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subject:"Theorie"
~person:"Leybourne, Stephen James"
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Theorie
Structural break
28
Strukturbruch
28
Time series analysis
18
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18
Einheitswurzeltest
14
Unit root test
14
Theory
10
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9
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9
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1890-1934
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Leybourne, Stephen James
Timmermann, Allan
29
Pesaran, M. Hashem
27
Sibbertsen, Philipp
24
Pettenuzzo, Davide
17
Perron, Pierre
15
Kleiber, Christian
13
Newbold, Paul
12
Caporale, Guglielmo Maria
11
Lee, Junsoo
11
Zeileis, Achim
11
Harvey, David I.
10
Popp, Stephan
10
Clark, Todd E.
9
Gil-Alaña, Luis A.
9
Hassler, Uwe
9
Hendry, David F.
9
Krämer, Walter
9
McCracken, Michael W.
9
Pick, Andreas
8
Banerjee, Anindya
7
Bauwens, Luc
7
Hornik, Kurt
7
Kapetanios, George
7
Koop, Gary
7
Kruse, Robinson
7
Kurozumi, Eiji
7
Wied, Dominik
7
Castle, Jennifer
6
Chang, Tsangyao
6
Dijk, Dick van
6
Narayan, Paresh Kumar
6
Rodrigues, Paulo M. M.
6
Rossi, Barbara
6
Braga, Anthony A.
5
Busetti, Fabio
5
Clements, Michael P.
5
Cooper, Suzanne J.
5
Gil-Alana, Luis A.
5
Kennedy, David M.
5
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Economics discussion paper series / Loughborough University, Department of Economics
2
The econometrics journal
2
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1
Econometric theory
1
Economics letters
1
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1
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ECONIS (ZBW)
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1
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
2
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
3
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
4
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
5
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
6
Tests for a break in level when the order of integration is unknown
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001689528
Saved in:
7
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Economics letters
76
(
2002
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001691213
Saved in:
8
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
Saved in:
9
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001532194
Saved in:
10
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
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