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 10 73
A bootstrap stationarity test for predictive regression invalidity 0 0 0 38 1 1 7 36
A powerful test for linearity when the order of integration is unknown 0 0 1 35 0 0 22 165
A powerful test for linearity when the order of integration is unknown 0 0 1 43 0 0 13 242
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 0 0 19 195
Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification 0 0 0 553 1 2 22 1,974
Break date estimation for models with deterministic structural change 0 0 1 9 0 0 8 46
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 39 0 1 15 36
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 1 1 10 65
Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis 0 0 0 0 0 0 6 881
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 0 7 2 2 13 728
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES 0 0 0 4 0 1 17 41
EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST 0 0 0 287 1 1 15 634
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 145 1 2 30 79
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 0 48 1 2 16 238
Modified Tests for a Change in Persistence 0 0 0 196 0 0 10 511
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 1 13 689
On Unit Root Tests and the Initial Observation 0 0 0 180 0 0 4 879
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 0 2 9 54
Panel Stationarity Tests with Cross-sectional Dependence 0 0 1 277 0 1 32 719
Panel root tests and the impact of initial observations 0 0 2 9 0 1 14 55
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 1 14 205
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 0 0 7 54
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 0 7 134
Seasonal unit root tests and the role of initial conditions 0 0 0 23 0 0 8 100
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 1 1 2 128 1 1 9 392
Testing explosive bubbles with time-varying volatility 0 0 1 45 0 3 17 73
Testing for Parameter Instability in Predictive Regression Models 0 0 0 11 0 3 12 51
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 1 8 235
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 1 2 10 1,016
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 1 27 395
Testing for a unit root against ESTAR stationarity 0 0 1 89 3 4 15 93
Testing for a unit root in the presence of a possible break in trend 0 0 1 51 0 0 23 215
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 1 36 0 0 11 155
Testing for nonlinear trends when the order of integration is unknown 0 0 0 31 0 0 10 186
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 0 0 19 364
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 0 17 230
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 1 2 18 191
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 1 3 16 110
Tests for an end-of-sample bubble in financial time series 0 0 0 70 0 0 13 60
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 11 92
The impact of the initial condition on covariate augmented unit root tests 0 0 0 35 0 1 11 83
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 1 9 78
Trade Liberalisation and Growth 0 0 0 1 0 0 9 342
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 1 1 1 210 2 2 9 1,296
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 1 84 2 2 13 309
Unit root testing under a local break in trend 0 0 0 85 1 1 14 186
Unit root testing under a local break in trend 0 0 0 5 1 1 11 44
Total Working Papers 2 2 16 4,027 22 48 653 15,029

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 7 20
A Consistent Test for a Unit Root 0 0 0 0 0 1 10 666
A Direct Test for Cointegration Between a Pair of Time Series 0 0 0 0 0 0 5 9
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 0 0 7 53
A Parametric approach to testing the null of cointegration 0 0 0 1 0 1 7 12
A Powerful Test for Linearity When the Order of Integration is Unknown 0 2 7 209 2 5 29 562
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 1 4 92
A Simple Test for Cointegration 0 0 0 4 0 0 9 1,807
A more powerful modification of Johansen's cointegration tests 0 0 0 46 0 1 8 146
A simple test for parameter constancy in a nonlinear time series regression model 0 0 0 12 0 0 6 61
A simple, robust and powerful test of the trend hypothesis 1 1 2 89 2 2 18 252
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 9 0 0 5 36
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 0 0 8 700
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 7 0 1 8 45
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 38 0 0 14 275
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS 0 0 0 4 0 0 6 36
Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification 0 0 0 39 0 0 7 218
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 8 428
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 8 0 1 14 53
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 0 1 9 190
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 0 6 393
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 9 47
Detecting Multiple Changes in Persistence 0 0 1 192 2 2 13 408
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 1 11 71
Examination of Some More Powerful Modifications of the Dickey–Fuller Test 0 0 0 60 0 3 18 242
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 1 10 0 2 20 70
How great are the great ratios? 0 1 2 174 1 2 18 534
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 17 1 2 9 81
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 5 20
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 18 0 0 12 105
