| 1 |
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Forecast Evaluation Tests in the Presence of ARCH
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Harvey, D. I.
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JOHN WILEY & SONS LTD
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1999
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| 2 |
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Tests for Stationarity in Series with Endogenously Determined Structural Change
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Harvey, D. I.; Mills, T. C.
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Blackwell Publishing Ltd
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2004
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| 3 |
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Robust methods for detecting multiple level breaks in autocorrelated time series
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Harvey, D. I.; Leybourne, S. J.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
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2010
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| 4 |
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On testing for unit roots and the initial observation
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Harvey, D. I.; Leybourne, S. J.
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Blackwell Publishers: The Royal Economic Society
|
2005
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| 5 |
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Testing for time series linearity
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Harvey, D. I.; Leybourne, S. J.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 6 |
|
Index To Volume 65 (2003)
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Harvey, D. I.; Leybourne, S. J.; Newbold, P.
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Blackwell Publishing Ltd
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2004
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| 7 |
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Forecast Encompassing and Parameter Estimation
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Harvey, D. I.; Newbold, P.
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Blackwell Publishing Ltd
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2005
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| 8 |
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Tests for a Break in Level when the Order of Integration is Unknown
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Harvey, D. I.; Leybourne, S. J.; Newbold, P.
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Blackwell Publishing Ltd
|
2004
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|
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| 9 |
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Modified tests for a change in persistence
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Harvey, D. I.; Leybourne, S. J.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
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2006
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| 10 |
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A simple, robust and powerful test of the trend hypothesis
|
Harvey, D. I.; Leybourne, S. J.; Taylor, A. M.
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Elsevier Science B.V., Amsterdam.
|
2007
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