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On the behavior of fixed-b tre...
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Leybourne, Stephen J.
35
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31
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19
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12
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Econometric theory
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Asian affairs : journal of the Royal Society for Asian Affairs
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Asia Pacific business review
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Oxford bulletin of economics and statistics
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Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen J.
;
Robert Taylor, A.M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10010131792
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2
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio
;
Leybourne, Stephen J.
;
Taylor, A.M. Robert
- In:
Econometric theory
29
(
2012
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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3
Detecting multiple changes in persistence
Leybourne, Stephen
;
Kim, Tae-hwan
;
Taylor, A. M. Robert
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009949902
Saved in:
4
On robust trend function hypothesis testing
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A. M. …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009949865
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5
Extracting information from asset prices: The methodology of EMU calculators
Favero, Carlo A.
;
Giavazzi, Francesco
;
Iacone, Fabrizio
; …
- In:
European economic review : EER
44
(
2000
)
9
,
pp. 1607-1632
Persistent link: https://www.econbiz.de/10007676331
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6
A Semiparametric Analysis of the Term Structure of the US Interest Rates
Iacone, Fabrizio
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
4
,
pp. 475-490
Persistent link: https://www.econbiz.de/10008263251
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7
Modelling the dynamics of a public health care system: evidence from time-series data
Iacone, Fabrizio
;
Martin, Steve
;
Siciliani, Luigi
; …
- In:
Applied economics
44
(
2012
)
23
,
pp. 2955-2969
Persistent link: https://www.econbiz.de/10009817750
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8
First stage estimation of fractional cointegration
Hualde, Javier
;
Iacone, Fabrizio
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010029895
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9
Testing the equality of prediction mean squared errors
Harvey, D.
;
Leybourne, S.
;
Newbold, P.
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10006998101
Saved in:
10
Managing improvisation within change management: Lessons from UK financial services
Leybourne, S.
- In:
Journal of labor research
27
(
2006
)
1
,
pp. 73
Persistent link: https://www.econbiz.de/10007835093
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