Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
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
Cover Image
US and UK interest rates 1890 - 1934 : new evidence on structural breaks
Newbold, Paul; Leybourne, Stephen James; Wohar, Mark E. - 2001
Persistent link: https://www.econbiz.de/10001536960
Cover Image
Break date estimation for models with deterministic structural change
Harvey, David I.; Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 76 (2014) 5, pp. 623-642
Persistent link: https://www.econbiz.de/10010474849
Cover Image
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
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
Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
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
Robust and powerful tests for nonlinear deterministic components
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 780-799
Persistent link: https://www.econbiz.de/10011396540