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~person:"Leybourne, Stephen James"
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Search: subject_exact:"Statistischer Test"
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Statistical test
18
Statistischer Test
18
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10
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7
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7
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6
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6
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Leybourne, Stephen James
Phillips, Peter C. B.
76
Pesaran, M. Hashem
61
Dufour, Jean-Marie
59
Wolf, Michael
46
Dette, Holger
41
Khalaf, Lynda
41
Romano, Joseph P.
39
Sentana, Enrique
38
Andrews, Donald W. K.
37
McCracken, Michael W.
37
Chang, Tsangyao
36
Minford, Patrick
36
Sun, Yixiao
36
Shaikh, Azeem M.
35
Rossi, Barbara
31
Bera, Anil K.
30
Linton, Oliver
30
Whang, Yoon-jae
30
Taylor, Robert
29
Baltagi, Badi H.
28
Clark, Todd E.
27
McAleer, Michael
27
Shi, Xiaoxia
27
Wied, Dominik
27
Kapetanios, George
26
MacKinnon, James G.
26
Canay, Ivan A.
25
Lee, Sokbae
25
Perron, Pierre
25
Kleibergen, Frank
24
White, Halbert
24
Bugni, Federico A.
23
Corradi, Valentina
23
Hsu, Yu-Chin
23
Krämer, Walter
23
Swanson, Norman R.
23
Chernozhukov, Victor
22
Davidson, Russell
22
Doko Tchatoka, Firmin
22
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22
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Journal of econometrics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
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1
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1
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1
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ECONIS (ZBW)
18
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1
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
2
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
3
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
4
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
7
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
8
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
Saved in:
9
A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4/6
,
pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
Saved in:
10
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
11
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
12
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
13
On robust trend function hypothesis testing
Harvey, David I.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003286543
Saved in:
14
On robust trend function hypothesis testing
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
-
2005
Persistent link: https://www.econbiz.de/10002672015
Saved in:
15
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
16
An unbiased test for a change in persistence
Leybourne, Stephen James
;
Taylor, Robert
;
Kim, Tae-hwan
-
2004
Persistent link: https://www.econbiz.de/10002379251
Saved in:
17
Some new tests for a change in persistence
Taylor, Robert
(
contributor
); …
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003074908
Saved in:
18
Tests for forecast encompassing
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974765
Saved in:
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