The following pages link to Stephen J. Leybourne (Q278189):
Displaying 50 items.
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Erratum to: ``A simple, robust and powerful test of the trend hypothesis'' (Q291127) (← links)
- (Q527960) (redirect page) (← links)
- Corrigendum to ``Modified tests for a change in persistence'' (Q527962) (← links)
- Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- (Q1206326) (redirect page) (← links)
- A simple test for parameter constancy in a nonlinear time series regression model (Q1206328) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- Seasonal unit root tests with seasonal mean shifts (Q1607285) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- The impact of the initial condition on covariate augmented unit root tests (Q1695682) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- (Q1858957) (redirect page) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Asymptotic behaviour of tests for a unit root against an explosive alternative (Q2016008) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS (Q2716487) (← links)
- Analysis of a panel of UK macroeconomic forecasts (Q2772835) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
- Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- REJOINDER (Q3181941) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Power of a Unit-Root Test and the Initial Condition (Q3440766) (← links)
- Seasonal unit root tests and the role of initial conditions (Q3548517) (← links)
- A Powerful Test for Linearity When the Order of Integration is Unknown (Q3574722) (← links)
- Testing for time series linearity (Q3594916) (← links)
- On the distribution of some test statistics for coefficient constancy (Q3814542) (← links)
- Unit roots and smooth transitions (Q3838322) (← links)
- On the Size Properties of Phillips-Perron Tests (Q4258765) (← links)
- (Q4272789) (← links)
- Seasonal Unit Root Tests Based on Forward and Reverse Estimation (Q4455660) (← links)
- Tests for a change in persistence against the null of difference‐stationarity (Q4458358) (← links)
