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~subject:"Autocorrelation"
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Search: person:"Leybourne, Stephen James"
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Leybourne, Stephen James
7
Taylor, Robert
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Harvey, David I.
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Astill, Sam
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Sollis, Robert
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1
Testing for co-explosive behaviour in financial time series
Evripidou, Andria C.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
3
,
pp. 624-650
Persistent link: https://www.econbiz.de/10013348446
Saved in:
2
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:
3
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:
4
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
5
Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James
;
Taylor, Robert
- In:
Economics letters
91
(
2006
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
Saved in:
6
Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates
Sollis, Robert
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,1
,
pp. 686-699
Persistent link: https://www.econbiz.de/10001698124
Saved in:
7
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
Saved in:
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