//--> //--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
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
Statistischer 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
19
Free
6
Type of publication
All
Article
110
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
108
Aufsatz in Zeitschrift
108
Arbeitspapier
15
Working Paper
15
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
131
Author
All
Leybourne, Stephen James
131
Harvey, David I.
61
Taylor, Robert
41
Newbold, Paul
36
McCabe, Brendan Peter Martin
14
Kim, Tae-hwan
10
Harris, David
9
Greenaway, David
6
Mills, Terence C.
6
Sollis, Robert
6
Sapsford, David
5
Astill, Sam
4
Iacone, Fabrizio
4
Whitehouse, Emily J.
4
Crafts, Nicholas
3
Reed, Geoffrey V.
3
Zu, Yang
3
Bleaney, Michael F.
2
Georgiev, Iliyan
2
Lloyd, Tim A.
2
Marsh, Patrick W. N.
2
Mizen, Paul
2
Wohar, Mark E.
2
Aristidou, Chrystalleni
1
Badger, Beryl
1
Cavaliere, Giuseppe
1
Evripidou, Andria C.
1
Granger, C. W. J.
1
Lean, Jonathan
1
Lynn, Gary S.
1
Perry, Jane
1
Sakkas, Nikolaos D.
1
Smith, L. Vanessa
1
Smith, Vanessa
1
Tremayne, Andrew R.
1
Vendelø, Morten Thanning
1
Whalley, John
1
Xiao, Bin
1
more ...
less ...
Institution
All
Loughborough University / Department of Economics
2
Trinity College
1
University of Nottingham / School of Economics
1
Published in...
All
Econometric theory
18
Journal of econometrics
14
Oxford bulletin of economics and statistics
11
Economic research paper / Loughborough University, Department of Economics
7
Economics letters
7
The econometrics journal
7
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
5
Econometric reviews
4
Journal of empirical finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
An Elgar reference collection
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
The Manchester School
3
CREDIT research paper
2
Discussion papers in economics / School of Economics
2
Economics discussion paper series / Loughborough University, Department of Economics
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of forecasting
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The international library of critical writings in econometrics
2
Applied financial economics
1
Creativity and innovation management
1
Economic inquiry : journal of the Western Economic Association International
1
Economics bulletin : EB
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Explorations in economic history : EEH
1
Globalization, growth and sustainability
1
Journal of economics & business
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Project management journal : PMJ
1
Southern economic journal
1
The International library of critical writings in econometrics
1
The international journal of entrepreneurship and innovation
1
more ...
less ...
Source
All
ECONIS (ZBW)
131
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
3
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:
4
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:
5
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:
6
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
7
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
8
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:
9
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->