Harris, David; Kew, Hsein; Taylor, A. M. Robert Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (English) Zbl 1464.62385 J. Econom. 219, No. 2, 354-388 (2020). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{D. Harris} et al., J. Econom. 219, No. 2, 354--388 (2020; Zbl 1464.62385) Full Text: DOI
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for parameter instability in predictive regression models. (English) Zbl 1387.62101 J. Econom. 204, No. 1, 101-118 (2018). MSC: 62M10 62M07 62P20 PDFBibTeX XMLCite \textit{I. Georgiev} et al., J. Econom. 204, No. 1, 101--118 (2018; Zbl 1387.62101) Full Text: DOI
Harris, David; Leybourne, Stephen J.; Taylor, A. M. Robert Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. (English) Zbl 1420.62381 J. Econom. 192, No. 2, 451-467 (2016). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{D. Harris} et al., J. Econom. 192, No. 2, 451--467 (2016; Zbl 1420.62381) Full Text: DOI
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for unit roots in the presence of a possible break in trend and nonstationary volatility. (English) Zbl 1226.62075 Econom. Theory 27, No. 5, 957-991 (2011). MSC: 62M10 62P05 62E20 62G09 65C60 91G70 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., Econom. Theory 27, No. 5, 957--991 (2011; Zbl 1226.62075) Full Text: DOI
Harris, David; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Testing for a unit root in the presence of a possible break in trend. (English) Zbl 1179.62120 Econom. Theory 25, No. 6, 1545-1588 (2009). MSC: 62M10 62M07 62F05 65C60 PDFBibTeX XMLCite \textit{D. Harris} et al., Econom. Theory 25, No. 6, 1545--1588 (2009; Zbl 1179.62120) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Simple, robust, and powerful tests of the breaking trend hypothesis. (English) Zbl 1278.62135 Econom. Theory 25, No. 4, 995-1029 (2009). MSC: 62M07 62P20 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., Econom. Theory 25, No. 4, 995--1029 (2009; Zbl 1278.62135) Full Text: DOI
Busetti, Fabio; Taylor, A. M. Robert Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots. (English) Zbl 1026.62086 J. Econom. 117, No. 1, 21-53 (2003). MSC: 62M10 62P20 62F03 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. M. R. Taylor}, J. Econom. 117, No. 1, 21--53 (2003; Zbl 1026.62086) Full Text: DOI