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
A Bootstrap Stationarity Test for Predictive Regression Invalidity 0 0 0 39 1 2 4 41
A bootstrap stationarity test for predictive regression invalidity 0 1 1 33 0 1 4 21
A powerful test for linearity when the order of integration is unknown 2 3 4 39 2 7 23 202
A powerful test for linearity when the order of integration is unknown 0 0 4 26 2 5 28 117
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 1 7 167
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 550 0 3 11 1,928
Break date estimation for models with deterministic structural change 0 0 1 8 0 0 3 29
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 39 0 0 1 16
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 5 37 1 5 17 44
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis 0 0 0 0 0 0 2 869
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 1 1 1 1 1 3 9 15
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 1 2 6 0 1 6 709
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 284 2 2 10 603
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 143 1 3 12 33
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 0 44 1 1 7 207
Modified Tests for a Change in Persistence 0 0 0 195 1 2 6 492
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 0 2 667
On Unit Root Tests and the Initial Observation 0 0 0 180 0 0 3 869
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 11 1 1 2 38
Panel Stationarity Tests with Cross-sectional Dependence 0 0 1 275 0 0 6 679
Panel root tests and the impact of initial observations 0 0 0 6 0 1 3 33
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 2 186
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 5 0 0 1 39
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 27 0 0 1 113
Seasonal unit root tests and the role of initial conditions 0 0 0 21 0 0 0 87
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 2 125 0 1 7 369
Testing explosive bubbles with time-varying volatility 0 0 2 40 0 0 8 30
Testing for Parameter Instability in Predictive Regression Models 1 1 2 9 1 1 3 23
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 0 2 224
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 2 444 0 0 8 996
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 170 0 1 6 359
Testing for a unit root against ESTAR stationarity 0 0 1 83 0 0 15 57
Testing for a unit root in the presence of a possible break in trend 0 0 0 46 0 1 3 176
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 34 1 1 4 129
Testing for nonlinear trends when the order of integration is unknown 0 1 1 30 0 1 2 171
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 1 85 4 7 18 317
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 1 54 0 1 11 195
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 0 0 2 165
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point 1 2 11 87 1 2 19 72
Tests for an end-of-sample bubble in financial time series 0 0 0 68 0 0 3 34
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point 0 0 0 35 1 1 7 70
The impact of the initial condition on covariate augmented unit root tests 0 0 1 35 0 1 10 67
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 1 3 66
Trade Liberalisation and Growth 0 0 0 1 0 0 1 329
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 1 3 207 0 6 34 1,271
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 1 3 78 0 2 6 272
Unit root testing under a local break in trend 0 0 0 5 1 1 4 28
Unit root testing under a local break in trend 0 0 0 84 0 0 1 169
Total Working Papers 5 12 49 3,922 22 66 347 13,793


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Rockin' All Over The World": organisational improvisation lessons from the music-based practitioner 0 0 0 2 0 0 1 7
A Consistent Test for a Unit Root 0 0 0 0 3 4 16 600
A Direct Test for Cointegration Between a Pair of Time Series 0 0 0 0 0 1 1 2
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 1 5 0 0 2 39
A Parametric approach to testing the null of cointegration 0 0 0 0 0 0 0 2
A Powerful Test for Linearity When the Order of Integration is Unknown 1 9 25 135 2 22 74 343
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 2 3 85
A Simple Test for Cointegration 0 0 0 4 3 3 11 1,710
A more powerful modification of Johansen's cointegration tests 0 0 0 45 0 0 3 132
A simple test for parameter constancy in a nonlinear time series regression model 0 0 0 11 0 0 1 53
A simple, robust and powerful test of the trend hypothesis 0 0 1 79 0 0 2 209
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 8 0 0 0 28
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 0 0 0 675
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 6 1 1 2 29
Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process 0 0 0 37 0 0 1 247
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS 0 0 0 3 1 1 3 23
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 2 8 200
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis 0 0 0 0 0 1 2 412
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 5 1 1 1 27
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 82 2 2 4 168
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 2 5 362
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 1 1 5 0 1 1 34
Detecting Multiple Changes in Persistence 0 0 6 179 1 2 13 370
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 0 0 0 59
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 1 58 2 2 8 209
Forecast evaluation tests and negative long-run variance estimates in small samples 1 1 2 5 1 4 6 30
How great are the great ratios? 0 0 0 169 0 0 6 496
Improving the accuracy of asset price bubble start and end date estimators 1 1 1 11 1 2 3 50
