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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
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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
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Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 30 (2011) 5, pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
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New simple tests for panel cointegration
Westerlund, Joakim - In: Econometric reviews 24 (2005) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10003105617
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Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon; Westerlund, Joakim - In: Econometric reviews 37 (2018) 1/5, pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
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Panel data measures of price discovery
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
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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