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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

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

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

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

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

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

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

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

Testing the Predictive Accuracy of COVID-19 Forecasts

Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021

We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention during the first and second waves of the epidemic in the United States. We find three main...

Persistent link: https://www.econbiz.de/10013218789

Testing the Predictive Accuracy of COVID-19 Forecasts

Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021

Persistent link: https://www.econbiz.de/10013216474