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~person:"Leybourne, Stephen James"
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Search: person:"Taylor, A. M. Robert"
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Leybourne, Stephen James
Taylor, Robert
157
Cavaliere, Giuseppe
107
Taylor, A. M. Robert
99
Harvey, David I.
77
Taylor, A.M. Robert
73
Leybourne, Stephen J.
61
Rahbek, Anders
42
Taylor, A.M.Robert
40
Rodrigues, Paulo M. M.
20
Busetti, Fabio
16
Nielsen, Morten Ørregaard
16
Smith, Richard J.
14
Rodrigues, Paulo M.M.
13
Burridge, Peter
12
Taylor, A M Robert
12
Iacone, Fabrizio
11
Smeekes, Stephan
11
Leybourne, Stephen
9
Castro, Tomás del Barrio
8
Georgiev, Iliyan
8
Osborn, Denise R.
8
Trenkler, Carsten
8
Astill, Sam
7
Chambers, Marcus J.
7
Harris, David
7
Barrio Castro, Tomás del
6
Phillips, Peter C. B.
6
Robert, Taylor A.M.
5
Boswijk, Herman Peter
4
Cavaliere, Guiseppe
4
Harvey, David
4
Kim, Tae-Hwan
4
Kim, Tae-hwan
4
Stephan, Smeekes
4
Abadir, Karim M.
3
Angelis, Luca De
3
Bailey, Ralph W.
3
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3
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9
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ECONIS (ZBW)
39
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1
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
Saved in:
2
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
3
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:
4
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
5
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
9
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:
10
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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