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~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Leybourne, Stephen James"
~subject:"Estimation theory"
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ECONIS (ZBW)
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1
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:
2
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:
3
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
4
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
5
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
Saved in:
6
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
Saved in:
7
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10009671321
Saved in:
8
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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:
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