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Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 6, pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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The research interests of Paul Newbold
Granger, C. W. J.; Leybourne, Stephen James - In: Econometric theory 25 (2009) 6, pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James; Newbold, Paul - In: Econometric theory 16 (2000) 5, pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
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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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Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric theory 36 (2020) 1, pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
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Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 35 (2019) 6, pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
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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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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10009760001