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Persistence change tests and s...
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USA
Theorie
269
Theory
269
Welt
159
World
159
Time series analysis
157
Zeitreihenanalyse
157
Unit root test
139
Einheitswurzeltest
128
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100
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100
Business cycle
92
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92
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91
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91
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75
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75
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73
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69
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65
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64
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64
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64
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62
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62
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60
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60
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54
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54
United States
53
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49
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49
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46
Bootstrap-Verfahren
46
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45
Statistischer Test
45
Argentina
42
Argentinien
42
Structural break
41
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41
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20
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10
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32
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22
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2
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English
54
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Taylor, Alan M.
40
Jordà, Òscar
14
Schularick, Moritz
12
Leybourne, Stephen James
8
Taylor, Robert
6
Knoll, Katharina
5
Kuvshinov, Dmitry
5
Novy, Dennis
5
O'Rourke, Kevin Hjortshøj
5
Clark, Gregory
4
Canjels, Eugene
3
Harvey, David I.
3
Prakash-Canjels, Gauri
3
Wilson, Janine L. F.
3
McCabe, Brendan Peter Martin
2
Newbold, Paul
2
Williamson, Jeffrey G.
2
Wilson, Janine
2
Wohar, Mark E.
2
Barrio Castro, Tomás del
1
Basu, Susanto
1
Berge, Travis
1
Berge, Travis J.
1
Cumby, Robert
1
Granger, C. W. J.
1
Kopecky, Joseph
1
Kruse, Douglas
1
Osborn, Denise R.
1
Park, Rhokeun
1
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1
Salehizadeh, Mehdi
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1
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13
Discussion paper / Centre for Economic Policy Research
6
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3
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2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
The econometrics journal
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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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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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:
2
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
Saved in:
3
Trend-stationary, difference-stationary, or neither: further diagnostic tests with an application to US Real GNP, 1875 - 1993
Newbold, Paul
;
Leybourne, Stephen James
;
Wohar, Mark E.
- In:
Journal of economics & business
53
(
2001
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10001581771
Saved in:
4
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
Saved in:
5
On testing for unit roots and the initial observation
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 97-111
Persistent link: https://www.econbiz.de/10002686878
Saved in:
6
The research interests of Paul Newbold
Granger, C. W. J.
;
Leybourne, Stephen James
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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7
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
8
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
9
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
10
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
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