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25
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1
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
Saved in:
2
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:
3
Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
Saved in:
4
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:
5
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:
6
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
7
Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
3
,
pp. 624-650
Persistent link: https://www.econbiz.de/10013348446
Saved in:
8
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:
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
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