1 |
9 |
20 |
265 |
| Spurious rejections by cointegration tests induced by structural breaks |
0 |
0 |
3 |
154 |
2 |
2 |
10 |
334 |
| Stochastic cointegration: estimation and inference |
0 |
1 |
1 |
160 |
0 |
1 |
3 |
348 |
| Stochastic unit roots modelling of stock price indices |
0 |
0 |
2 |
78 |
1 |
1 |
4 |
191 |
| TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
144 |
| TESTING FOR LONG MEMORY |
1 |
1 |
1 |
24 |
1 |
3 |
3 |
58 |
| TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY |
0 |
0 |
0 |
39 |
0 |
1 |
5 |
121 |
| TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
| THE RESEARCH INTERESTS OF PAUL NEWBOLD |
0 |
0 |
1 |
35 |
0 |
2 |
5 |
134 |
| Testing explosive bubbles with time-varying volatility |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
4 |
| Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
209 |
| Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics |
0 |
0 |
0 |
14 |
1 |
2 |
8 |
64 |
| Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions |
0 |
0 |
0 |
0 |
18 |
49 |
76 |
957 |
| Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
112 |
| Testing for a Change in Mean under Fractional Integration |
0 |
0 |
1 |
12 |
0 |
0 |
8 |
37 |
| Testing for a break in trend when the order of integration is unknown |
0 |
0 |
2 |
37 |
0 |
0 |
4 |
131 |
| Testing for a unit root against ESTAR stationarity |
0 |
3 |
4 |
9 |
3 |
10 |
21 |
45 |
| Testing for nonlinear deterministic components when the order of integration is unknown |
0 |
1 |
1 |
5 |
0 |
1 |
2 |
30 |
| Testing for parameter instability in predictive regression models |
0 |
0 |
1 |
3 |
1 |
1 |
7 |
31 |
| Testing for time series linearity |
0 |
0 |
2 |
173 |
0 |
0 |
3 |
483 |
| Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics |
0 |
0 |
1 |
46 |
0 |
0 |
10 |
176 |
| Testing for unit roots in the presence of uncertainty over both the trend and initial condition |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
60 |
| Testing the equality of prediction mean squared errors |
11 |
28 |
143 |
1,129 |
17 |
55 |
279 |
2,355 |
| Tests for Forecast Encompassing |
0 |
0 |
0 |
0 |
3 |
8 |
24 |
1,119 |
| Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
425 |
| Tests for a Break in Level when the Order of Integration is Unknown |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
72 |
| Tests for a change in persistence against the null of difference-stationarity |
0 |
0 |
1 |
128 |
3 |
4 |
6 |
341 |
| Tests for an end-of-sample bubble in financial time series |
0 |
0 |
0 |
5 |
2 |
2 |
3 |
17 |
| Tests for explosive financial bubbles in the presence of non-stationary volatility |
1 |
7 |
14 |
53 |
3 |
12 |
24 |
122 |
| Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
51 |
| The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence |
0 |
0 |
2 |
114 |
0 |
0 |
6 |
645 |
| The Impact of the Initial Condition on Covariate Augmented Unit Root Tests |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
37 |
| The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
1,693 |
| The excess comovement of commodity prices revisited |
0 |
0 |
0 |
82 |
1 |
1 |
12 |
177 |
| The impact of the initial condition on robust tests for a linear trend |
0 |
1 |
1 |
8 |
0 |
1 |
2 |
33 |
| Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 |
0 |
0 |
1 |
67 |
1 |
1 |
4 |
206 |
| Trends and Cycles in British Industrial Production, 1700–1913 |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
7 |
| UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION |
0 |
0 |
0 |
82 |
1 |
3 |
4 |
216 |
| Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
72 |
| Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |
| Unit Roots and Asymmetric Smooth Transitions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Unit root testing under a local break in trend |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
87 |
| Unit root tests with a break in innovation variance |
1 |
1 |
2 |
76 |
2 |
4 |
9 |
235 |
| Unit roots and smooth transitions |
0 |
1 |
4 |
5 |
0 |
1 |
9 |
13 |
| Total Journal Articles |
19 |
66 |
252 |
4,878 |
91 |
270 |
925 |
22,539 |
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