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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Leybourne, Stephen James"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Geldpolitik
Großbritannien
Theory
Volatility
Time series analysis
15
Zeitreihenanalyse
15
Structural break
11
Strukturbruch
11
Einheitswurzeltest
10
Theorie
10
Unit root test
10
Estimation theory
9
Schätztheorie
9
Statistical test
3
Statistischer Test
3
Autocorrelation
2
Autokorrelation
2
Bubbles
2
Börsenkurs
2
Cointegration
2
Forecasting model
2
Kointegration
2
Persistence
2
Predictive regression
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Share price
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Spekulationsblase
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Trend break
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1975-2021
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1993-2019
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Bootstrap approach
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Break point estimation
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Capital income
1
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1
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Systematic review
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11
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Leybourne, Stephen James
Phillips, Peter C. B.
42
Bollerslev, Tim
22
Gouriéroux, Christian
19
Pesaran, M. Hashem
19
Linton, Oliver
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Yu, Jun
18
Ghysels, Eric
17
McAleer, Michael
17
Swanson, Norman R.
17
Taylor, Robert
17
Aït-Sahalia, Yacine
16
Koop, Gary
16
Lee, Lung-fei
16
Granger, C. W. J.
15
Corradi, Valentina
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Chib, Siddhartha
12
Heckman, James J.
12
Hendry, David F.
12
Lütkepohl, Helmut
12
Patton, Andrew J.
12
Renault, Eric
12
Schmidt, Peter
12
Xiao, Zhijie
12
Andersen, Torben
11
Mykland, Per A.
11
Park, Joon Y.
11
Steel, Mark F. J.
11
Tirole, Jean
11
Tsionas, Efthymios G.
11
Acemoglu, Daron
10
Banerjee, Anindya
10
Gallant, A. Ronald
10
Hsiao, Cheng
10
Kehoe, Patrick J.
10
Robinson, Peter M.
10
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Journal of econometrics
Journal of political economy
Oxford bulletin of economics and statistics
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
6
Applied economics
4
Econometric reviews
4
Journal of empirical finance
3
Economics letters
2
Journal of applied econometrics
2
Journal of forecasting
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The Manchester School
2
Applied financial economics
1
International journal of forecasting
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Project management journal : PMJ
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The international journal of entrepreneurship and innovation
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
11
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1
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
Saved in:
2
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
Saved in:
3
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
4
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
5
Stochastic cointegration : estimation and inference
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10001715761
Saved in:
6
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
7
Innovational outlier unit root tests with an endogenously determined break in level
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
5
,
pp. 559-575
Persistent link: https://www.econbiz.de/10001627803
Saved in:
8
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
3
,
pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
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
Saved in:
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