//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Statistischer Test"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Leybourne, Stephen James"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistischer Test
Theorie
65
Theory
65
Time series analysis
63
Zeitreihenanalyse
63
Einheitswurzeltest
43
Unit root test
43
Estimation theory
32
Schätztheorie
32
Structural break
28
Strukturbruch
28
Statistical test
18
Estimation
13
Schätzung
13
Forecasting model
11
Prognoseverfahren
11
Großbritannien
10
United Kingdom
10
Bubbles
9
Spekulationsblase
9
USA
9
United States
9
Börsenkurs
8
Share price
8
Autocorrelation
7
Autokorrelation
7
Cointegration
7
Kointegration
7
Explosive autoregression
6
Kaufkraftparität
6
Purchasing power parity
6
Volatility
5
Volatilität
5
Correlation
4
Handelsliberalisierung
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Stochastic process
4
Stochastischer Prozess
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
15
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
3
Working Paper
3
Graue Literatur
1
Non-commercial literature
1
Language
All
English
18
Author
All
Leybourne, Stephen James
18
Harvey, David I.
12
Taylor, Robert
11
Astill, Sam
2
Georgiev, Iliyan
2
Harris, David
2
Kim, Tae-hwan
2
McCabe, Brendan Peter Martin
2
Newbold, Paul
2
Iacone, Fabrizio
1
Whitehouse, Emily J.
1
Xiao, Bin
1
more ...
less ...
Published in...
All
Journal of econometrics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Econometric reviews
1
Econometric theory
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics bulletin : EB
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of time series econometrics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
5
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:
6
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:
7
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:
8
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
Saved in:
9
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:
10
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->