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 24 0 0 10 93
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates 0 0 1 27 0 1 9 137
Modeling Growth (and Liberalization) Using Smooth Transitions Analysis 0 0 0 0 0 1 5 221
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 0 1 11 261
Modified tests for a change in persistence 0 0 0 96 1 2 22 302
More powerful panel data unit root tests with an application to mean reversion in real exchange rates 0 0 2 381 0 1 12 991
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT 0 0 0 19 0 0 9 59
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 0 8 207
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 1 12 43
On testing for unit roots and the initial observation 0 0 0 64 0 0 7 206
On tests for changes in persistence 0 0 0 36 0 1 9 116
On the Size Properties of Phillips–Perron Tests 0 0 0 0 1 1 4 15
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 0 0 12 133
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 8 80
Power of a Unit‐Root Test and the Initial Condition 0 0 1 20 0 0 7 73
Preliminary design of the OWEL wave energy converter pre-commercial demonstrator 0 0 0 3 0 1 8 33
REJOINDER 0 0 0 10 0 0 4 51
Real Exchange Rate Dynamics Under The Current Float: A Re–Examination 0 0 0 37 0 2 15 159
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 3 17 2 3 21 72
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 0 0 11 80
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 7 121
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 1 8 0 2 13 66
Robust methods for detecting multiple level breaks in autocorrelated time series 0 1 1 23 1 2 16 125
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 2 16 78
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 1 1 1 49 1 1 13 155
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 24 1 1 6 79
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 0 0 11 86
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 1 11 167
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 11 173
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 0 0 4 56
Some New Tests for a Change in Persistence 0 0 0 18 0 1 14 59
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 1 9 35
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null 0 0 1 121 0 1 15 312
Spurious rejections by cointegration tests induced by structural breaks 0 1 1 162 2 3 9 375
Stochastic cointegration: estimation and inference 0 0 0 164 0 0 7 366
Stochastic unit roots modelling of stock price indices 0 0 0 78 1 1 9 208
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 1 9 163
TESTING FOR LONG MEMORY 0 0 0 26 0 1 12 79
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 9 140
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 1 12 19
THE RESEARCH INTERESTS OF PAUL NEWBOLD 0 0 0 35 0 1 8 145
Testing explosive bubbles with time-varying volatility 0 0 0 6 0 2 14 34
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 0 0 6 224
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 1 1 22 0 2 16 107
Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions 0 0 0 0 0 0 25 1,243
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 1 1 1 25 1 1 9 130
Testing for a Change in Mean under Fractional Integration 0 0 0 15 0 1 13 60
Testing for a break in trend when the order of integration is unknown 1 1 1 40 1 2 16 164
Testing for a unit root against ESTAR stationarity 0 0 0 12 0 3 10 80
Testing for nonlinear deterministic components when the order of integration is unknown 0 0 1 7 0 0 7 40
Testing for parameter instability in predictive regression models 0 0 0 8 1 3 14 83
Testing for time series linearity 0 0 0 173 0 0 10 514
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 1 2 54 1 3 10 219
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 0 0 8 75
Testing the equality of prediction mean squared errors 20 51 131 1,760 31 98 294 3,574
Tests for Forecast Encompassing 0 0 0 0 4 5 35 1,205
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 4 438
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 0 1 10 87
Tests for a change in persistence against the null of difference-stationarity 0 0 0 128 0 3 6 359
Tests for an end-of-sample bubble in financial time series 0 0 1 9 0 2 29 62
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 3 11 115 3 9 41 258
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 8 71
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence 0 0 0 116 0 2 8 659
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 0 0 7 1 1 12 65
The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis 0 0 0 0 0 1 6 1,732
The excess comovement of commodity prices revisited 0 0 0 83 0 0 9 193
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 10 45
Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 0 0 0 69 0 1 6 220
Trends and Cycles in British Industrial Production, 1700–1913 0 0 0 10 3 3 17 40
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 1 2 40 276
Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis 0 0 0 22 21 22 29 108
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 12 12 22 55
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 1 1 16 21
Unit root testing under a local break in trend 0 0 0 21 0 0 11 114
Unit root tests with a break in innovation variance 0 0 0 83 0 2 11 269
Unit roots and smooth transitions 0 0 1 24 1 1 15 68
Total Journal Articles 24 65 177 5,893 101 245 1,532 26,863

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Statistics updated 2026-09-10