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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James; Mills, Terence C.; Newbold, Paul - 1996
Persistent link: https://www.econbiz.de/10000949555
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974766
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Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James - In: Journal of forecasting 12 (1993) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001136552
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The excess co-movement of commodity prices revisited
Leybourne, Stephen James; Lloyd, Tim A.; Reed, Geoffrey V. - 1993
Persistent link: https://www.econbiz.de/10000913458
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On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin - In: Econometric theory 14 (1998) 3, pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
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A simple test for cointegration
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
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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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A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
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Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001137140