Journal Article |
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12 months |
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Last month |
3 months |
12 months |
Total |

"Rockin' All Over The World": organisational improvisation lessons from the music-based practitioner |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
11 |

A Consistent Test for a Unit Root |
0 |
0 |
0 |
0 |
1 |
5 |
21 |
626 |

A Direct Test for Cointegration Between a Pair of Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |

A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
42 |

A Parametric approach to testing the null of cointegration |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
4 |

A Powerful Test for Linearity When the Order of Integration is Unknown |
0 |
6 |
14 |
163 |
7 |
20 |
50 |
433 |

A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
86 |

A Simple Test for Cointegration |
0 |
0 |
0 |
4 |
2 |
6 |
49 |
1,782 |

A more powerful modification of Johansen's cointegration tests |
0 |
1 |
1 |
46 |
0 |
1 |
2 |
136 |

A simple test for parameter constancy in a nonlinear time series regression model |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
53 |

A simple, robust and powerful test of the trend hypothesis |
0 |
0 |
3 |
83 |
0 |
1 |
7 |
220 |

An infimum coefficient unit root test allowing for an unknown break in trend |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
30 |

Analysis of a panel of UK macroeconomic forecasts |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
681 |

Asymptotic behaviour of tests for a unit root against an explosive alternative |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
35 |

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 |
1 |
3 |
258 |

BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS |
0 |
1 |
1 |
4 |
0 |
1 |
2 |
27 |

Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
209 |

Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
416 |

Break Date Estimation for Models with Deterministic Structural Change |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
30 |

CUSUM of Squares‐Based Tests for a Change in Persistence |
0 |
1 |
1 |
83 |
0 |
1 |
3 |
174 |

Can Economic Time Series Be Differenced to Stationarity? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
369 |

Confidence sets for the date of a break in level and trend when the order of integration is unknown |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
37 |

Detecting Multiple Changes in Persistence |
0 |
1 |
2 |
183 |
1 |
2 |
5 |
381 |

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 |
0 |
58 |
0 |
0 |
1 |
215 |

Forecast evaluation tests and negative long-run variance estimates in small samples |
0 |
0 |
2 |
8 |
0 |
0 |
6 |
41 |

How great are the great ratios? |
0 |
0 |
0 |
171 |
0 |
0 |
4 |
509 |

Improving the accuracy of asset price bubble start and end date estimators |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
56 |

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 |
0 |
12 |

LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
82 |

MODIFIED KPSS TESTS FOR NEAR INTEGRATION |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
80 |

Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
125 |

Modeling Growth (and Liberalization) Using Smooth Transitions Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
210 |

Modified Stationarity Tests with Data-Dependent Model-Selection Rules |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
247 |

Modified tests for a change in persistence |
0 |
0 |
1 |
93 |
1 |
1 |
4 |
276 |

More powerful panel data unit root tests with an application to mean reversion in real exchange rates |
0 |
0 |
0 |
369 |
1 |
7 |
32 |
923 |

ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
47 |

On Robust Trend Function Hypothesis Testing |
0 |
0 |
0 |
67 |
0 |
1 |
6 |
197 |

On infimum Dickey–Fuller unit root tests allowing for a trend break under the null |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
29 |

On testing for unit roots and the initial observation |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
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 |
2 |
7 |

Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
119 |

Persistence change tests and shifting stable autoregressions |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
72 |

Power of a Unit‐Root Test and the Initial Condition |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
65 |

Preliminary design of the OWEL wave energy converter pre-commercial demonstrator |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
21 |

REJOINDER |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
43 |

Real Exchange Rate Dynamics Under The Current Float: A Re–Examination |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
143 |

Real‐Time Monitoring for Explosive Financial Bubbles |
0 |
1 |
1 |
11 |
0 |
2 |
8 |
39 |

Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
63 |

Regression‐based Tests for a Change in Persistence* |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
112 |

Robust and Powerful Tests for Nonlinear Deterministic Components |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
49 |

Robust methods for detecting multiple level breaks in autocorrelated time series |
1 |
1 |
1 |
20 |
1 |
1 |
1 |
101 |

Robust tests for a linear trend with an application to equity indices |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
58 |

SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
140 |

SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
68 |

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
74 |

Seasonal Unit Root Tests Based on Forward and Reverse Estimation |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
155 |

Seasonal unit root tests and the role of initial conditions |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
159 |

Seasonal unit root tests with seasonal mean shifts |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
50 |

Some New Tests for a Change in Persistence |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
41 |

Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |

Spurious rejections by Dickey-Fuller tests in the presence of a break under the null |
0 |
1 |
2 |
115 |
0 |
2 |
7 |
281 |

Spurious rejections by cointegration tests induced by structural breaks |
0 |
0 |
1 |
158 |
0 |
0 |
6 |
351 |

Stochastic cointegration: estimation and inference |
0 |
0 |
0 |
162 |
0 |
1 |
2 |
356 |

Stochastic unit roots modelling of stock price indices |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
197 |

TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
149 |

TESTING FOR LONG MEMORY |
0 |
0 |
1 |
25 |
0 |
1 |
3 |
63 |

TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY |
0 |
0 |
1 |
43 |
0 |
0 |
3 |
129 |

TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |

THE RESEARCH INTERESTS OF PAUL NEWBOLD |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
135 |

Testing explosive bubbles with time-varying volatility |
0 |
0 |
2 |
4 |
0 |
0 |
6 |
12 |

Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
212 |

Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics |
0 |
3 |
4 |
18 |
0 |
3 |
6 |
76 |

Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions |
0 |
0 |
0 |
0 |
5 |
12 |
79 |
1,138 |

Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
115 |

Testing for a Change in Mean under Fractional Integration |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
45 |

Testing for a break in trend when the order of integration is unknown |
0 |
1 |
2 |
39 |
0 |
2 |
8 |
144 |

Testing for a unit root against ESTAR stationarity |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
57 |

Testing for nonlinear deterministic components when the order of integration is unknown |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |

Testing for parameter instability in predictive regression models |
0 |
0 |
2 |
6 |
0 |
2 |
14 |
63 |

Testing for time series linearity |
0 |
0 |
0 |
173 |
0 |
0 |
4 |
489 |

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
183 |

Testing for unit roots in the presence of uncertainty over both the trend and initial condition |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
64 |

Testing the equality of prediction mean squared errors |
8 |
23 |
138 |
1,380 |
13 |
45 |
252 |
2,828 |

Tests for Forecast Encompassing |
0 |
0 |
0 |
0 |
6 |
9 |
16 |
1,148 |

Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
433 |

Tests for a Break in Level when the Order of Integration is Unknown |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
76 |

Tests for a change in persistence against the null of difference-stationarity |
0 |
0 |
0 |
128 |
0 |
0 |
1 |
349 |

Tests for an end-of-sample bubble in financial time series |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
23 |

Tests for explosive financial bubbles in the presence of non-stationary volatility |
1 |
1 |
15 |
77 |
1 |
3 |
22 |
164 |

Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point |
0 |
0 |
1 |
5 |
0 |
0 |
6 |
60 |

The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
648 |

The Impact of the Initial Condition on Covariate Augmented Unit Root Tests |
0 |
1 |
1 |
7 |
0 |
1 |
3 |
46 |

The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
1,715 |

The excess comovement of commodity prices revisited |
1 |
1 |
1 |
83 |
1 |
3 |
3 |
181 |

The impact of the initial condition on robust tests for a linear trend |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
34 |

Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
209 |

Trends and Cycles in British Industrial Production, 1700–1913 |
0 |
0 |
4 |
7 |
0 |
0 |
5 |
15 |

UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION |
0 |
1 |
4 |
88 |
0 |
1 |
5 |
228 |

Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
76 |

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 |
1 |
1 |
0 |
0 |
2 |
3 |

Unit root testing under a local break in trend |
1 |
1 |
1 |
21 |
1 |
2 |
6 |
96 |

Unit root tests with a break in innovation variance |
0 |
1 |
2 |
80 |
0 |
2 |
5 |
249 |

Unit roots and smooth transitions |
0 |
1 |
7 |
15 |
1 |
4 |
12 |
34 |

Total Journal Articles |
12 |
47 |
221 |
5,291 |
44 |
153 |
766 |
24,000 |