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 40 1 1 1 63
A bootstrap stationarity test for predictive regression invalidity 0 0 0 38 0 0 0 29
A powerful test for linearity when the order of integration is unknown 0 0 0 42 0 1 5 229
A powerful test for linearity when the order of integration is unknown 0 0 3 33 0 0 8 141
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 0 0 176
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 1 553 1 1 2 1,952
Break date estimation for models with deterministic structural change 0 0 0 8 0 0 3 38
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 2 20
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 0 0 2 55
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis 0 0 0 0 0 0 1 875
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 1 4 0 0 1 24
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 0 7 0 1 2 715
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 1 1 287 0 2 2 619
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 145 0 0 2 49
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 1 48 0 0 1 222
Modified Tests for a Change in Persistence 0 0 0 196 0 0 4 501
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 0 2 676
On Unit Root Tests and the Initial Observation 0 0 0 180 1 1 2 875
On the behaviour of fixed-b trend break tests under fractional integration 0 0 1 12 0 0 2 45
Panel Stationarity Tests with Cross-sectional Dependence 0 0 0 276 0 0 0 686
Panel root tests and the impact of initial observations 0 1 1 7 0 1 4 41
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 1 1 3 47
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 2 190
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 0 2 126
Seasonal unit root tests and the role of initial conditions 0 0 0 23 0 0 1 92
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 0 126 1 1 2 383
Testing explosive bubbles with time-varying volatility 0 0 0 44 0 0 3 55
Testing for Parameter Instability in Predictive Regression Models 0 0 1 10 1 1 2 37
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 0 1 227
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 0 0 0 1,006
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 0 1 368
Testing for a unit root against ESTAR stationarity 0 0 0 88 0 1 2 76
Testing for a unit root in the presence of a possible break in trend 0 0 0 50 0 0 2 190
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 35 0 0 2 144
Testing for nonlinear trends when the order of integration is unknown 0 0 0 31 0 0 2 176
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 0 0 2 343
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 0 4 213
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 0 0 2 173
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point 0 0 0 92 0 0 1 94
Tests for an end-of-sample bubble in financial time series 0 0 1 70 0 1 4 47
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 36 0 0 0 81
The impact of the initial condition on covariate augmented unit root tests 0 0 0 35 0 0 1 72
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 0 1 68
Trade Liberalisation and Growth 0 0 0 1 0 0 1 333
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 1 1 209 0 1 1 1,287
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 1 1 1 83 1 3 8 295
Unit root testing under a local break in trend 0 0 0 85 0 0 0 172
Unit root testing under a local break in trend 0 0 0 5 0 0 1 30
Total Working Papers 1 4 13 4,009 7 17 97 14,356


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 3 0 0 0 13
A Consistent Test for a Unit Root 0 0 0 0 2 4 13 653
A Direct Test for Cointegration Between a Pair of Time Series 0 0 0 0 0 0 0 4
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 0 0 1 44
A Parametric approach to testing the null of cointegration 0 0 0 1 0 0 0 5
A Powerful Test for Linearity When the Order of Integration is Unknown 0 4 12 199 1 7 34 525
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 1 1 87
A Simple Test for Cointegration 0 0 0 4 0 0 4 1,797
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 2 138
A simple test for parameter constancy in a nonlinear time series regression model 0 0 0 12 0 0 1 55
A simple, robust and powerful test of the trend hypothesis 0 0 1 87 0 0 3 233
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 9 0 0 0 30
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 0 0 2 692
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 7 0 0 1 36
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 1 38 0 1 2 261
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS 0 0 0 4 0 0 0 28
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 0 211
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 3 420
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 8 0 0 1 39
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 0 0 179
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 1 8 387
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 6 0 0 0 37
Detecting Multiple Changes in Persistence 0 1 2 191 0 1 3 395
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 0 60 0 0 0 223
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 9 0 0 4 49
How great are the great ratios? 0 0 0 172 0 1 2 516
Improving the accuracy of asset price bubble start and end date estimators 0 1 2 17 2 4 8 69
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 2 14
