Narrow search
Showing 1 - 10 of 24
Cover Image
An infimum coefficient unit root test allowing for an unknown break in trend
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 117 (2012) 1, pp. 298-302
Persistent link: https://www.econbiz.de/10009697750
Cover Image
Improving the length of 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: Economics letters 145 (2016), pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Cover Image
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
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Cover Image
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
Cover Image
Seasonal unit root tests with seasonal mean shifts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Economics letters 76 (2002) 2, pp. 295-302
Persistent link: https://www.econbiz.de/10001691213
Cover Image
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
Cover Image
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David; Leybourne, Stephen James; McCabe, … - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Cover Image
Bonferroni type tests for return predictability and the initial condition
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Cover Image
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 122 (2014) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10010393959