University of Nottingham, Granger Centre for Time Series Econometrics

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Series handle: repec:not:notgts

• 09/04 Testing for nonlinear trends when the order of integration is unknown
  by David I. Harvey & Stephen J. Leybourne & Lisa Xiao [Downloadable!]
• 09/03 The impact of the initial condition on robust tests for a linear trend
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 09/02 Co-integration rank tests under conditional heteroskedasticity
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor [Downloadable!]
• 09/01 Robust methods for detecting multiple level breaks in autocorrelated time series
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 08/05 Mildly explosive autoregression under weak and strong dependence
  by Tassos Magdalinos [Downloadable!]
• 08/04 Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 08/03 Testing for unit roots in the presence of uncertainty over both the trend and initial condition
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 08/02 Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations
  by David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas [Downloadable!]
• 07/06 A powerful test for linearity when the order of integration is unknown
  by David I. Harvey & Stephen J. Leybourne & Bin Xiao [Downloadable!]
• 07/05 Regression-based seasonal unit root tests
  by Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro [Downloadable!]
• 07/04 Testing for a unit root in the presence of a possible break in trend
  by David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 07/03 Unit root testing in practice: dealing with uncertainty over the trend and initial condition
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor [Downloadable!]
• 07/02 Testing for co-integration in vector autoregressions with non-stationary volatility
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor [Downloadable!]
• 07/01 A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above]
  by David I. Harvey & Stephen J. Leybourne & Ben Xiao [Downloadable!]
• 06/06 Forecasting changes in UK interest rates
  by Tae-Hwan Kim & Paul Mizen & Alan Thanaset [Downloadable!]
• 06/05 On the inconsistency of the unrestricted estimator of the information matrix near a unit root
  by Tassos Magdalinos [Downloadable!]
• 06/04 Testing for a change in persistence in the presence of non-stationary volatility
  by Giuseppe Cavaliere & A. M. Robert Taylor [Downloadable!]
• 06/03 Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]
  by David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor [Downloadable!]
• 06/02 Panel root tests and the impact of initial observations
  by David I. Harvey & Stephen J. Leybourne & Nikolaos D. Sakkas [Downloadable!]
• 06/01 A simple, robust and powerful test of the trend hypothesis
  by David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor [Downloadable!]

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This page was last updated on 2009-11-18.