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 1 18 0 0 4 91
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 24 0 0 1 83
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates 0 0 0 26 1 1 2 128
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis 0 0 0 0 0 0 3 215
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 0 0 2 250
Modified tests for a change in persistence 0 0 0 95 0 0 0 279
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 1 2 378 1 4 11 978
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT 0 0 0 19 1 1 2 50
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 0 1 199
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 0 31
On testing for unit roots and the initial observation 0 0 0 64 1 2 3 199
On tests for changes in persistence 0 0 0 36 0 0 0 105
On the Size Properties of Phillips–Perron Tests 0 0 0 0 0 0 3 11
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 1 1 1 121
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 0 72
Power of a Unit‐Root Test and the Initial Condition 0 0 0 19 0 0 1 66
Preliminary design of the OWEL wave energy converter pre-commercial demonstrator 0 0 0 3 0 0 2 25
REJOINDER 0 0 0 10 0 0 0 44
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination 0 0 0 37 0 0 0 143
Real‐Time Monitoring for Explosive Financial Bubbles 0 1 2 14 1 3 7 50
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 0 20 0 0 2 69
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 114
Robust and Powerful Tests for Nonlinear Deterministic Components 0 1 1 7 0 1 3 52
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 22 0 0 1 107
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 0 4 62
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 0 0 0 141
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 1 24 0 0 3 73
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 0 0 0 75
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 0 1 156
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 2 162
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 0 0 0 52
Some New Tests for a Change in Persistence 0 0 0 18 0 0 2 45
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 0 1 26
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null 0 0 0 120 0 1 3 297
Spurious rejections by cointegration tests induced by structural breaks 0 0 2 161 2 3 9 366
Stochastic cointegration: estimation and inference 0 0 0 164 0 0 1 359
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 0 1 199
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 0 0 1 151
TESTING FOR LONG MEMORY 0 0 0 26 0 0 1 67
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 1 130
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 0 1 0 0 0 7
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 0 1 137
Testing explosive bubbles with time-varying volatility 0 0 1 6 0 1 2 20
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 0 0 5 217
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 21 0 0 1 89
Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions 0 0 0 0 1 2 8 1,218
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 24 0 0 0 120
Testing for a Change in Mean under Fractional Integration 0 0 1 15 0 0 1 47
Testing for a break in trend when the order of integration is unknown 0 0 0 39 0 1 1 145
Testing for a unit root against ESTAR stationarity 0 0 0 12 0 1 4 68
Testing for nonlinear deterministic components when the order of integration is unknown 0 0 1 6 0 0 1 33
Testing for parameter instability in predictive regression models 0 0 0 8 0 0 1 68
Testing for time series linearity 0 0 0 173 0 0 6 503
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 1 52 1 1 6 207
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 0 0 1 67
Testing the equality of prediction mean squared errors 9 19 75 1,619 12 36 140 3,259
Tests for Forecast Encompassing 0 0 0 0 1 1 8 1,169
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 0 434
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 0 0 0 77
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 0 1 353
Tests for an end-of-sample bubble in financial time series 0 0 1 8 0 0 4 32
Tests for explosive financial bubbles in the presence of non-stationary volatility 3 6 14 103 4 9 21 214
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 5 0 0 0 61
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence 0 0 0 116 0 0 0 649
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 0 0 7 1 1 2 53
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis 0 0 0 0 0 1 3 1,726
The excess comovement of commodity prices revisited 0 0 0 83 0 0 0 183
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 0 34
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 0 0 0 69 1 1 3 214
Trends and Cycles in British Industrial Production, 1700–1913 0 0 1 9 0 0 2 22
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 0 0 2 235
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis 0 0 0 22 0 0 0 79
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 1 32
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 0 0 1 5
Unit root testing under a local break in trend 0 0 0 21 2 2 3 102
Unit root tests with a break in innovation variance 0 0 1 83 0 1 4 258
Unit roots and smooth transitions 0 0 5 23 0 0 5 52
Total Journal Articles 12 34 128 5,699 36 97 412 25,231


Statistics updated 2025-07-04