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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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Evaluating the performance of AIC and BIC for selecting spatial econometric models
Agiakloglou, Christos N.; Tsimpanos, Apostolos - 2023
Persistent link: https://www.econbiz.de/10013483295
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Unit root tests with a break in innovation variance
Kim, Tae-hwan; Leybourne, Stephen James; Newbold, Paul - In: Journal of econometrics 109 (2002) 2, pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
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Seasonal unit root tests with seasonal mean shifts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Economics letters 76 (2002) 2, pp. 295-302
Persistent link: https://www.econbiz.de/10001691213
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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
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa; Leybourne, Stephen James; Kim, Tae-hwan - In: Journal of applied econometrics 19 (2004) 2, pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
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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
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US and UK interest rates, 1890 - 1934
Newbold, Paul (contributor) - In: Journal of money, credit and banking : JMCB 33 (2001) 2,1, pp. 235-250
Persistent link: https://www.econbiz.de/10001580137
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Stochastic unit roots modelling of stock price indices
Sollis, Robert; Leybourne, Stephen James; Newbold, Paul - In: Applied financial economics 10 (2000) 3, pp. 311-315
Persistent link: https://www.econbiz.de/10001526293