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source:"econis"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~person:"Leybourne, Stephen James"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Financial market"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"Stochastischer Prozess"
~subject:"Strukturbruch"
~subject:"Time series analysis"
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ARCH-Modell
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Zeitreihenanalyse
6
Theorie
4
Theory
4
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2
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1972-1996
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Leybourne, Stephen James
Gil-Alaña, Luis A.
29
Moosa, Imad A.
16
Gupta, Rangan
14
Chang, Tsangyao
10
Caporale, Guglielmo Maria
9
Cook, Steven
7
Tiwari, Aviral Kumar
7
Allen, David E.
6
Bahmani-Oskooee, Mohsen
6
McAleer, Michael
6
Peel, David
6
Ranjbar, Omid
6
Österholm, Pär
6
Bhaskara Rao, Buddhavarapu
5
Burns, Kelly
5
Fukuda, Kosei
5
Omay, Tolga
5
Speight, Alan E. H.
5
Yoon, Gawon
5
Agiakloglou, Christos N.
4
Blazsek, Szabolcs
4
Gschwandtner, Adelina
4
Harvey, David I.
4
Kim, Jong-Min
4
Lee, Chien-chiang
4
Newbold, Paul
4
Payne, James E.
4
Shi, Yanlin
4
Singh, Abhay Kumar
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Vougas, Dimitrios V.
4
Albulescu, Claudiu Tiberiu
3
Balcilar, Mehmet
3
Belaire-Franch, Jorge
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Cai, Yifei
3
Chambers, Marcus J.
3
Cuestas, Juan Carlos
3
Emirmahmutoglu, Furkan
3
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3
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3
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Applied economics letters
Applied economics
Journal of empirical finance
Risks : open access journal
Journal of econometrics
10
Econometric theory
6
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
An Elgar reference collection
3
Econometric reviews
3
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of time series econometrics
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The econometrics journal
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The international library of critical writings in econometrics
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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1
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1
Journal of forecasting
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Journal of international money and finance
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The International library of critical writings in econometrics
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ECONIS (ZBW)
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1
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
Saved in:
2
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
3
A more powerful modification of Johansen's cointegration tests
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Applied economics
40
(
2008
)
4/6
,
pp. 725-729
Persistent link: https://www.econbiz.de/10003722969
Saved in:
4
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
5
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
6
Testing for unit roots : a simple alternative to Dickey-Fuller
Leybourne, Stephen James
- In:
Applied economics
26
(
1994
)
7
,
pp. 721-729
Persistent link: https://www.econbiz.de/10001164780
Saved in:
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