Narrow search
Showing 1 - 10 of 18
Cover Image
Spurious rejections by Perron tests in the presence of a break
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10001505515
Cover Image
Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
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
Innovational outlier unit root tests with an endogenously determined break in level
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Oxford bulletin of economics and statistics 63 (2001) 5, pp. 559-575
Persistent link: https://www.econbiz.de/10001627803
Cover Image
Spurious Rejections by Perron Tests in the Presence of a Break
Kim, Tae-Hwan; Leybourne, Stephen J.; Newbold, Paul - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 433-444
Persistent link: https://www.econbiz.de/10006452793
Cover Image
A simple test for cointegration
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
Cover Image
Testing for unit roots using forward and reverse Dickey-Fuller regressions
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 57 (1995) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10001190712
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
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
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