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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Trinity economic papers"
~person:"Leybourne, Stephen James"
~subject:"Einheitswurzeltest"
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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2
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
Saved in:
3
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
Saved in:
4
Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James
;
McCabe, Brendan Peter Martin
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
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