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~subject:"Time series analysis"
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Mean Reversion of Real Exchang...
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Time series analysis
Theorie
204
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203
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105
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103
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76
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74
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73
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72
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Leybourne, Stephen James
69
Harvey, David I.
37
Taylor, Robert
25
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20
McCabe, Brendan Peter Martin
8
Harris, David
5
Astill, Sam
4
Iacone, Fabrizio
4
Kim, Tae-hwan
4
Leybourne, Stephen J.
4
Mills, Terence C.
4
Mizen, Paul
4
Kim, Tae-Hwan
3
Sollis, Robert
3
Cavaliere, Giuseppe
2
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2
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2
Wohar, Mark E.
2
Aristidou, Chrystalleni
1
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1
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1
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10
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6
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5
Oxford bulletin of economics and statistics
5
Applied economics
4
An Elgar reference collection
3
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3
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3
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3
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2
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ECONIS (ZBW)
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Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis
Leybourne, Stephen James
;
Mizen, Paul
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 799-816
Persistent link: https://www.econbiz.de/10001415356
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2
Empirical tests of mean reversion in real exchange rates : a survey
Bleaney, Michael F.
- In:
Bulletin of economic research
47
(
1995
)
3
,
pp. 171-195
Persistent link: https://www.econbiz.de/10001184075
Saved in:
3
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
-
2001
Persistent link: https://www.econbiz.de/10001536960
Saved in:
4
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
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5
Tests for forecast encompassing
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1997
Persistent link: https://www.econbiz.de/10000974765
Saved in:
6
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
Saved in:
7
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
8
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
Saved in:
9
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
10
Testing for unit roots using forward and reverse Dickey-Fuller regressions
Leybourne, Stephen James
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10001190712
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