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Estimation
Theorie
269
Theory
269
Welt
159
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159
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157
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157
Unit root test
138
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127
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100
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Taylor, Alan M.
66
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36
Schularick, Moritz
23
Taylor, Robert
22
Leybourne, Stephen James
19
Harvey, David I.
15
Cavaliere, Giuseppe
8
Nielsen, Morten Ørregaard
6
Obstfeld, Maurice
6
Estevadeordal, Antoni
4
Cloyne, James S.
3
Georgiev, Iliyan
3
Rodrigues, Paulo M. M.
3
Astill, Sam
2
Bleaney, Michael F.
2
Choi, Woo Jin
2
Cloyne, James
2
Demetrescu, Matei
2
Harris, David
2
Kew, Hsein
2
McCabe, Brendan Peter Martin
2
Newbold, Paul
2
Sollis, Robert
2
Zu, Yang
2
Barrio Castro, Tomás del
1
Basu, Susanto
1
Cavalierea, Giuseppe
1
Edwards, Sebastian
1
Iacone, Fabrizio
1
Leybourne, Stephen J.
1
Mizen, Paul
1
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1
Prakash, Gauri
1
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1
Rahbek, Anders
1
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1
Trenkler, Carsten
1
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1
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6
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3
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3
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3
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1
Capital controls and capital flows in emerging economics : policies, practices and consequences
1
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1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
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1
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Financial crises : causes, consequences, and policy responses
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International trade and migration in the APEC region
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1
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1
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1
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ECONIS (ZBW)
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1
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
2
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:
3
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
4
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:
5
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:
6
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:
7
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
8
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
-
2025
Persistent link: https://www.econbiz.de/10015372710
Saved in:
9
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
10
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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