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How great are the great ratios?
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1998
Persistent link: https://www.econbiz.de/10000987502
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Tests for multiple forecasting encompassing
Harvey, David I.; Newbold, Paul - 1998
Persistent link: https://www.econbiz.de/10000996877
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Tests for forecast encompassing
Harvey, David I. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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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
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Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 145 (2016), pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
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Robust tests for a linear trend with an application to equity indices
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
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Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 184 (2015) 2, pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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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