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 0 0 0 1 10
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 15 2 3 7 77
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 21 0 2 4 72
Mean Reversion of Real Exchange Rates in High-Inflation Countries 0 0 0 0 0 0 5 93
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates 1 1 1 26 1 1 3 125
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis 0 0 0 0 1 1 1 205
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 0 0 5 238
Modified tests for a change in persistence 0 0 0 89 1 1 2 265
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 1 2 4 368 3 8 29 874
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT 0 0 0 19 0 0 1 45
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 0 0 189
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 1 22
On testing for unit roots and the initial observation 0 0 0 64 1 1 5 196
On tests for changes in persistence 0 0 0 36 0 0 0 104
On the Size Properties of Phillips–Perron Tests 0 0 0 0 0 0 0 1
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 1 37 0 2 6 118
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 1 72
Power of a Unit‐Root Test and the Initial Condition 0 0 0 19 0 0 0 61
Preliminary design of the OWEL wave energy converter pre-commercial demonstrator 0 0 0 3 1 1 1 19
REJOINDER 0 0 0 10 0 1 1 42
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination 0 0 0 37 0 1 5 143
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 4 8 0 0 8 23
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 1 2 16 0 2 8 57
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 1 5 111
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 6 0 0 3 42
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 18 0 1 4 97
Robust tests for a linear trend with an application to equity indices 0 1 1 15 0 2 4 55
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 1 47 0 2 11 135
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 19 0 1 1 65
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 15 0 1 2 74
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 0 1 152
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 3 154
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 0 0 3 47
Some New Tests for a Change in Persistence 0 0 1 17 0 0 3 39
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 0 4 23
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null 0 5 7 109 1 9 20 265
Spurious rejections by cointegration tests induced by structural breaks 0 0 3 154 2 2 10 334
Stochastic cointegration: estimation and inference 0 1 1 160 0 1 3 348
Stochastic unit roots modelling of stock price indices 0 0 2 78 1 1 4 191
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 50 0 1 2 144
TESTING FOR LONG MEMORY 1 1 1 24 1 3 3 58
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 39 0 1 5 121
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 1 1 0 1 5 5
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 1 35 0 2 5 134
Testing explosive bubbles with time-varying volatility 0 0 2 2 0 0 4 4
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 0 0 0 209
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 14 1 2 8 64
Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions 0 0 0 0 18 49 76 957
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 22 0 2 2 112
Testing for a Change in Mean under Fractional Integration 0 0 1 12 0 0 8 37
Testing for a break in trend when the order of integration is unknown 0 0 2 37 0 0 4 131
Testing for a unit root against ESTAR stationarity 0 3 4 9 3 10 21 45
Testing for nonlinear deterministic components when the order of integration is unknown 0 1 1 5 0 1 2 30
Testing for parameter instability in predictive regression models 0 0 1 3 1 1 7 31
Testing for time series linearity 0 0 2 173 0 0 3 483
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 1 46 0 0 10 176
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 17 0 1 3 60
Testing the equality of prediction mean squared errors 11 28 143 1,129 17 55 279 2,355
Tests for Forecast Encompassing 0 0 0 0 3 8 24 1,119
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 1 1 2 425
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 0 0 0 72
Tests for a change in persistence against the null of difference-stationarity 0 0 1 128 3 4 6 341
Tests for an end-of-sample bubble in financial time series 0 0 0 5 2 2 3 17
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 7 14 53 3 12 24 122
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point 0 0 0 4 0 0 1 51
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence 0 0 2 114 0 0 6 645
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 0 0 6 0 0 3 37
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis 0 0 0 0 1 4 11 1,693
The excess comovement of commodity prices revisited 0 0 0 82 1 1 12 177
The impact of the initial condition on robust tests for a linear trend 0 1 1 8 0 1 2 33
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 0 0 1 67 1 1 4 206
Trends and Cycles in British Industrial Production, 1700–1913 0 0 1 2 0 0 3 7
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 82 1 3 4 216
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis 0 0 0 19 0 0 2 72
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 0 31
Unit Roots and Asymmetric Smooth Transitions 0 0 0 0 0 0 0 0
Unit root testing under a local break in trend 0 0 0 19 0 1 1 87
Unit root tests with a break in innovation variance 1 1 2 76 2 4 9 235
Unit roots and smooth transitions 0 1 4 5 0 1 9 13
Total Journal Articles 19 66 252 4,878 91 270 925 22,539


Statistics updated 2021-01-03