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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
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
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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
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The Saturday effect : an interesting anomaly in the Saudi stock market
Abalala, Turki; Sollis, Robert - In: Applied economics 47 (2015) 58/60, pp. 6317-6330
Persistent link: https://www.econbiz.de/10011411945
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Testing for unit roots : a simple alternative to Dickey-Fuller
Leybourne, Stephen James - In: Applied economics 26 (1994) 7, pp. 721-729
Persistent link: https://www.econbiz.de/10001164780
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Empirical performance of the AIDS model : constant-coefficient versus time-varying-coefficient approaches
Leybourne, Stephen James - In: Applied economics 25 (1993) 4, pp. 453-463
Persistent link: https://www.econbiz.de/10001143492
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Drift in the relative price of primary commodities : a case where we care about unit roots
Newbold, Paul - In: Applied economics 28 (1996) 4, pp. 653-661
Persistent link: https://www.econbiz.de/10001202668
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Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen J.; Newbold, Paul - In: Applied economics 35 (2003) 9, pp. 1117
Persistent link: https://www.econbiz.de/10007656007
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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen J.; Newbold, Paul - In: Applied economics 35 (2003) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10007658609
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A more powerful modification of Johansen's cointegration tests
Leybourne, Steve; Kim, Tae-Hwan; Newbold, Paul - In: Applied economics 40 (2008) 4-6, pp. 725-730
Persistent link: https://www.econbiz.de/10007996645