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Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates

Sollis, Robert; Leybourne, Stephen James; Newbold, Paul - In: Journal of money, credit and banking : JMCB 34 (2002) 3,1, pp. 686-699

Persistent link: https://www.econbiz.de/10001698124

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; … - 2003

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices

Persistent link: https://www.econbiz.de/10014075120

Detecting seasonal unit roots : an approach based on the sample autocorrelation function

Taylor, Robert; Leybourne, Stephen James - In: The Manchester School 67 (1999) 3, pp. 261-286

Persistent link: https://www.econbiz.de/10001405343

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

Tests for an end-of-sample bubble in financial time series

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666

Persistent link: https://www.econbiz.de/10011795312

Robust methods for detecting multiple level breaks in autocorrelated time series

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10008662998

Persistence change tests and shifting stable autoregressions

Leybourne, Stephen James; Taylor, Robert - In: Economics letters 91 (2006) 1, pp. 44-49

Persistent link: https://www.econbiz.de/10003314956

Testing for co-explosive behaviour in financial time series

Evripidou, Andria C.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 624-650

Persistent link: https://www.econbiz.de/10013348446