Narrow search
Showing 1 - 10 of 58
Cover Image
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates
Sollis, Robert; Leybourne, Stephen; Newbold, Paul - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 686
Persistent link: https://www.econbiz.de/10006654204
Cover Image
ARTICLES - U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks
Newbold, Paul; Leybourne, Stephen J.; Sollis, Robert; … - In: Journal of money, credit and banking : JMCB 33 (2001) 2, pp. 235-250
Persistent link: https://www.econbiz.de/10006659147
Cover Image
Stochastic unit roots modelling of stock price indices
Sollis, Robert; Newbold, Paul; Leybourne, Stephen J. - In: Applied financial economics 10 (2000) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10007680388
Cover Image
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993
Newbold, Paul; Leybourne, Stephen; Wohar, Mark E. - In: Journal of economics and business 53 (2001) 1, pp. 85
Persistent link: https://www.econbiz.de/10005952685
Cover Image
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen; Kim, Tae-Hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10007458522
Cover Image
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L.Vanessa; Leybourne, Stephen; Kim, Tae-Hwan; … - In: Journal of applied econometrics 19 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10006964453
Cover Image
Unit root tests with a break in innovation variance
Kim, Tae-Hwan; Leybourne, Stephen; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-388
Persistent link: https://www.econbiz.de/10006767453
Cover Image
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221
Persistent link: https://www.econbiz.de/10006877782
Cover Image
U.S. dollar real exchange rates: Nonlinearity revisited
Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528
Persistent link: https://www.econbiz.de/10008050812
Cover Image
A comment on tests for asymmetric threshold cointegration with an application to the term structure : cointegration methods matter
Hegwood, Natalie; Tuttle, M. H. - In: The journal of economics 39 (2013) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10010185470