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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
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Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of applied econometrics 40 (2025) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10015372710
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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
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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
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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
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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
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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
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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
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The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon; Mun, Hyeong Ho; Kim, Tae-hwan; Jeong, Jinook - In: Applied economics letters 17 (2010) 4/6, pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
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Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309