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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Leybourne, Stephen James"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Kointegration"
~subject:"Portfolio-Management"
~subject:"Regressionsanalyse"
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Leybourne, Stephen James
Phillips, Peter C. B.
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1
Stochastic cointegration : estimation and inference
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 363-384
Persistent link: https://www.econbiz.de/10001715761
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2
Some limit
theory
for autocovariances whose order depends on sample size
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
19
(
2003
)
5
,
pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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3
On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin
- In:
Econometric theory
14
(
1998
)
3
,
pp. 326-338
Persistent link: https://www.econbiz.de/10001245315
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4
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
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5
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
6
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
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