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person:"Leybourne, Stephen James"
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Search: subject_exact:"Unit root test"
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44
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44
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29
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21
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21
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14
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Leybourne, Stephen James
Phillips, Peter C. B.
109
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87
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79
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79
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71
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63
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56
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49
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48
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38
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36
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34
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33
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33
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32
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29
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28
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27
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27
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27
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26
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25
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25
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25
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25
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24
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24
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23
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23
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23
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22
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21
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20
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20
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19
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19
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19
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19
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19
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7
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6
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5
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4
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3
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3
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3
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2
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2
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1
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1
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
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:
3
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
4
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:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
7
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
8
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:
9
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
10
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
11
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:
12
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
13
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
Saved in:
14
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
15
Simple, robust and powerful tests of the breaking trend hypothesis
Harvey, David I.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003389563
Saved in:
16
Unit root testing under a local break in trend
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
Saved in:
17
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
117
(
2012
)
1
,
pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
Saved in:
18
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
Saved in:
19
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
20
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
21
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
Saved in:
22
Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
26
(
2010
)
1
,
pp. 311-324
Persistent link: https://www.econbiz.de/10003968586
Saved in:
23
Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
3
,
pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
Saved in:
24
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
25
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
26
Seasonal unit root tests and the role of initial conditions
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
Saved in:
27
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
28
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
29
On testing for unit roots and the initial observation
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 97-111
Persistent link: https://www.econbiz.de/10002686878
Saved in:
30
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
31
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
32
Real exchange rate dynamics under the current float : a re-examinaton
Bleaney, Michael F.
;
Leybourne, Stephen James
- In:
The Manchester School
71
(
2003
)
2
,
pp. 156-171
Persistent link: https://www.econbiz.de/10001748930
Saved in:
33
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:
34
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:
35
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:
36
Innovational outlier unit root tests with an endogenously determined break in level
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
5
,
pp. 559-575
Persistent link: https://www.econbiz.de/10001627803
Saved in:
37
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603799
Saved in:
38
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
Saved in:
39
Stochastic unit roots modelling of stock price indices
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 311-315
Persistent link: https://www.econbiz.de/10001526293
Saved in:
40
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:
41
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:
42
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
Saved in:
43
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
Saved in:
44
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 92-106
Persistent link: https://www.econbiz.de/10001449265
Saved in:
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