Access Statistics for Stephen Leybourne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 10 27 99 473 32 74 374 1,562
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 1 4 18 245 6 12 43 439
On Unit Root Tests and the Initial Observation 0 5 18 161 2 85 157 766
Panel Stationarity Tests with Cross-sectional Dependence 2 3 23 237 4 9 48 545
Testing for Stochastic Cointegration and Evidence for Present Value Models 2 7 34 380 10 17 62 769
Total Working Papers 15 46 192 1,496 54 197 684 4,081

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Test for a Unit Root 0 0 0 0 2 7 41 439
A Simple Test for Cointegration 0 0 0 4 25 59 367 1,140
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 5 5 21 598
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis 0 0 0 0 1 4 13 358
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 2 9 35 260
Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function 0 1 2 27 0 1 6 96
Empirical Performance of the AIDS Model: Constant-Coefficient versus Time-Varying-Coefficient Approaches 0 0 0 2 4 9 20 106
Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level 1 3 12 56 2 5 26 192
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis 0 0 0 0 0 1 17 142
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 1 2 5 170
Real Exchange Rate Dynamics Under The Current Float: A Re-Examination 1 2 2 32 1 3 3 105
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 1 37 0 0 2 117
Smooth Transitions and GDP Growth in the European Union 0 0 0 76 0 0 3 562
Spurious Rejections by Perron Tests in the Presence of a Break 0 0 4 33 0 0 5 128
Stochastic Unit Roots Modelling of Stock Price Indices 0 0 6 57 0 0 8 139
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 1 2 10 136
Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions 0 0 0 0 5 14 88 479
Testing for Unit Roots: A Simple Alternative to Dickey-Fuller 0 0 0 8 0 2 6 107
Tests for Forecast Encompassing 0 0 0 0 9 21 104 670
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 1 4 24 311
Tests for a change in persistence against the null of difference-stationarity 1 2 8 81 1 4 18 227
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence 0 1 5 24 1 3 20 257
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis 0 0 0 0 14 37 110 1,344
Total Journal Articles 3 9 40 456 75 192 952 8,083

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Statistics updated 2009-11-04